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Testing for structural breaks in factor copula models
Manner, Hans; Stark, Florian; Wied, Dominik - In: Journal of econometrics 208 (2019) 2, pp. 324-345
Persistent link: https://www.econbiz.de/10012145023
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A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections
Girma, Sourafel - In: Journal of econometrics 98 (2000) 2, pp. 365-383
Persistent link: https://www.econbiz.de/10001497793
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Modeling long memory in stock market volatility
Liu, Ming - In: Journal of econometrics 99 (2000) 1, pp. 139-171
Persistent link: https://www.econbiz.de/10001504433
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GMM estimation with cross sectional dependence
Conley, Timothy G. - In: Journal of econometrics 92 (1999) 1, pp. 1-45
Persistent link: https://www.econbiz.de/10001400085
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The relative efficiency of method of moments estimators
Gallant, A. Ronald; Tauchen, George Eugene - In: Journal of econometrics 92 (1999) 1, pp. 149-172
Persistent link: https://www.econbiz.de/10001400094
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Finite sample properties of tests of the Epstein-Zin asset pricing model
Smith, David C. - In: Journal of econometrics 93 (1999) 1, pp. 113-148
Persistent link: https://www.econbiz.de/10001406645
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GMM inference when the number of moment conditions is large
Koenker, Roger; Machado, José A. F. - In: Journal of econometrics 93 (1999) 2, pp. 327-344
Persistent link: https://www.econbiz.de/10001406661
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Estimation of a censored regression panel data model using conditional moment restrictions efficiently
Charlier, Erwin; Melenberg, Bertrand; Soest, Arthur van - In: Journal of econometrics 95 (2000) 1, pp. 25-56
Persistent link: https://www.econbiz.de/10001432515
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Efficiency results of MLE and GMM estimation with sampling weights
Butler, John S. - In: Journal of econometrics 96 (2000) 1, pp. 25-37
Persistent link: https://www.econbiz.de/10001466740
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Misspecified heteroskedasticity in the panel probit model : a small sample comparison of GMM and SML estimators
Inkmann, Joachim - In: Journal of econometrics 97 (2000) 2, pp. 227-259
Persistent link: https://www.econbiz.de/10001496588