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Journal of econometrics
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ECONIS (ZBW)
87
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1
Diagnostic analysis and computational strategies for estimating discrete time duration models : a Monte Carlo study
Li, Xianghong
;
Smith, Barry J.
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 275-292
Persistent link: https://www.econbiz.de/10011499419
Saved in:
2
Specification and structural break tests for additive models with applications to realized variance data
Fengler, Matthias
;
Mammen, Enno
;
Vogt, Michael
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 196-218
Persistent link: https://www.econbiz.de/10011500308
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3
Time-varying instrumental variable estimation
Giraitis, Liudas
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 394-415
Persistent link: https://www.econbiz.de/10013275394
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4
Weighted-average least squares estimation of generalized linear models
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011974702
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5
A general method for third-order bias and variance corrections on a nonlinear estimator
Yang, Zhenlin
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 178-200
Persistent link: https://www.econbiz.de/10011349513
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6
Solving dynamic discrete choice models using smoothing and sieve methods
Kristensen, Dennis
;
Mogensen, Patrick Kofod
;
Moon, Jong Myun
- In:
Journal of econometrics
223
(
2021
)
2
,
pp. 328-360
Persistent link: https://www.econbiz.de/10012619974
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7
Estimation of dynamic and ARCH Tobit models
Lee, Lung-fei
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 355-390
Persistent link: https://www.econbiz.de/10001400177
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8
Estimating the rational expectations model of speculative storage : a Monte Carlo comparison of three
simulation
estimators
Michaelides, Alexander G.
;
Ng, Serena
- In:
Journal of econometrics
96
(
2000
)
2
,
pp. 231-266
Persistent link: https://www.econbiz.de/10001468767
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9
On simulated EM algorithms
Nielsen, Soren Feodor
- In:
Journal of econometrics
96
(
2000
)
2
,
pp. 267-292
Persistent link: https://www.econbiz.de/10001468770
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10
Tests for changes in models with a polynomial trend
Kuan, Chung-ming
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10001234511
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