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Conditional moment models under semi-strong identification
Antoine, Bertille; Lavergne, Pascal - In: Journal of econometrics 182 (2014) 1, pp. 59-69
Persistent link: https://www.econbiz.de/10010497144
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Threshold autoregressive models for interval-valued time series data
Sun, Yuying; Han, Ai; Hong, Yongmiao; Wang, Shouyang - In: Journal of econometrics 206 (2018) 2, pp. 414-446
Persistent link: https://www.econbiz.de/10012110403
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Nearest comoment estimation with unobserved factors
Boudt, Kris; Cornilly, Dries; Verdonck, Tim - In: Journal of econometrics 217 (2020) 2, pp. 381-397
Persistent link: https://www.econbiz.de/10012482778
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Estimation and inference of semiparametric models using data from several sources
Buchinsky, Moshe; Li, Fanghua; Liao, Zhipeng - In: Journal of econometrics 226 (2022) 1, pp. 80-103
Persistent link: https://www.econbiz.de/10013440517
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When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.; Wang, Ying - In: Journal of econometrics 232 (2023) 2, pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
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Estimating spot volatility with high-frequency financial data
Zu, Yang; Boswijk, Herman Peter - In: Journal of econometrics 181 (2014) 2, pp. 117-135
Persistent link: https://www.econbiz.de/10010473332
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Smooth coefficient estimation of a seemingly unrelated regression
Henderson, Daniel J.; Kumbhakar, Subal; Li, Qi; … - In: Journal of econometrics 189 (2015) 1, pp. 148-162
Persistent link: https://www.econbiz.de/10011502513
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Regression discontinuity with categorical outcomes
Xu, Ke-Li - In: Journal of econometrics 201 (2017) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011917411
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Rolling window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi; Lu, Jin; Rossi, Barbara - In: Journal of econometrics 196 (2017) 1, pp. 55-67
Persistent link: https://www.econbiz.de/10011743498
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Local composite quantile regression smoothing for Harris recurrent Markov processes
Li, Degui; Li, Runze - In: Journal of econometrics 194 (2016) 1, pp. 44-56
Persistent link: https://www.econbiz.de/10011705029