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Multivariate spatial autoregressive model for large scale social networks
Zhu, Xuening; Huang, Danyang; Pan, Rui; Wang, Hansheng - In: Journal of econometrics 215 (2020) 2, pp. 591-606
Persistent link: https://www.econbiz.de/10012439571
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Two-mode network autoregressive model for large-scale networks
Huang, Danyang; Wang, Feifei; Zhu, Xuening; Wang, Hansheng - In: Journal of econometrics 216 (2020) 1, pp. 203-219
Persistent link: https://www.econbiz.de/10012439675
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Estimating multiple breaks in nonstationary autoregressive models
Pang, Tianxiao; Du, Lingjie; Chong, Terence Tai-Leung - In: Journal of econometrics 221 (2021) 1, pp. 277-311
Persistent link: https://www.econbiz.de/10012618836
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Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
Lewbel, Arthur - In: Journal of econometrics 67 (1995) 2, pp. 379-401
Persistent link: https://www.econbiz.de/10001178179
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On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi; Xu, Zheng - In: Journal of econometrics 179 (2014) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
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Pairwise local Fisher and naive Bayes : improving two standard discriminants
Otneim, Håkon; Jullum, Martin; Tjostheim, Dag - In: Journal of econometrics 216 (2020) 1, pp. 284-304
Persistent link: https://www.econbiz.de/10012439695
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Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
Kuersteiner, Guido M. - In: Journal of econometrics 211 (2019) 1, pp. 243-261
Persistent link: https://www.econbiz.de/10012303619
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Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander; Wied, Dominik - In: Journal of econometrics 235 (2023) 2, pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
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Testing cointegration relationship in a semiparametric varying coefficient model
Gu, Jingping; Liang, Zhongwen - In: Journal of econometrics 178 (2014) 1, pp. 57-70
Persistent link: https://www.econbiz.de/10010255469
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Identification of additive and polynomial models of mismeasured regressors without instruments
Ben-Moshe, Dan; D'Haultfœuille, Xavier; Lewbel, Arthur - In: Journal of econometrics 200 (2017) 2, pp. 207-222
Persistent link: https://www.econbiz.de/10011917184