Narrow search
Showing 1 - 10 of 2,710
Cover Image
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Journal of econometrics 215 (2020) 2, pp. 607-632
Persistent link: https://www.econbiz.de/10012439572
Cover Image
Inference on stochastic time-varying coefficient models
Giraitis, Liudas; Kapetanios, George; Yates, Anthony - In: Journal of econometrics 179 (2014) 1, pp. 46-65
Persistent link: https://www.econbiz.de/10010258276
Cover Image
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim; Bouezmarni, Taoufik; El Ghouch, Anouar - In: Journal of econometrics 180 (2014) 2, pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Cover Image
Series estimation under cross-sectional dependence
Lee, Jungyoon; Robinson, Peter M. - In: Journal of econometrics 190 (2016) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011591611
Cover Image
The triangular model with random coefficients
Hoderlein, Stefan; Holzmann, Hajo; Meister, Alexander - In: Journal of econometrics 201 (2017) 1, pp. 144-169
Persistent link: https://www.econbiz.de/10011917439
Cover Image
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua; Gao, Jiti; Tjostheim, Dag; Yin, Jiying - In: Journal of econometrics 200 (2017) 1, pp. 104-117
Persistent link: https://www.econbiz.de/10011897704
Cover Image
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua; Linton, Oliver; Peng, Bin - In: Journal of econometrics 222 (2021) 2, pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
Cover Image
Autoregressive wild bootstrap inference for nonparametric trends
Friedrich, Marina; Smeekes, Stephan; Urbain, Jean-Pierre - In: Journal of econometrics 214 (2020) 1, pp. 81-109
Persistent link: https://www.econbiz.de/10012438108
Cover Image
Nonparametric identification and estimation of sample selection models under symmetry
Chen, Songnian; Zhou, Yahong; Ji, Yuanyuan - In: Journal of econometrics 202 (2018) 2, pp. 148-160
Persistent link: https://www.econbiz.de/10011974558
Cover Image
Nonparametric estimation of non-exchangeable latent-variable models
Bonhomme, Stéphane; Jochmans, Koen; Robin, Jean-Marc - In: Journal of econometrics 201 (2017) 2, pp. 237-248
Persistent link: https://www.econbiz.de/10011918770