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Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
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2
Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 342-358
Persistent link: https://www.econbiz.de/10008662998
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3
Unit root quantile autoregression testing using covariates
Galvao, Antonio Fialho <Jr.>
- In:
Journal of econometrics
152
(
2009
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10003892736
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4
Multivariate contemporaneous-threshold autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Journal of econometrics
160
(
2011
)
2
,
pp. 311-325
Persistent link: https://www.econbiz.de/10009242250
Saved in:
5
Least squares estimation in a simple random coefficient autoregressive model
Johansen, Søren
;
Lange, Theis
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 285-288
Persistent link: https://www.econbiz.de/10010255147
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6
A flexible approach to parametric inference in nonlinear and time varying time series models
Koop, Gary
;
Potter, Simon M.
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10008839935
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7
Testing for individual effects in autoregressive models
Holtz-Eakin, Douglas
- In:
Journal of econometrics
39
(
1988
)
3
,
pp. 297-307
Persistent link: https://www.econbiz.de/10003580383
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8
On the distribution of the sample
autocorrelation
coefficients
Kan, Raymond
;
Wang, Xiaolu
- In:
Journal of econometrics
154
(
2010
)
2
,
pp. 101-121
Persistent link: https://www.econbiz.de/10003940080
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9
Functional index coefficient models with variable selection
Cai, Zongwu
;
Juhl, Ted
;
Yang, Bingduo
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 272-284
Persistent link: https://www.econbiz.de/10011504526
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10
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
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