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Indirect inference in structural econometric models
Li, Tong - In: Journal of econometrics 157 (2010) 1, pp. 120-128
Persistent link: https://www.econbiz.de/10008661771
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Estimators of the disturbance variance in econometric models : small-sample bias and the existence of moments
Dufour, Jean-Marie - In: Journal of econometrics 37 (1988) 2, pp. 277-292
Persistent link: https://www.econbiz.de/10003533625
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The econometrics of temporary equilibrium
Berndt, Ernst R. (ed.); Fuss, Melvyn A. (contributor) - 1986
Persistent link: https://www.econbiz.de/10001384896
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Dynamic econometric modeling and forecasting
Timmermann, Allan (contributor);  … - 2013
Persistent link: https://www.econbiz.de/10010255249
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Annals issue: econometric models of climate change
Hillebrand, Eric (ed.); Pretis, Felix (ed.);  … - 2020
Persistent link: https://www.econbiz.de/10012439936
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The econometrics of auctions and games
Kumbhakar, Subal (contributor);  … - 2012
Persistent link: https://www.econbiz.de/10009612996
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Seasonality and econometric models
Ghysels, Eric (contributor) - In: Journal of econometrics 55 (1993) 1
Persistent link: https://www.econbiz.de/10001137428
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Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
Abrevaya, Jason - In: Journal of econometrics 93 (1999) 2, pp. 203-228
Persistent link: https://www.econbiz.de/10001406652
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Max-linear regression models with regularization
Cui, Qiurong; Xu, Yuqing; Zhang, Zhengjun; Chan, Vincent - In: Journal of econometrics 222 (2021) 1,3, pp. 579-600
Persistent link: https://www.econbiz.de/10012619747
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New approaches to modelling, specification selection and econometric inference
Barnett, William A. (contributor);  … - In: Journal of econometrics 30 (1985) 1
Persistent link: https://www.econbiz.de/10001030422