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Misspecification tests based on quantile residuals
Kalliovirta, Leena - In: The econometrics journal 15 (2012) 2, pp. 358-393
Persistent link: https://www.econbiz.de/10009614922
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LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices
Ginker, Tim; Lieberman, Offer - In: The econometrics journal 24 (2021) 1, pp. 58-82
Persistent link: https://www.econbiz.de/10012504449
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Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models
Kiviet, J. F.; Phillips, Garry D. A. - In: The econometrics journal 1 (1998) 2, pp. 44-70
Persistent link: https://www.econbiz.de/10001443721
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Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard; Kapetanios, George - In: The econometrics journal 16 (2013) 3, pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
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Estimation of spatial autoregressive models with randomly missing data in the dependent variable
Wang, Wei; Lee, Lung-fei - In: The econometrics journal 16 (2013) 1, pp. 73-102
Persistent link: https://www.econbiz.de/10009722511
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A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
Sun, Yixiao - In: The econometrics journal 16 (2013) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10009722516
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Improved Lagrange multiplier tests in spatial autoregressions
Robinson, Peter M.; Rossi, Francesca - In: The econometrics journal 17 (2014) 1, pp. 139-164
Persistent link: https://www.econbiz.de/10010498750
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The polynomial aggregated AR (1) model
Chong, Terence Tai-Leung - In: The econometrics journal 9 (2006) 1, pp. 98-122
Persistent link: https://www.econbiz.de/10003320205
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On the sensitivity of the restricted least squares estimators to covariance misspecification
Wan, Alan T. K.; Zou, Guohua; Qin, Huaizhen - In: The econometrics journal 10 (2007) 3, pp. 471-487
Persistent link: https://www.econbiz.de/10003637591
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Estimation of impulse response functions using long autoregression
Chang, Pao-Li; Sakata, Shinichi - In: The econometrics journal 10 (2007) 2, pp. 453-469
Persistent link: https://www.econbiz.de/10003560081