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Multinomial probit estimation without nuisance parameters
Breslaw, Jon A. - In: The econometrics journal 5 (2002) 2, pp. 417-434
Persistent link: https://www.econbiz.de/10001713312
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Adaptive MCMC methods for inference on affine stochastic volatility models with jumps
Raggi, Davide - In: The econometrics journal 8 (2005) 2, pp. 235-250
Persistent link: https://www.econbiz.de/10003018956
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Estimation of state-space models with endogenous Markov regime-switching parameters
Kang, Kyu Ho - In: The econometrics journal 17 (2014) 1, pp. 56-82
Persistent link: https://www.econbiz.de/10010498759
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Moment approximation for least-squares estimators in dynamic regression models with a unit root
Kiviet, J. F.; Phillips, Garry D. A. - In: The econometrics journal 8 (2005) 2, pp. 115-142
Persistent link: https://www.econbiz.de/10003018790
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Two-stage quantile regression when the first stage is based on quantile regression
Kim, Tae-hwan; Muller, Christophe - In: The econometrics journal 7 (2004) 1, pp. 218-231
Persistent link: https://www.econbiz.de/10002122077
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Standardized LM tests for spatial error dependence in linear or panel regression
Baltagi, Badi H.; Yang, Zhenlin - In: The econometrics journal 16 (2013) 1, pp. 103-134
Persistent link: https://www.econbiz.de/10009722509
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Identification-robust inference for endogeneity parameters in linear structural models
Doko Tchatoka, Firmin; Dufour, Jean-Marie - In: The econometrics journal 17 (2014) 1, pp. 165-187
Persistent link: https://www.econbiz.de/10010498748
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Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G.; Orme, Chris D.; Silva, João Santos - In: The econometrics journal 9 (2006) 1, pp. 76-97
Persistent link: https://www.econbiz.de/10003320202
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Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors : the case of stationary and non-stationary regressors and residuals
Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: The econometrics journal 11 (2008) 3, pp. 554-572
Persistent link: https://www.econbiz.de/10003802390
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Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise; Dufour, Jean-Marie - In: The econometrics journal 12 (2009), pp. 19-49
Persistent link: https://www.econbiz.de/10003876273