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Hedonic price index estimation under mean-independece of time dummies from quality characteristics
Kondō, Yasushi; Lee, Myoung-jae - In: The econometrics journal 6 (2003) 1, pp. 29-45
Persistent link: https://www.econbiz.de/10001781035
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Controlling the significance levels of prediction error tests for linear regression models
Godfrey, L. G.; Orme, Chris D. - In: The econometrics journal 3 (2000) 1, pp. 66-83
Persistent link: https://www.econbiz.de/10001532218
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Simulated maximum likelihood estimation of multivariate mixed-Poisson regression models, with application
Munkin, Murat K.; Trivedi, Pravin K. - In: The econometrics journal 2 (1999) 1, pp. 29-48
Persistent link: https://www.econbiz.de/10001449258
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Simulation-based finite sample normality tests in linear regressions
Dufour, Jean-Marie (contributor) - In: The econometrics journal 1 (1998) 1, pp. 154-173
Persistent link: https://www.econbiz.de/10001443687
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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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Nonlinear econometric models with cointegrated and deterministically trending regressors
Chang, Yoosoon; Park, Joon Y.; Phillips, Peter C. B. - In: The econometrics journal 4 (2001) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10001612277
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Counts with an endogenous binary regressor : a series expansion approach
Romeu, Andrés; Vera-Hernández, Marcos - In: The econometrics journal 8 (2005) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10002686724
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Testing linearity in cointegrating transition regressions
Choi, In; Saikkonen, Pentti - In: The econometrics journal 7 (2004) 2, pp. 341-365
Persistent link: https://www.econbiz.de/10002463466
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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