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Estimating stochastic volatility models through indirect inference
Monfardini, Chiara - In: The econometrics journal 1 (1998) 1, pp. 113-128
Persistent link: https://www.econbiz.de/10001443684
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Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary; Potter, Simon M. - In: The econometrics journal 4 (2001) 1, pp. 37-55
Persistent link: https://www.econbiz.de/10001612280
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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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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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Likelihood estimation of Lévy-driven stochastic volatility models through realized variance measures
Veraart, Almut E. D. - In: The econometrics journal 14 (2011) 2, pp. 204-240
Persistent link: https://www.econbiz.de/10009381879
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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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Estimation of dynamic latent variable models using simulated non-parametric moments
Creel, Michael D.; Kristensen, Dennis - In: The econometrics journal 15 (2012) 3, pp. 490-515
Persistent link: https://www.econbiz.de/10009710132
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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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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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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