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Using mixtures in econometric models : a brief review and some new results
Compiani, Giovanni; Kitamura, Yuichi - In: The econometrics journal 19 (2016) 3, pp. 95-127
Persistent link: https://www.econbiz.de/10011712267
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Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods
Hu, Yingyao; Shiu, Ji-Liang - In: The econometrics journal 21 (2018) 1, pp. 55-85
Persistent link: https://www.econbiz.de/10012166595
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A new structural break test for panels with common factors
Zhu, Huanjun; Sarafidis, Vasilis; Silvapulle, Mervyn J. - In: The econometrics journal 23 (2020) 1, pp. 137-155
Persistent link: https://www.econbiz.de/10012167253
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The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique - In: The econometrics journal 1 (1998) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10001443694
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Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.; Herwartz, Helmut - In: The econometrics journal 3 (2000) 2, pp. 177-197
Persistent link: https://www.econbiz.de/10001546181
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Residual-based diagnostics for conditional heteroscedasticity models
Tse, Yiu Kuen - In: The econometrics journal 5 (2002) 2, pp. 358-373
Persistent link: https://www.econbiz.de/10001713303
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Robust modelling of DTARCH models
Hui, Yer Van; Jiang, Jiancheng - In: The econometrics journal 8 (2005) 2, pp. 143-158
Persistent link: https://www.econbiz.de/10003018828
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Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
Carrasco, Marine; Doukali, Mohamed - In: The econometrics journal 25 (2022) 1, pp. 71-97
Persistent link: https://www.econbiz.de/10012878896
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Heteroscedasticity-robust C p model averaging
Liu, Qingfeng; Okui, Ryo - In: The econometrics journal 16 (2013) 3, pp. 463-472
Persistent link: https://www.econbiz.de/10010253631
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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