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Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form
Hong, Yongmiao; Lee, Yoon-Jin - In: The review of economic studies 72 (2005) 251, pp. 499-542
Persistent link: https://www.econbiz.de/10007643426
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AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM
Hong, Yongmiao; Lee, Yoon-Jin - In: Econometric theory 23 (2007) 1, pp. 106-154
Persistent link: https://www.econbiz.de/10007614052
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Panel AR(1) estimators under misspecification
Okui, Ryo - In: Economics letters 101 (2008) 3, pp. 210-213
Persistent link: https://www.econbiz.de/10008143060
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The optimal choice of moments in dynamic panel data models
Okui, Ryo - In: Journal of econometrics 151 (2009) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10008257301
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A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS
Hitomi, Kohtaro; Nishiyama, Yoshihiko; Okui, Ryo - In: Econometric theory 24 (2008) 6, pp. 1717
Persistent link: https://www.econbiz.de/10008110445
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Hahn–Hausman test as a specification test
Lee, Yoonseok; Okui, Ryo - In: Journal of econometrics 167 (2012) 1, pp. 133-140
Persistent link: https://www.econbiz.de/10009825298
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Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
Okui, Ryo - In: Economics letters 112 (2011) 1, pp. 49-53
Persistent link: https://www.econbiz.de/10009133537
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Olympic athlete selection
Hizen, Yoichi; Okui, Ryo - In: The B.E. journal of economic analysis & policy 9 (2009) 1, pp. 1-47
Persistent link: https://www.econbiz.de/10010007867
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Instrumental variable estimation in the presence of many moment conditions
Okui, Ryo - In: Journal of econometrics 165 (2011) 1, pp. 70-87
Persistent link: https://www.econbiz.de/10009333120
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Panel AR(1) estimators under misspecification
Okui, Ryo - In: Economics letters 101 (2008) 3, pp. 210-214
Persistent link: https://www.econbiz.de/10008897548