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On estimation and testing when explanatory variables are partly endogenous

Iwata, Shigeru - In: Journal of econometrics 61 (1994) 2, pp. 413-428

Persistent link: https://www.econbiz.de/10001155759

Bounding posterior means by model criticism

Iwata, Shigeru - In: Journal of econometrics 75 (1996) 2, pp. 239-261

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Errors-in-variables regression using estimated latent variables

Iwata, Shigeru - In: Econometric reviews 11 (1992) 2, pp. 175-200

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Likelihood ratio tests for cointegration in the presence of multiple breaks

Juhl, Ted - 1997

Persistent link: https://www.econbiz.de/10000983658

Cointegration analysis using M estimators

Juhl, Ted - In: Economics letters 71 (2001) 2, pp. 149-154

Persistent link: https://www.econbiz.de/10001569095

A nonparametric test of the predictive regression model

Juhl, Ted - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 3, pp. 387-394

Persistent link: https://www.econbiz.de/10010488497

Partially Linear Models with Unit Roots

Juhl, Ted; Xiao, Zhijie - 2003

This paper studies the asymptotic properties of a nonstationary partially linear regression model. In particular, we allow for covariates to enter the unit root (or near unit root) model in a nonparametric fashion, so that our model is an extension of the semiparametric model analyzed in...

Persistent link: https://www.econbiz.de/10014117065

Testing for heteroskedasticity in fixed effects models

Juhl, Ted; Sosa Escudero, Walter - In: Journal of econometrics 178 (2014) 1, pp. 484-494

Persistent link: https://www.econbiz.de/10010256920

Functional index coefficient models with variable selection

Cai, Zongwu; Juhl, Ted; Yang, Bingduo - In: Journal of econometrics 189 (2015) 2, pp. 272-284

Persistent link: https://www.econbiz.de/10011504526

The distribution of rolling regression estimators

Cai, Zongwu; Juhl, Ted - 2020

Persistent link: https://www.econbiz.de/10012312838