Narrow search
Showing 1 - 10 of 13
Cover Image
Automatic positive semi-definite HAC covariance matrix and GMM estimation
Smith, Richard J. (contributor) - 2004
Persistent link: https://www.econbiz.de/10002528193
Cover Image
A generalized R2 and non-nested tests for regression models estimated by the instrumental variables method
Pesaran, M. Hashem; Smith, Richard J. - 1993
Persistent link: https://www.econbiz.de/10000142714
Cover Image
Tests of rank in reduced rank regression models
Camba-Méndez, Gonzalo; Kapetanios, George; Smith, … - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 145-155
Persistent link: https://www.econbiz.de/10001728862
Cover Image
Regression-based seasonal unit root tests
Smith, Richard J.; Taylor, Robert; Barrio Castro, Tomas del - In: Econometric theory 25 (2009) 2, pp. 527-560
Persistent link: https://www.econbiz.de/10003818361
Cover Image
Regression-based seasonal unit root tests
Smith, Richard J.; Taylor, Robert - 1999
Persistent link: https://www.econbiz.de/10001379412
Cover Image
Bounds testing approaches to the analysis of long-run relationships
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1999
Persistent link: https://www.econbiz.de/10001387285
Cover Image
Bounds testing approaches to the analysis of level relationships
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of applied econometrics 16 (2001) 3, pp. 289-326
Persistent link: https://www.econbiz.de/10001591901
Cover Image
Non-nested tests for instrumental variable regression models with differing conditioning sets
Smith, Richard J. - 1989 - Rev
Persistent link: https://www.econbiz.de/10000130938
Cover Image
Quantile regression with clustered data
Parente, Paulo M. D. C.; Silva, João Santos - 2013
Persistent link: https://www.econbiz.de/10009775480
Cover Image
Dynamic vector mode regression
Kemp, Gordon C. R.; Parente, Paulo M. D. C.; Silva, … - 2015
Persistent link: https://www.econbiz.de/10011288770