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Estimation of spatial autoregressions with stochastic weight matrices

Gupta, Abhimanyu - 2015

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High dimensional stochastic regression with latent factors, endogeneity and nonlinearity

Chang, Jinyuan; Guo, Bin; Yao, Qiwei - In: Journal of econometrics 189 (2015) 2, pp. 297-312

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Simple procedures for testing autoregressive versus moving average errors in regression models

McKenzie, Colin; McAleer, Michael; Gill, Len - 1990 - Rev

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Simple procedures for testing autoregressive versus moving average errors in regression models

MacKenzie, Colin R.; McAleer, Michael; Gill, Len - 1990

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A model-free consistent test for structural change in regression possibly with endogeneity

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Nonlinearity induced weak instrumentation

Kasparis, Ioannis; Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric reviews 33 (2014) 5/6, pp. 676-712

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Some models for stochastic frontiers with endogeneity

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IV methods for Tobit models

Chesher, Andrew; Kim, Dongwoo; Rosen, Adam M. - In: Journal of econometrics 235 (2023) 2, pp. 1700-1724

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Simple procedures for testing autoregressive versus moving average errors in regression models

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The Stochastic Fluctuation of the Quantile Regression Curve

Härdle, Wolfgang - 2017

Let (X1, Y1), . . ., (Xn, Yn) be i.i.d. rvs and let l(x) be the unknown p-quantile regression curve of Y on X. A quantile-smoother ln(x) is a localised, nonlinear estimator of l(x). The strong uniform consistency rate is established under general conditions. In many applications it is necessary...

Persistent link: https://www.econbiz.de/10012966266