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Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
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Testing spatial dependence in spatial models with endogenous weights matrices
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Journal of econometric methods
8
(
2019
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012022977
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Adjustments of Rao's score test for distributional and local parametric misspecifications
Bera, Anil K.
;
Bilias, Yannis
;
Yoon, Mann J.
; …
- In:
Journal of econometric methods
9
(
2020
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012197297
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Partially linear functional-coefficient dynamic panel data models : sieve estimation and specification testing
Zhang, Yonghui
;
Zhou, Qiankun
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 983-1006
Persistent link: https://www.econbiz.de/10012624569
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