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Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung; Cho, Jin Seo; Teräsvirta, Timo - In: Econometric reviews 41 (2022) 8, pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
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Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Kock, Anders Bredahl; Teräsvirta, Timo - In: Econometric reviews 35 (2016) 8/10, pp. 1753-1779
Persistent link: https://www.econbiz.de/10011592391
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An efficient integrated nonparametric entropy estimator of serial dependence
Hong, Yongmiao; Wang, Xia; Zhang, Wenjie; Wang, Shouyang - In: Econometric reviews 36 (2017) 6/9, pp. 728-780
Persistent link: https://www.econbiz.de/10011795488
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Semiparametric transition models
Čížek, Pavel; Koo, Chao Hui - In: Econometric reviews 41 (2022) 4, pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
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Robustness of bootstrap in instrumental variable regression
Camponovo, Lorenzo; Otsu, Taisuke - In: Econometric reviews 34 (2015) 1/5, pp. 352-393
Persistent link: https://www.econbiz.de/10011373276
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A heteroskedasticity-robust f-test statistic for individual effects
Orme, Chris D.; Yamagata, Takashi - In: Econometric reviews 33 (2014) 5/6, pp. 431-471
Persistent link: https://www.econbiz.de/10010360815
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Bootstrap confidence sets with weak instruments
Davidson, Russell; MacKinnon, James G. - In: Econometric reviews 33 (2014) 5/6, pp. 651-675
Persistent link: https://www.econbiz.de/10010363895
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Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe; Rahbek, Anders; Taylor, Robert - In: Econometric reviews 33 (2014) 5/6, pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
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Improving the power of tests of stochastic dominance
Donald, Stephen G.; Hsu, Yu-Chin - In: Econometric reviews 35 (2016) 1/4, pp. 553-585
Persistent link: https://www.econbiz.de/10011550043
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Confidence intervals for impulse responses under departures from normality
Kilian, Lutz - In: Econometric reviews 17 (1998) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10001237560