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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology"
~isPartOf:"International economic review"
~person:"Chaturvedi, Anoop"
~person:"Dufour, Jean-Marie"
~subject:"Schätztheorie"
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Croux, Christophe
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Dufour, Jean-Marie
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
International economic review
KBI
24
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
9
Cahier / Département de Sciences Économiques, Université de Montréal
5
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4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
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4
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1
Econometric analysis of financial and economic time series ; part a
1
Econometric theory
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Robust dynamic panel data models using ε-contamination
Baltagi, Badi H.
;
Bresson, Georges
;
Chaturvedi, Anoop
; …
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 307-336)
.
2022
Persistent link: https://www.econbiz.de/10013194595
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2
Identification‐robust inference for endogeneity parameters in models with an incomplete reduced form
Dufour, Jean-Marie
;
Nguyen, Vinh
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 337-)
.
2022
Persistent link: https://www.econbiz.de/10013194682
Saved in:
3
Exact nonparametric tests of orthogonality and random walk in the presence of a drift parameter
Campbell, Bryan
- In:
International economic review
38
(
1997
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10001215675
Saved in:
4
Generalized predictive tests and structural change analysis in econometrics
Dufour, Jean-Marie
- In:
International economic review
35
(
1994
)
1
,
pp. 199-229
Persistent link: https://www.econbiz.de/10001160467
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