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Partially linear functional-coefficient dynamic panel data models : sieve estimation and specification testing
Zhang, Yonghui
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Zhou, Qiankun
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 983-1006
Persistent link: https://www.econbiz.de/10012624569
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A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D.
- In:
Econometric reviews
35
(
2016
)
5/7
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pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992
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Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
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4
Robust inference for predictability in smooth transition predictive regressions
Kiliç, Rehim
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1067-1094
Persistent link: https://www.econbiz.de/10012040538
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5
Efficient estimation with missing data and endogeneity
Rai, Bhavna
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 220-239
Persistent link: https://www.econbiz.de/10014305502
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