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~isPartOf:"Annual review of financial economics"
~isPartOf:"Handbook of econometrics ; Vol. 6B"
~isPartOf:"Identification and inference for econometric models : essays in honor of Thomas Rothenberg"
~subject:"Nonparametric statistics"
~subject:"Time series analysis"
~type_genre:"Aufsatz im Buch"
~type_genre:"Systematic review"
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Annual review of financial economics
Handbook of econometrics ; Vol. 6B
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
Handbook of applied econometrics and statistical inference
3
Nonstationary panels, panel cointegration, and dynamic panels
3
Selected topics in applied econometrics
3
Statistical inference, econometric analysis and matrix algebra : Festschrift in honour of Götz Trenkler
3
Essays in honor of Cheng Hsiao
2
Long memory in economics : with 50 tables
2
The Oxford handbook of panel data
2
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
2
Advances in Economic Measurement : A Volume in Honour of D. S. Prasada Rao
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Advances in economics and econometrics ; Vol. 2
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Aggregation, efficiency and measurement
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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
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Applying Kernel and nonparametric estimation to economic topics
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Essays in honor of Jerry Hausman
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Essays on empirical finance in times of crises : fractional integration, structural breaks, and explosiveness
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Exchange rate economics : where do we stand?
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Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
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Fiscal policy : current issues and challenges ; papers presented at the Banca d'Italia Workshop held in Perugia, 29 - 31 March, 2007
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Macroeconomic forecasting in the era of big data : theory and practice
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Modelling and evaluating treatment effects in econometrics
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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Estimating and testing continuous-time models in finance : the role of transition densities
Aït-Sahalia, Yacine
- In:
Annual review of financial economics
1
(
2009
),
pp. 341-359
Persistent link: https://www.econbiz.de/10003924504
Saved in:
2
A unified approach to testing for stationarity and unit roots
Harvey, Andrew C.
- In:
Identification and inference for econometric models : …
,
(pp. 403-425)
.
2005
Persistent link: https://www.econbiz.de/10003352588
Saved in:
3
Nonparametric testing of an exclusion restriction
Bickel, Peter J.
;
Ritov, Ya'acov
;
Stoker, Thomas Martin
- In:
Identification and inference for econometric models : …
,
(pp. 505-519)
.
2005
Persistent link: https://www.econbiz.de/10003352620
Saved in:
4
Large sample sieve estimation of semi-nonparametric models
Chen, Xiaohong
-
2007
Persistent link: https://www.econbiz.de/10003601887
Saved in:
5
A new look at
panel
testing of stationarity and PPP hypothesis
Bai, Jushan
;
Ng, Serena
- In:
Identification and inference for econometric models : …
,
(pp. 426-450)
.
2005
Persistent link: https://www.econbiz.de/10003352593
Saved in:
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