Narrow search
Showing 1 - 9 of 9
Cover Image
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
Cover Image
Dynamics of the Shapovalov mid-size firm model
Alexeeva, Tatyana A.; Barnett, William A.; Kuznecov, N. V. - 2020
Persistent link: https://www.econbiz.de/10012203234
Cover Image
A note on nonlinear cointegration, misspecification, and bimodality
Medeiros, Marcelo C.; Mendes, Eduardo F.; Oxley, Les - In: Econometric reviews 33 (2014) 7, pp. 713-731
Persistent link: https://www.econbiz.de/10010363888
Cover Image
Dynamic structure of the spot price of crude oil : does time aggregation matter?
Aghababa, Hajar; Barnett, William A. - 2016
Persistent link: https://www.econbiz.de/10011565376
Cover Image
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, pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992
Cover Image
Assessing tail risk using expectile regressions with partially varying coefficients
Cai, Zongwu; Fang, Ying; Tian, Dingshi - 2018
Persistent link: https://www.econbiz.de/10011965749
Cover Image
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
Cover Image
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
Cover Image
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