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Specification tests for nonlinear dynamic models
Kheifets, Igor - 2014
Persistent link: https://www.econbiz.de/10010257335
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MCMC confidence sets for identified sets
Chen, Xiaohong; Christensen, Timothy M.; O'Hara, Keith; … - 2016 - First draft: August 2015; revised July 5, 2016
Persistent link: https://www.econbiz.de/10011556878
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Partial identification and inference for dynamic models and counterfactuals
Kalouptsidi, Myrto; Kitamura, Yuichi; Lima, Lucas A. de; … - 2020
Persistent link: https://www.econbiz.de/10012171597
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Nonlinear econometric models with deterministically trending variables
Andrews, Donald W. K.; McDermott, C. John - 1993
Persistent link: https://www.econbiz.de/10000883176
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Classical estimation methods for LDV models using simulation
Hajivassiliou, Vassilis Argyrou; Ruud, Paul Arthur - 1993
Persistent link: https://www.econbiz.de/10000883186
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Fully modified least squares and vector autoregression
Phillips, Peter C. B. - 1993
Persistent link: https://www.econbiz.de/10000867421
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Exactly unbiased estimation of first order autoregressive unit root models
Andrews, Donald W. K. - 1991 - Rev
Persistent link: https://www.econbiz.de/10000828074
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Vector autoregression and causality
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828076
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The spurious effect of unit roots on exogeneity tests in vector autoregressions : an analytical study
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828077
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Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
Kwiatkowski, Denis E.; Phillips, Peter C. B.; Schmidt, Peter - 1991
Persistent link: https://www.econbiz.de/10000828125