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Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.; Phillips, Garry D. A. - 1996
Persistent link: https://www.econbiz.de/10000948310
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How to make a Hill plot
Drees, Holger; Haan, Laurens de; Resnick, Sidney I. - 1998
Persistent link: https://www.econbiz.de/10000991204
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Predictive performance of the binary logit model in unbalanced samples
Cramer, Jan S. - 1998
Persistent link: https://www.econbiz.de/10000991205
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.; Kiviet, J. F. - 2002
Persistent link: https://www.econbiz.de/10001718452
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Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.; Kleibergen, Frank - 2001
Persistent link: https://www.econbiz.de/10001585046
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On conditional density estimation
Gooijer, Jan G. de; Zerom, Dawit - 2002
Persistent link: https://www.econbiz.de/10001659017
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Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.; Phillips, Garry D. A. - 2001
Persistent link: https://www.econbiz.de/10001633083
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Bias correction in a stable AD(1,1) model : weak versus strong exogeneity
Giersbergen, Noud P. A. van - 2001
Persistent link: https://www.econbiz.de/10001633100
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Nonparametric regression with serially correlated errors
Gooijer, Jan G. de; Gannoun, Ali; Larramendy, Irène - 1999
Persistent link: https://www.econbiz.de/10001412083
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Penultimate approximation for Hill's estimator
Cheng, Shihong; Haan, Laurens de - 1999
Persistent link: https://www.econbiz.de/10001412089