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Tricks with metrics : combining statistics for improved inference in regression analysis
Nguimkeu, Pierre - In: Econometric reviews 43 (2024) 8, pp. 581-594
Persistent link: https://www.econbiz.de/10015050623
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A panel unit root test with good power in small samples
Lopez, Claude - In: Econometric reviews 28 (2009) 4, pp. 295-313
Persistent link: https://www.econbiz.de/10003864005
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The sample selection model from a method of moments perspective
Meijer, Erik; Wansbeek, Tom - In: Econometric reviews 26 (2007) 1, pp. 25-51
Persistent link: https://www.econbiz.de/10003509006
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Midas regressions : further results and new directions
Ghysels, Eric; Sinko, Arthur; Valkanov, Rossen I. - In: Econometric reviews 26 (2007) 1, pp. 53-90
Persistent link: https://www.econbiz.de/10003509012
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Assessing and improving the performance of nearly efficient unit root tests in small samples
Broda, Simon; Carstensen, Kai; Paolella, Marc S. - In: Econometric reviews 28 (2009) 5, pp. 468-494
Persistent link: https://www.econbiz.de/10003873093
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Efficient posterior simulation for cointegrated models with priors on the cointegration space
Koop, Gary; León-González, Roberto; Strachan, Rodney W. - In: Econometric reviews 29 (2010) 2, pp. 224-242
Persistent link: https://www.econbiz.de/10003960502
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Small sample estimation bias in GARCH models with any number of exogenous variables in the mean equation
Iglesias, Emma M.; Phillips, Garry D. A. - In: Econometric reviews 30 (2011) 3, pp. 303-336
Persistent link: https://www.econbiz.de/10008990434
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Robust misspecification tests for the Heckman's two-step estimator
Montes-Rojas, Gabriel V. - In: Econometric reviews 30 (2011) 2, pp. 154-172
Persistent link: https://www.econbiz.de/10008990445
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Marginal likelihood estimation with the cross-entropy method
Chan, Joshua; Eisenstat, Eric - In: Econometric reviews 34 (2015) 1/5, pp. 256-285
Persistent link: https://www.econbiz.de/10011373293
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On sample skewness and kurtosis
Bao, Yong - In: Econometric reviews 32 (2013) 1/4, pp. 415-448
Persistent link: https://www.econbiz.de/10009717785