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Likelihood inference for dynamic linear models with Markov switching parameters : on the efficiency of the Kim filter
Kim, Young Min; Kang, Kyu Ho - In: Econometric reviews 38 (2019) 10, pp. 1109-1130
Persistent link: https://www.econbiz.de/10012181397
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A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model
Fernandes, Marcelo; Medeiros, Marcelo C.; Veiga, Alvaro - In: Econometric reviews 35 (2016) 5/7, pp. 1221-1250
Persistent link: https://www.econbiz.de/10011591186
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Modified profile likelihood for fixed-effects panel data models
Bartolucci, Francesco; Bellio, R.; Salvan, A.; Sartori, N. - In: Econometric reviews 35 (2016) 5/7, pp. 1271-1289
Persistent link: https://www.econbiz.de/10011591243
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Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances
Billé, Anna Gloria; Leorato, Samantha - In: Econometric reviews 39 (2020) 5, pp. 437-475
Persistent link: https://www.econbiz.de/10012181403
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Estimating flow data models of international trade : dual gravity and spatial interactions
Jin, Fei; Lee, Lung-fei; Yu, Jihai - In: Econometric reviews 42 (2023) 2, pp. 157-194
Persistent link: https://www.econbiz.de/10014305484
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Diagnostics for the bootstrap and fast double bootstrap
Davidson, Russell - In: Econometric reviews 36 (2017) 6/9, pp. 1021-1038
Persistent link: https://www.econbiz.de/10011795562
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Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung; Cho, Jin Seo; Teräsvirta, Timo - In: Econometric reviews 41 (2022) 8, pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
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Inference for shared-frailty survival models with left-truncated data
Berg, Gerard J. van den; Drepper, Bettina - In: Econometric reviews 35 (2016) 5/7, pp. 1075-1098
Persistent link: https://www.econbiz.de/10011591020
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Pairwise likelihood inference for general state space models
Varin, Cristiano; Vidoni, Paolo - In: Econometric reviews 28 (2009) 1/3, pp. 170-185
Persistent link: https://www.econbiz.de/10003800719
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A Bayesian analysis of unit roots and structural breaks in the level, trend, and error variance of autoregressive models of economic series
Meligkotsidou, Loukia; Tzavalis, Elias; Vrontos, Ioannis D. - In: Econometric reviews 30 (2011) 2, pp. 208-249
Persistent link: https://www.econbiz.de/10008990443