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Mixing conditions, central limit theorems, and invariance principles : a survey of the literature with some new results on heteroscedastic sequences
Kourogenis, Nikolaos; Pittis, Nikitas - In: Econometric reviews 30 (2011) 1, pp. 88-108
Persistent link: https://www.econbiz.de/10008990458
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Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors
Zhang, Ruohao; Kumbhakar, Subal; Lai, Hung-pin - In: Econometric reviews 40 (2021) 4, pp. 415-432
Persistent link: https://www.econbiz.de/10012515607
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Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets
Tu, Yundong; Wang, Ying - In: Econometric reviews 39 (2020) 3, pp. 299-318
Persistent link: https://www.econbiz.de/10012181451
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Factor stochastic volatility in mean models : a GMM approach
Doz, Catherine; Renault, Eric - In: Econometric reviews 25 (2006) 2/3, pp. 275-309
Persistent link: https://www.econbiz.de/10003355766
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Cointegrating regressions with time heterogeneity
Kim, Chang Sik; Park, Joon Y. - In: Econometric reviews 29 (2010) 4, pp. 397-438
Persistent link: https://www.econbiz.de/10003978820
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Asymptotic and bootstrap inference for AR (∞) processes with conditional heteroskedasticity
Gonçalves, Sílvia; Kilian, Lutz - In: Econometric reviews 26 (2007) 6, pp. 609-641
Persistent link: https://www.econbiz.de/10003605816
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Instrumental variables estimation of heteroskedastic linear models using all lags of instruments
West, Kenneth D.; Wong, Ka-fu; Anatolyev, Stanislav - In: Econometric reviews 28 (2009) 5, pp. 441-467
Persistent link: https://www.econbiz.de/10003873072
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A simple estimator for binary choice models with endogenous regressors
Dong, Yingying; Lewbel, Arthur - In: Econometric reviews 34 (2015) 1/5, pp. 82-105
Persistent link: https://www.econbiz.de/10011373308
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A heteroskedasticity-robust f-test statistic for individual effects
Orme, Chris D.; Yamagata, Takashi - In: Econometric reviews 33 (2014) 5/6, pp. 431-471
Persistent link: https://www.econbiz.de/10010360815
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Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe; Rahbek, Anders; Taylor, Robert - In: Econometric reviews 33 (2014) 5/6, pp. 606-650
Persistent link: https://www.econbiz.de/10010363896