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GMM inference in spatial autoregressive models
Taṣpınar, Süleyman; Doğan, Osman; Vijverberg, Wim P. M. - In: Econometric reviews 37 (2018) 6/10, pp. 931-954
Persistent link: https://www.econbiz.de/10012040422
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Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel - In: Econometric reviews 39 (2020) 9, pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
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Inference and extrapolation in finite populations with special attention to clustering
Startz, Richard; Steigerwald, Douglas G. - In: Econometric reviews 42 (2023) 4, pp. 343-357
Persistent link: https://www.econbiz.de/10014305515
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M tests with a new normalization matrix
Chen, Yi-ting; Qu, Zhongjun - In: Econometric reviews 34 (2015) 1/5, pp. 617-652
Persistent link: https://www.econbiz.de/10011373254
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Modeling and forecasting realized covariance matrices with accounting for leverage
Anatolyev, Stanislav; Kobotaev, Nikita - In: Econometric reviews 37 (2018) 1/5, pp. 114-139
Persistent link: https://www.econbiz.de/10012038156
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A general approach to conditional moment specification testing with projections
Wang, Xuexin - In: Econometric reviews 37 (2018) 1/5, pp. 140-165
Persistent link: https://www.econbiz.de/10012038162
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The “wrong skewness” problem in stochastic frontier models : a new approach
Hafner, Christian; Manner, Hans; Simar, Léopold - In: Econometric reviews 37 (2018) 1/5, pp. 380-400
Persistent link: https://www.econbiz.de/10012039348
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Bayesian model averaging for dynamic panels with an application to a trade gravity model
Chen, Huigang; Mirestean, Alin; Tsangarides, Charalambos G. - In: Econometric reviews 37 (2018) 6/10, pp. 777-805
Persistent link: https://www.econbiz.de/10012040411
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Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua - In: Econometric reviews 37 (2018) 6/10, pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
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The multistep Beveridge-Nelson decomposition
Proietti, Tommaso - In: Econometric reviews 35 (2016) 1/4, pp. 373-395
Persistent link: https://www.econbiz.de/10011549941