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Robust inference in conditionally heteroskedastic autoregressions
Pedersen, Rasmus Søndergaard - In: Econometric reviews 39 (2020) 3, pp. 244-259
Persistent link: https://www.econbiz.de/10012181447
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Determining the number of factors in constrained factor models via Bayesian information criterion
Xiang, Jingjie; Guo, Gangzheng; Li, Jiaolong - In: Econometric reviews 42 (2023) 1, pp. 98-122
Persistent link: https://www.econbiz.de/10014305478
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A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
Chang, Seong Yeon; Perron, Pierre - In: Econometric reviews 37 (2018) 6/10, pp. 577-601
Persistent link: https://www.econbiz.de/10012040396
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Smoothed gradient least squares estimator for linear threshold models
Sun, Yiguo - In: Econometric reviews 43 (2024) 7, pp. 490-517
Persistent link: https://www.econbiz.de/10014551819