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Estimation theory
450
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247
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220
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220
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Baltagi, Badi H.
10
Maasoumi, Esfandiar
10
Phillips, Peter C. B.
8
Taylor, Robert
8
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7
McAleer, Michael
7
Spanos, Aris
7
Teräsvirta, Timo
7
Ullah, Aman
7
Gao, Jiti
6
Hsiao, Cheng
6
Li, Qi
6
Racine, Jeffrey
6
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6
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5
Kilian, Lutz
5
Kumbhakar, Subal
5
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5
Perron, Pierre
5
Su, Liangjun
5
Tu, Yundong
5
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4
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4
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4
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4
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4
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4
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4
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4
Otsu, Taisuke
4
Psaradakis, Zacharias G.
4
Wan, Alan T. K.
4
Zhang, Xinyu
4
Zhou, Qiankun
4
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ECONIS (ZBW)
582
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1
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
Camba-Méndez, Gonzalo
;
Kapetanios, George
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 581-611
Persistent link: https://www.econbiz.de/10003881191
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2
Seeing inside the black box : using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 476-510
Persistent link: https://www.econbiz.de/10008668183
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3
True versus spurious long memory : some theoretical results and a Monte Carlo comparison
Leccadito, Arturo
;
Rachedi, Omar
;
Urga, Giovanni
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 452-479
Persistent link: https://www.econbiz.de/10011373268
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4
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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5
Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 174-197
Persistent link: https://www.econbiz.de/10011373298
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6
What are the differences in trend cycle decompositions by Beveridge and Nelson and by unobserved component models?
Iwata, Shigeru
;
Li, Han
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 146-173
Persistent link: https://www.econbiz.de/10011373299
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7
Long memory regressors and predictive testing : a two-stage rebalancing approach
Maynard, Alex
;
Smallwood, Aaron D.
;
Wohar, Mark E.
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 318-360
Persistent link: https://www.econbiz.de/10009717790
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8
Detrending bootstrap unit root tests
Smeekes, Stephan
- In:
Econometric reviews
32
(
2013
)
8
,
pp. 869-891
Persistent link: https://www.econbiz.de/10009758613
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9
A unified view of nonparametric trend-cycle predictors via reproducing kernel Hilbert spaces
Dagum, Estela Bee
;
Bianconcini, Silvia
- In:
Econometric reviews
32
(
2013
)
7
,
pp. 848-867
Persistent link: https://www.econbiz.de/10009758615
Saved in:
10
Special issue: Dependence in cross-section, time series, and panel data
Baltagi, Badi H.
(
contributor
)
-
2013
Persistent link: https://www.econbiz.de/10009758621
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