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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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Semiparametric stochastic frontier estimation via profile likelihood
Martins-Filho, Carlos; Yao, Feng - In: Econometric reviews 34 (2015) 1/5, pp. 413-451
Persistent link: https://www.econbiz.de/10011373272
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On the joint estimation of heterogeneous technologies, technical, and allocative inefficiency
Tsionas, Efthymios G.; Tran, Kien C. - In: Econometric reviews 35 (2016) 5/7, pp. 871-893
Persistent link: https://www.econbiz.de/10011590632
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Efficient semiparametric copula estimation of regression models with endogeneity
Tran, Kien C.; Tsionas, Efthymios G. - In: Econometric reviews 41 (2022) 5, pp. 485-504
Persistent link: https://www.econbiz.de/10013364891
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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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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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Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.; Koopman, Siem Jan; Ooms, Marius - In: Econometric reviews 35 (2016) 1/4, pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
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Double AR model without intercept : an alternative to modeling nonstationarity and heteroscedasticity
Li, Dong; Shaojun, Guo; Zhu, Ke - In: Econometric reviews 38 (2019) 3, pp. 319-331
Persistent link: https://www.econbiz.de/10012181294
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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
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Local linear estimation of a nonparametric cointegration model
Liang, Zhongwen; Lin, Zhongjian; Hsiao, Cheng - In: Econometric reviews 34 (2015) 6/10, pp. 882-906
Persistent link: https://www.econbiz.de/10011483398