Narrow search
Showing 1 - 10 of 140
Cover Image
The asymptotic distribution of the LIML estimators in a partially identified structural equation
Forchini, Giovanni - In: Econometric theory 26 (2010) 3, pp. 917-930
Persistent link: https://www.econbiz.de/10003992441
Cover Image
Nonparametric tests of moment condition stability
Juhl, Ted; Xiao, Zhijie - In: Econometric theory 29 (2013) 1, pp. 90-114
Persistent link: https://www.econbiz.de/10009747869
Cover Image
Test for parameter instability in dynamic factor models
Han, Xu; Inoue, Atsushi - In: Econometric theory 31 (2015) 5, pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
Cover Image
Weak dependence : models and applications to econometrics
Ango Nze, Patrick; Doukhan, Paul - In: Econometric theory 20 (2004) 6, pp. 995-1045
Persistent link: https://www.econbiz.de/10002424835
Cover Image
Testing for structural change in the presence auf auxiliary models
Ghysels, Eric; Guay, Alain - In: Econometric theory 20 (2004) 6, pp. 1168-1202
Persistent link: https://www.econbiz.de/10002424914
Cover Image
Nonparametric estimation and testing of interaction in additive models
Sperlich, Stefan; Tjøstheim, Dag; Yang, Lijian - In: Econometric theory 18 (2002) 2, pp. 197-251
Persistent link: https://www.econbiz.de/10001661291
Cover Image
Testing linear restrictions on cointegrating vectors : sizes and powers of Wald and likelihood ratio tests in finite samples
Haug, Alfred Albert - In: Econometric theory 18 (2002) 2, pp. 505-524
Persistent link: https://www.econbiz.de/10001661312
Cover Image
Selection the rank of the cointegration space and the form of the intercept using and information criterion
Aznar Grasa, Antonio; Salvador, Manuel - In: Econometric theory 18 (2002) 4, pp. 926-947
Persistent link: https://www.econbiz.de/10001687481
Cover Image
Least absolute deviations regression under nonstandard conditions
Rogers, Alan J. - In: Econometric theory 17 (2001) 4, pp. 820-852
Persistent link: https://www.econbiz.de/10001606804
Cover Image
Gaussian estimation of a continuous time dynamic model with common stochastic trends
Simos, Theodore - In: Econometric theory 12 (1996) 2, pp. 361-373
Persistent link: https://www.econbiz.de/10001205638