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The integration order of vector autoregressive processes
Franchi, Massimo - In: Econometric theory 23 (2007) 3, pp. 546-553
Persistent link: https://www.econbiz.de/10003541286
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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
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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
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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
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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
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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
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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
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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
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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
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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