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ECONIS (ZBW)
756
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1
k-nearest neighbor estimation of inverse-density-weighted expectations with dependent data
Chu, Ba
;
Jacho-Chávez, David T.
- In:
Econometric theory
28
(
2012
)
4
,
pp. 769-803
Persistent link: https://www.econbiz.de/10009669745
Saved in:
2
Second-order bias reduction for nonlinear panel data models with fixed effects based on expected quantities
Schumann, Martin
- In:
Econometric theory
39
(
2023
)
4
,
pp. 693-736
Persistent link: https://www.econbiz.de/10014342248
Saved in:
3
A representation theory for polynomial cofractionality in vector autoregressive models
Franchi, Massimo
- In:
Econometric theory
26
(
2010
)
4
,
pp. 1201-1217
Persistent link: https://www.econbiz.de/10003993834
Saved in:
4
Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms
Nielsen, Bent
- In:
Econometric theory
21
(
2005
)
3
,
pp. 534-561
Persistent link: https://www.econbiz.de/10002794764
Saved in:
5
A note on testing restrictions for the cointegration parameters of a VAR with I (2) variables
Johansen, Søren
;
Lütkepohl, Helmut
- In:
Econometric theory
21
(
2005
)
3
,
pp. 653-658
Persistent link: https://www.econbiz.de/10002794790
Saved in:
6
Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael
;
Hsiao, Cheng
;
Pesaran, M. Hashem
- In:
Econometric theory
21
(
2005
)
4
,
pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
Saved in:
7
On the robustness of hypothesis testing based on fully modified vector autoregression when some roots are almost one
Kauppi, Heikki
- In:
Econometric theory
20
(
2004
)
2
,
pp. 341-359
Persistent link: https://www.econbiz.de/10001987879
Saved in:
8
Asymptotic inference on the moving average impact matrix in cointegrated /(2) VAR systems
Paruolo, Paolo
- In:
Econometric theory
18
(
2002
)
3
,
pp. 673-690
Persistent link: https://www.econbiz.de/10001673450
Saved in:
9
Noncausal vector autoregression
Lanne, Markku
;
Saikkonen, Pentti
- In:
Econometric theory
29
(
2013
)
3
,
pp. 447-481
Persistent link: https://www.econbiz.de/10009778526
Saved in:
10
Robust inference in structural vector autoregressions with long-run restrictions
Chevillon, Guillaume
;
Mavroeidis, Sophocles
;
Zhang, Zhaoguo
- In:
Econometric theory
36
(
2020
)
1
,
pp. 86-121
Persistent link: https://www.econbiz.de/10012156818
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