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Simple, robust, and accurate F and t tests in cointegrated systems
Hwang, Jungbin; Sun, Yixiao - In: Econometric theory 34 (2018) 5, pp. 949-984
Persistent link: https://www.econbiz.de/10011951445
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Complex unit roots and business cycles : are they real?
Bierens, Herman J. - In: Econometric theory 17 (2001) 5, pp. 962-983
Persistent link: https://www.econbiz.de/10001609185
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Another look at the identification at infinity of sample selection models
D'Haultfœuille, Xavier; Mauriel, Arnaud - In: Econometric theory 29 (2013) 1, pp. 213-224
Persistent link: https://www.econbiz.de/10009747858
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Realized volatility when sampling times are possibly endogenous
Li, Yingying; Mykland, Per A.; Renault, Eric; Zhang, Lan; … - In: Econometric theory 30 (2014) 3, pp. 580-605
Persistent link: https://www.econbiz.de/10010500887
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Normal's deconvolution and the independence of sample mean and variance : solution
Abadir, Karim Maher; Magnus, Jan R. - In: Econometric theory 20 (2004) 4, pp. 805-807
Persistent link: https://www.econbiz.de/10002163134
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Semiparametric estimation of a heteroskedastic sample selection model
Chen, Songnian; Khan, Shakeeb - In: Econometric theory 19 (2003) 6, pp. 1040-1064
Persistent link: https://www.econbiz.de/10001818962
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The VPRT : a sequential testing procedure dominating the SPRT
Cressie, Noel A. C. - In: Econometric theory 9 (1993) 3, pp. 431-450
Persistent link: https://www.econbiz.de/10001151125
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On intercept estimation in the sample selection model
Schafgans, Marcia M. A.; Zinde-Walsh, Victoria - In: Econometric theory 18 (2002) 1, pp. 40-50
Persistent link: https://www.econbiz.de/10001652605
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Moment-based inference with stratified data
Tripathi, Gautam - In: Econometric theory 27 (2011) 1, pp. 47-73
Persistent link: https://www.econbiz.de/10009127143
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Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui; Phillips, Peter C. B.; Gao, Jiti - In: Econometric theory 32 (2016) 3, pp. 655-685
Persistent link: https://www.econbiz.de/10011606819