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Conditions for the propagation of memory parameter from durations to counts and realized volatilty
Deo, Rohit S.; Hurvich, Clifford M.; Soulier, Philippe; … - In: Econometric theory 25 (2009) 3, pp. 764-792
Persistent link: https://www.econbiz.de/10003864181
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Admissible invariant similar tests for instrumental variables regression
Chernozhukov, Victor; Hansen, Christian Bailey; … - In: Econometric theory 25 (2009) 3, pp. 806-818
Persistent link: https://www.econbiz.de/10003864191
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A simple efficient instrumental variable estimator for panel AR(p) models when both N and T are large
Hayakawa, Kazuhiko - In: Econometric theory 25 (2009) 3, pp. 873-890
Persistent link: https://www.econbiz.de/10003864220
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On the conditional likelihood ratio test for several parameters in IV regression
Hillier, Grant H. - In: Econometric theory 25 (2009) 2, pp. 305-335
Persistent link: https://www.econbiz.de/10003818292
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Yet more on the exact properties of IV estimators
Hillier, Grant H. - In: Econometric theory 22 (2006) 5, pp. 913-931
Persistent link: https://www.econbiz.de/10003379112
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A remark on bimodality and weak instrumentation in structural equation estimation
Phillips, Peter C. B. - In: Econometric theory 22 (2006) 5, pp. 947-960
Persistent link: https://www.econbiz.de/10003379119
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GMM estimation for dynamic panels with fixed effects and strong instruments at unity
Han, Chirok; Phillips, Peter C. B. - In: Econometric theory 26 (2010) 1, pp. 119-151
Persistent link: https://www.econbiz.de/10003968539
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Rank tests for instrumental variables regression with weak instruments
Andrews, Donald W. K.; Soares, Gustavo - In: Econometric theory 23 (2007) 6, pp. 1033-1082
Persistent link: https://www.econbiz.de/10003591810
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Some identification issues in nonpararmetric linear models with endogenous regressors
Severini, Thomas A.; Tripathi, Gautam - In: Econometric theory 22 (2006) 2, pp. 258-278
Persistent link: https://www.econbiz.de/10003301233
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Exact properties of the conditional likelihood ratio test in an IV regression model
Hillier, Grant H. - In: Econometric theory 25 (2009) 4, pp. 915-957
Persistent link: https://www.econbiz.de/10003875906