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1
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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2
Efficient estimation of factor models
Choi, In
- In:
Econometric theory
28
(
2012
)
2
,
pp. 274-308
Persistent link: https://www.econbiz.de/10009520949
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3
Limit theorems for factor models
Anatolyev, Stanislav
;
Mikusheva, Anna
- In:
Econometric theory
37
(
2021
)
5
,
pp. 1034-1074
Persistent link: https://www.econbiz.de/10012656394
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Identification of joint distributions in dependent factor models
Ben-Moshe, Dan
- In:
Econometric theory
34
(
2018
)
1
,
pp. 134-165
Persistent link: https://www.econbiz.de/10011950930
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5
Validating dsge models with SVARs and high-dimensional dynamic factor models
Lippi, Marco
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1273-1291
Persistent link: https://www.econbiz.de/10014465374
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6
General trimmed estimation : robust approach to nonlinear and limited dependent variable models
Čížek, Pavel
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1500-1529
Persistent link: https://www.econbiz.de/10003771780
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A data-driven nonparametric specification test for dynamic regression models
Guay, Alain
;
Guerre, Emmanuel
- In:
Econometric theory
22
(
2006
)
4
,
pp. 543-586
Persistent link: https://www.econbiz.de/10003351859
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Reducing bias of MLE in a dynamic panel model
Hahn, Jinyong
;
Moon, Hyungsik Roger
- In:
Econometric theory
22
(
2006
)
3
,
pp. 499-512
Persistent link: https://www.econbiz.de/10003307493
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9
Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
25
(
2009
)
3
,
pp. 710-738
Persistent link: https://www.econbiz.de/10003864160
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10
Central limit theorems for weighted sums of linear processes : Lp-approximability versus Brownian motion
Mynbaev, Kairat T.
- In:
Econometric theory
25
(
2009
)
3
,
pp. 748-763
Persistent link: https://www.econbiz.de/10003864172
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