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Cointegrating polynomial regressions : fully modified OLS estimation and inference
Wagner, Martin; Hong, Seung Hyun - In: Econometric theory 32 (2016) 5, pp. 1289-1315
Persistent link: https://www.econbiz.de/10011661753
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Almost sure bounds on the estimation error for OLS estimators when the regressors include certain MFI(1) processes
Bauer, Dietmar - In: Econometric theory 25 (2009) 2, pp. 571-582
Persistent link: https://www.econbiz.de/10003818369
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On the bimodality of the exact distribution of the TSLS estimators
Forchini, Giovanni - In: Econometric theory 22 (2006) 5, pp. 932-946
Persistent link: https://www.econbiz.de/10003379115
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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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Improved and extended end-of-sample instability tests using a feasible quasi-generalized least squares procedure
Kim, Dukpa - In: Econometric theory 26 (2010) 4, pp. 994-1031
Persistent link: https://www.econbiz.de/10003993819
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Optimality of GLS for one-step-ahead forecasting with RegARIMA and related models when the regression is misspecified
Findley, David F. - In: Econometric theory 23 (2007) 6, pp. 1083-1107
Persistent link: https://www.econbiz.de/10003591818
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The approximate moments of the least squares estimator for the stationary autoregressive model under a general error distribution
Bao, Yong - In: Econometric theory 23 (2007) 5, pp. 1013-1021
Persistent link: https://www.econbiz.de/10003549687
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Estimation of nonlinear error correction models
Seo, Myung Hwan - In: Econometric theory 27 (2011) 2, pp. 201-234
Persistent link: https://www.econbiz.de/10009310816
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Simultaneous specification testing of mean and variance structures in nonlinear time series regression
Chen, Song Xi; Gao, Jiti - In: Econometric theory 27 (2011) 4, pp. 792-843
Persistent link: https://www.econbiz.de/10009311732
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Data dependent rules for selection of the number of leads and lags in the dynamic OLS cointegrating regression
Kejriwal, Mohitosh; Perron, Pierre - In: Econometric theory 24 (2008) 5, pp. 1425-1441
Persistent link: https://www.econbiz.de/10003748806