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Test for parameter instability in dynamic factor models
Han, Xu
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Inoue, Atsushi
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Econometric theory
31
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2015
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5
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pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
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Identification of joint distributions in dependent factor models
Ben-Moshe, Dan
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Econometric theory
34
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2018
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pp. 134-165
Persistent link: https://www.econbiz.de/10011950930
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Efficient estimation of factor models
Choi, In
- In:
Econometric theory
28
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2012
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Limit theorems for factor models
Anatolyev, Stanislav
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Mikusheva, Anna
- In:
Econometric theory
37
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2021
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5
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pp. 1034-1074
Persistent link: https://www.econbiz.de/10012656394
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Validating dsge models with SVARs and high-dimensional dynamic factor models
Lippi, Marco
- In:
Econometric theory
39
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2023
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pp. 1273-1291
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Moment generating functions and further exact results for seasonal autoregressions
Pitarakis, Jean-Yves
- In:
Econometric theory
14
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1998
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6
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pp. 770-782
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Asymptotics of ML estimator for regression models with a stochastic trend component
Kuo, Biing-shen
- In:
Econometric theory
15
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1999
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1
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pp. 24-49
Persistent link: https://www.econbiz.de/10001381799
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Semiparametric estimation of a location parameter in the binary choice model
Chen, Songnian
- In:
Econometric theory
15
(
1999
)
1
,
pp. 79-98
Persistent link: https://www.econbiz.de/10001381812
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Analytical power comparisons of nested and nonnested tests for linear and loglinear regression models
Kobayashi, Masahito
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McAleer, Michael
- In:
Econometric theory
15
(
1999
)
1
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pp. 99-113
Persistent link: https://www.econbiz.de/10001381815
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Constrained smoothing splines
Rodríguez Poo, Juan Manuel
- In:
Econometric theory
15
(
1999
)
1
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pp. 114-138
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