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ECONIS (ZBW)
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1
Cointegrating regressions with time varying coefficients
Park, Joon Y.
;
Hahn, Sang B.
- In:
Econometric theory
15
(
1999
)
5
,
pp. 664-703
Persistent link: https://www.econbiz.de/10001483394
Saved in:
2
Nonparametric
estimation
and testing of interaction in additive models
Sperlich, Stefan
;
Tjøstheim, Dag
;
Yang, Lijian
- In:
Econometric theory
18
(
2002
)
2
,
pp. 197-251
Persistent link: https://www.econbiz.de/10001661291
Saved in:
3
Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.
;
MacGarry, Joanne
- In:
Econometric theory
18
(
2002
)
2
,
pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
Saved in:
4
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua
- In:
Econometric theory
20
(
2004
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
Saved in:
5
Constrained smoothing splines
Rodríguez Poo, Juan Manuel
- In:
Econometric theory
15
(
1999
)
1
,
pp. 114-138
Persistent link: https://www.econbiz.de/10001381820
Saved in:
6
Inference in dynamic, nonparametric models of production : central limit theorems for Malmquist indices
Kneip, Alois
;
Simar, Léopold
;
Wilson, Paul W.
- In:
Econometric theory
37
(
2021
)
3
,
pp. 537-572
Persistent link: https://www.econbiz.de/10012593447
Saved in:
7
Robustified expected maximum production frontiers
Daouia, Abdelaati
;
Florens, Jean-Pierre
;
Simar, Léopold
- In:
Econometric theory
37
(
2021
)
2
,
pp. 346-387
Persistent link: https://www.econbiz.de/10012505396
Saved in:
8
Central limit theory for combined cross section and time series with an application to aggregate
productivity
shocks
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
40
(
2024
)
1
,
pp. 162-212
Persistent link: https://www.econbiz.de/10014484602
Saved in:
9
Distribution-free tests of fractional cointegration
Hualde, Javier
;
Velasco, Carlos
- In:
Econometric theory
24
(
2008
)
1
,
pp. 216-255
Persistent link: https://www.econbiz.de/10003894150
Saved in:
10
Testing the null of no cointegration when covariates are known to have a unit root
Elliott, Graham
;
Pesavento, Elena
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1829-1850
Persistent link: https://www.econbiz.de/10003904447
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