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1
Testing regression monotonicity in econometric models
Četverikov, Denis N.
- In:
Econometric theory
35
(
2019
)
4
,
pp. 729-776
Persistent link: https://www.econbiz.de/10012386823
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2
Special issue on inverse problems in
econometrics
2011
Persistent link: https://www.econbiz.de/10009266744
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3
A reappraisal of misspecified econometric models
Monfort, Alain
- In:
Econometric theory
12
(
1996
)
4
,
pp. 597-619
Persistent link: https://www.econbiz.de/10001210208
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4
Directionally differentiable econometric models
Cho, Jin Seo
;
White, Halbert
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1101-1131
Persistent link: https://www.econbiz.de/10011951462
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Bias reduction and likelihood-based almost exactly sized hypothesis testing in predictive regressions using the restricted likelihood
Chen, Willa W.
;
Deo, Rohit S.
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1143-119
Persistent link: https://www.econbiz.de/10003885740
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6
Efficient semiparametric seemingly unrelated quantile regression estimation
Jun, Sung Jae
;
Pinkse, Joris
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1392-1414
Persistent link: https://www.econbiz.de/10003885777
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7
Localized model selection for regression
Yang, Yuhong
- In:
Econometric theory
24
(
2008
)
2
,
pp. 472-492
Persistent link: https://www.econbiz.de/10003894209
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Minimizing average risk in regression models
Claeskens, Gerda
;
Hjort, Nils Lid
- In:
Econometric theory
24
(
2008
)
2
,
pp. 493-527
Persistent link: https://www.econbiz.de/10003894211
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Multivariate autoregression of order one with infinite variance innovations
Zarepour, Mahmoud
;
Roknossadati, S. M.
- In:
Econometric theory
24
(
2008
)
3
,
pp. 677-695
Persistent link: https://www.econbiz.de/10003894283
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Averaging estimators for regressions with a possible structural break
Hansen, Bruce E.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1498-1514
Persistent link: https://www.econbiz.de/10003904419
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