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The error in rejection probability of simple autocorrelation robust tests
Jansson, Michael - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 3, pp. 937-946
Persistent link: https://www.econbiz.de/10002095860
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Heteroskedasticity-autocorrelation robust standard errors using the Bartlett Kernel without truncation
Kiefer, Nicholas Maximilian; Vogelsang, Timothy J. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 5, pp. 2093-2095
Persistent link: https://www.econbiz.de/10001702262
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Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 1, pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
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Comment on: Threshold autoregressions with a unit root
Pitarakis, Jean-Yves - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 5, pp. 1207-1217
Persistent link: https://www.econbiz.de/10003765898
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Decision theory applied to linear panel data model
Chamberlain, Gary; Moreira, Marcelo J. - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 1, pp. 107-133
Persistent link: https://www.econbiz.de/10003866981
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Uniform inference in autoregressive models
Mikusheva, Anna - In: Econometrica : journal of the Econometric Society, an … 75 (2007) 5, pp. 1411-1452
Persistent link: https://www.econbiz.de/10003539909
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Folkore theorems, implicit maps, and indirect inference
Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 1, pp. 425-454
Persistent link: https://www.econbiz.de/10009507902
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One-dimensional inference in autoregressive models with potential presence of a unit root
Mikusheva, Anna - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 1, pp. 173-212
Persistent link: https://www.econbiz.de/10009507943
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GMM, GEL, serial correlation, and asymptotic bias
Anatolyev, Stanislav - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 983-1002
Persistent link: https://www.econbiz.de/10002876889
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Asymptotic distributions of quasi-maximum likelihood estimators for spatial autoregressive models
Lee, Lung-fei - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 6, pp. 1899-1925
Persistent link: https://www.econbiz.de/10002435617