Narrow search
Showing 1 - 10 of 341
Cover Image
Understanding unit rooters : a helicopter tour
Sims, Christopher A. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 6, pp. 1591-1599
Persistent link: https://www.econbiz.de/10001115937
Cover Image
A smoothed maximum score estimator for the binary response model
Horowitz, Joel - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 3, pp. 505-531
Persistent link: https://www.econbiz.de/10001125724
Cover Image
The encompassing principle and its application to testing non-nested hypotheses
Mizon, Grayham E. - In: Econometrica : journal of the Econometric Society, an … 54 (1986) 3, pp. 657-678
Persistent link: https://www.econbiz.de/10001009471
Cover Image
Implied probabilities in GMM estimators
Back, Kerry E. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 971-975
Persistent link: https://www.econbiz.de/10001147098
Cover Image
Restricting regression slopes in the errors-in-variables model by bounding the error correlation
Erickson, Timothy - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 959-969
Persistent link: https://www.econbiz.de/10001147099
Cover Image
Asymptotic distributions of impulse responses, step responses, and variance decompositions of estimated linear dynamic models
Mittnik, Stefan - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 857-870
Persistent link: https://www.econbiz.de/10001147139
Cover Image
Tests for parameter instability and structural change with unknown change point
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 821-856
Persistent link: https://www.econbiz.de/10001147141
Cover Image
Simulated moments estimation of Markov models of asset prices
Duffie, Darrell - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 929-952
Persistent link: https://www.econbiz.de/10001147160
Cover Image
A continuous time approximation to the unstable first-order autoregressive process : the case without an intercept
Perron, Pierre - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 1, pp. 211-236
Persistent link: https://www.econbiz.de/10001102743
Cover Image
Inference on structural parameters in instrumental variables regression with weak instruments
Wang, Jiahui - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 6, pp. 1389-1404
Persistent link: https://www.econbiz.de/10001252662