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Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
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Asymptotic inference about predictive ability
West, Kenneth D. - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 5, pp. 1067-1084
Persistent link: https://www.econbiz.de/10001206925
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Lower risk bounds and properties of confidence sets for ill-posed estimation problems with applications to spectral density and persistence estimation, unit roots, and estimation o...
Pötscher, Benedikt M. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 3, pp. 1035-1065
Persistent link: https://www.econbiz.de/10001688015
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Subsampling intervals in autoregressive models with linear time trend
Romano, Joseph P.; Wolf, Michael - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 5, pp. 1283-1314
Persistent link: https://www.econbiz.de/10001612104
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Testing for unit roots : [P.] 1
Evans, G. B. A.; Savin, N. E. - In: Econometrica : journal of the Econometric Society, an … 49 (1981) 3, pp. 753-779
Persistent link: https://www.econbiz.de/10001837065
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The time series and cross section asymptotics of dynamic panel data estimators
Alvarez, Javier; Arellano, Manuel - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 4, pp. 1121-1159
Persistent link: https://www.econbiz.de/10001792653
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Asymptotic filtering theory for univariate arch models
Nelson, Daniel B. - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10001169514
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Cointegration and dynamic simultaneous equations model
Hsiao, Cheng - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 3, pp. 647-670
Persistent link: https://www.econbiz.de/10001221200
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Asymptotic theory of integrated conditional moment tests
Bierens, Herman J. - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 5, pp. 1129-1151
Persistent link: https://www.econbiz.de/10001225119
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Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10001233470