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Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper; Nielsen, Morten Ørregaard - In: Journal of econometrics 133 (2006) 1, pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
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Instrumental quantile regression inference for structural and treatment effect models
Chernozhukov, Victor; Hansen, Christian Bailey - In: Journal of econometrics 132 (2006) 2, pp. 491-525
Persistent link: https://www.econbiz.de/10003348786
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Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 135 (2006) 1/2, pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
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Estimating the structural credit risk model when equity prices are contaminated by trading noises
Duan, Jin-Chuan; Fulop, Andras - In: Journal of econometrics 150 (2009) 2, pp. 288-296
Persistent link: https://www.econbiz.de/10003858905
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A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Baltagi, Badi H.; Feng, Qu; Kao, Chihwa - In: Journal of econometrics 170 (2012) 1, pp. 164-177
Persistent link: https://www.econbiz.de/10009673119
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Heterogeneity and selection in dynamic panel data
Sasaki, Yuya - In: Journal of econometrics 188 (2015) 1, pp. 236-249
Persistent link: https://www.econbiz.de/10011500335
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Introduction to m-m processes
Granger, C. W. J.; Hyung, Namwon - In: Journal of econometrics 130 (2006) 1, pp. 143-164
Persistent link: https://www.econbiz.de/10003228633
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Nonparametric specification tests for conditional duration models
Fernandes, Marcelo; Grammig, Joachim - In: Journal of econometrics 127 (2005) 1, pp. 35-68
Persistent link: https://www.econbiz.de/10002756914
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Bayesian efficiency analysis through individual effects : hospital cost frontiers
Koop, Gary - In: Journal of econometrics 76 (1997) 1, pp. 77-105
Persistent link: https://www.econbiz.de/10001211369
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A Bayesian analysis of multiple-output production frontiers
Fernández, Carmen; Koop, Gary; Steel, Mark F. J. - In: Journal of econometrics 98 (2000) 1, pp. 47-79
Persistent link: https://www.econbiz.de/10001497678