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Understanding spurious regressions in econometrics
Phillips, P. C. B. - In: Journal of econometrics 33 (1986) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10003652041
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Causality and exogeneity in econometrics : editorial
Bauwens, Luc; Boswijk, Herman Peter; Urbain, Jean-Pierre - In: Journal of econometrics 132 (2006) 2, pp. 305-309
Persistent link: https://www.econbiz.de/10003348754
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Econometrics of co-jumps in high-frequency data with noise
Bibinger, Markus; Winkelmann, Lars - In: Journal of econometrics 184 (2015) 2, pp. 361-378
Persistent link: https://www.econbiz.de/10011339314
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Misspecification test methods in econometrics : editoral
Cai, Zongwu; Hong, Yongmiao; Li, Qi - In: Journal of econometrics 178 (2014) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10010254997
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Non parametric analysis of panel data models with endogenous variables
Fève, Frédérique; Florens, Jean-Pierre - In: Journal of econometrics 181 (2014) 2, pp. 151-164
Persistent link: https://www.econbiz.de/10010473323
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Efficient estimation of additive partially linear models
Li, Qi - In: International economic review 41 (2000) 4, pp. 1073-1092
Persistent link: https://www.econbiz.de/10001525651
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A switching frontier model for imperfect sample separation information : with an application to constrained labor supply
Douglas, Stratford Marion - In: International economic review 36 (1995) 2, pp. 503-529
Persistent link: https://www.econbiz.de/10001181658
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An adjusted least squares estimator for models with risk term
Tengesdal, Mark - In: Journal of quantitative economics : official journal of … 12 (1996) 1, pp. 105-113
Persistent link: https://www.econbiz.de/10001220331
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How to measure goodness of fit in a simultaneous equation model
Kakwani, Nanak - In: Journal of quantitative economics : official journal of … 12 (1996) 1, pp. 27-41
Persistent link: https://www.econbiz.de/10001220368