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The class of models for which the Durbin-Watson test is locally optimal
Kariya, Takeaki - In: International economic review 29 (1988) 1, pp. 167-175
Persistent link: https://www.econbiz.de/10001046829
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Seminonparametric maximum likelihood estimation of conditional moment restriction models
Ai, Chunrong - In: International economic review 48 (2007) 4, pp. 1093-1118
Persistent link: https://www.econbiz.de/10003612481
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Pairwise difference estimation with nonparametric control variables
Aradillas-Lopez, Andres; Honoré, Bo E.; Powell, James - In: International economic review 48 (2007) 4, pp. 1119-1158
Persistent link: https://www.econbiz.de/10003612491
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Efficient estimation of semiparametric models by smoothed maximum likelihood
Cosslett, Stephen R. - In: International economic review 48 (2007) 4, pp. 1245-1272
Persistent link: https://www.econbiz.de/10003612503
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Estimation with censored regressors : basic issues
Rigobón, Roberto; Stoker, Thomas Martin - In: International economic review 48 (2007) 4, pp. 1441-1467
Persistent link: https://www.econbiz.de/10003612551
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Estimation and inference by the method of projection minimum distance : an application to the new Keynesian hybrid Phillips curve
Jordà, Òscar; Kozicki, Sharon - In: International economic review 52 (2011) 2, pp. 461-487
Persistent link: https://www.econbiz.de/10009242374
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Identification and estimation of auction model with two-dimensional unobserved heterogeneity
Krasnokutskaya, Elena - In: International economic review 53 (2012) 3, pp. 659-691
Persistent link: https://www.econbiz.de/10009690963
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Gauss, Kalman and advances in recursive parameter estimation
Young, Peter C. - In: Journal of forecasting 30 (2011) 1, pp. 104-146
Persistent link: https://www.econbiz.de/10009233912
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A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables
Keane, Michael P.; Sauer, Robert M. - In: International economic review 51 (2010) 4, pp. 925-958
Persistent link: https://www.econbiz.de/10008934252
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Can output-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E. - In: Journal of forecasting 23 (2004) 2, pp. 115-139
Persistent link: https://www.econbiz.de/10001980723