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The SR approach : a new estimation procedure for non-linear and non-Gaussian dynamic term structure models
Andreasen, Martin Møller; Christensen, Bent Jesper - In: Journal of econometrics 184 (2015) 2, pp. 420-451
Persistent link: https://www.econbiz.de/10011339282
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Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination
Christensen, Bent Jesper; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 197 (2017) 2, pp. 218-244
Persistent link: https://www.econbiz.de/10011818356
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Estimation and inference for distribution functions and quantile functions in treatment effect models
Donald, Stephen G.; Hsu, Yu-Chin - In: Journal of econometrics 178 (2014) 1, pp. 383-397
Persistent link: https://www.econbiz.de/10010256214
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Estimating dynamic equilibrium models using mixed frequency macro and financial data
Christensen, Bent Jesper; Posch, Olaf; Wel, Michel van der - In: Journal of econometrics 194 (2016) 1, pp. 116-137
Persistent link: https://www.econbiz.de/10011705052
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Inferring the rank of a matrix
Cragg, John G. - In: Journal of econometrics 76 (1997) 1, pp. 223-250
Persistent link: https://www.econbiz.de/10001211361
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Superconsistent estimation and inference in structural econometric models using extreme order statistics
Donald, Stephen G.; Paarsch, Harry J. - In: Journal of econometrics 109 (2002) 2, pp. 305-340
Persistent link: https://www.econbiz.de/10001689041
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Two-step estimation of heteroskedastic sample selection models
Donald, Stephen G. - In: Journal of econometrics 65 (1995) 2, pp. 347-380
Persistent link: https://www.econbiz.de/10001173053
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Inference in non-linear panel models with partially missing observations : the case of the equilibrium search model
Christensen, Bent Jesper - In: Journal of econometrics 79 (1997) 2, pp. 201-219
Persistent link: https://www.econbiz.de/10001335932