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A robust version of the KPSS test based on indicators
Jong, Robert M. de; Amsler, Christine Elaine; Schmidt, Peter - In: Journal of econometrics 137 (2007) 2, pp. 311-333
Persistent link: https://www.econbiz.de/10003441741
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Nonstationary nonlinear heteroskedasticity in regression
Chung, Heetaik; Park, Joon Y. - In: Journal of econometrics 137 (2007) 1, pp. 230-259
Persistent link: https://www.econbiz.de/10003425535
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The efficiency of top agents : an analysis through service strategy in tennis
Klaassen, Franc; Magnus, Jan R. - In: Journal of econometrics 148 (2009) 1, pp. 72-85
Persistent link: https://www.econbiz.de/10003813132
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On the harm that ignoring pretesting can cause
Danilov, Dmitry L.; Magnus, Jan R. - In: Journal of econometrics 122 (2004) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10002136485
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Estimation of a panel data model with parametric temporal variation in individual effects
Han, Chirok; Orea, Luis; Schmidt, Peter - In: Journal of econometrics 126 (2005) 2, pp. 241-267
Persistent link: https://www.econbiz.de/10002647754
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Efficient estimation of dynamic panel data models : alternative assumptions and simplified estimation
Ahn, Seung Chan - In: Journal of econometrics 76 (1997) 1, pp. 309-321
Persistent link: https://www.econbiz.de/10001211358
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Nonstationary nonlinear heteroskedasticity
Park, Joon Y. - In: Journal of econometrics 110 (2002) 2, pp. 383-415
Persistent link: https://www.econbiz.de/10001703530
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Nonlinear instrumental variable estimation of an autoregression
Phillips, Peter C. B.; Park, Joon Y.; Chang, Yoosoon - In: Journal of econometrics 118 (2004) 1/2, pp. 219-246
Persistent link: https://www.econbiz.de/10001823127
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GMM estimation of linear panel data models with time-varying individual effects
Ahn, Seung Chan; Lee, Young Hoon; Schmidt, Peter - In: Journal of econometrics 101 (2001) 2, pp. 219-255
Persistent link: https://www.econbiz.de/10001554897
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On the sensitivity of the usual t- and F-tests to covariance misspecification
Banerjee, Anurag Narayan; Magnus, Jan R. - In: Journal of econometrics 95 (2000) 1, pp. 157-176
Persistent link: https://www.econbiz.de/10001432559