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~isPartOf:"Journal of econometrics"
~subject:"Statistical method"
~subject:"Zeitreihenanalyse"
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Statistical method
Zeitreihenanalyse
Statistical theory
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Journal of econometrics
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ECONIS (ZBW)
39
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1
The ABC of simulation estimation with auxiliary
statistics
Forneron, Jean-Jacques
;
Ng, Serena
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 112-139
Persistent link: https://www.econbiz.de/10012110243
Saved in:
2
Robust inference of risks of large portfolios
Fan, Jianqing
;
Han, Fang
;
Liu, Han
;
Vickers, Byron
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10011705149
Saved in:
3
Testing identifying assumptions in nonseparable panel data models
Ghanem, Dalia
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 202-217
Persistent link: https://www.econbiz.de/10011818355
Saved in:
4
Testing continuity of a density via g-order
statistics
in the regression discontinuity design
Bugni, Federico A.
;
Canay, Ivan A.
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 138-159
Persistent link: https://www.econbiz.de/10012618809
Saved in:
5
Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
Bierens, Herman J.
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 29-64
Persistent link: https://www.econbiz.de/10001336802
Saved in:
6
Testing the null of stationarity for multiple time series
Choi, In
- In:
Journal of econometrics
88
(
1999
)
1
,
pp. 41-77
Persistent link: https://www.econbiz.de/10001250280
Saved in:
7
Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
Vogelsang, Timothy J.
- In:
Journal of econometrics
88
(
1999
)
2
,
pp. 283-299
Persistent link: https://www.econbiz.de/10001252783
Saved in:
8
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 269-288
Persistent link: https://www.econbiz.de/10001240193
Saved in:
9
A consistent nonparametric test for serial independence
Pinkse, Joris
- In:
Journal of econometrics
84
(
1998
)
2
,
pp. 205-231
Persistent link: https://www.econbiz.de/10001241549
Saved in:
10
A reformulation of the Hausman test for regression models with pooled cross-section-time-series data
Ahn, Seung Chan
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 309-319
Persistent link: https://www.econbiz.de/10001194730
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