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A standard error for the estimated state vector of a state-space model
Hamilton, James D. - In: Journal of econometrics 33 (1986) 3, pp. 387-397
Persistent link: https://www.econbiz.de/10003569726
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The spurious effects of unit roots on vector autoregressions : a Monte Carlo study
Ohanian, Lee E. - In: Journal of econometrics 39 (1988) 3, pp. 251-266
Persistent link: https://www.econbiz.de/10003643757
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A spectral EM algorithm for dynamic factor models
Fiorentini, Gabriele; Galesi, Alessandro; Sentana, Enrique - In: Journal of econometrics 205 (2018) 1, pp. 249-279
Persistent link: https://www.econbiz.de/10012110263
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Regression discontinuity designs : a guide to practice
Imbens, Guido; Lemieux, Thomas - In: Journal of econometrics 142 (2008) 2, pp. 615-635
Persistent link: https://www.econbiz.de/10003645606
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Why randomize? : minimax optimality under permutation invariance
Bai, Yuehao - In: Journal of econometrics 232 (2023) 2, pp. 565-575
Persistent link: https://www.econbiz.de/10014340640
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Linear regression and the Yule distribution
Xekalaki, Evdokia - In: Journal of econometrics 24 (1984) 3, pp. 397-403
Persistent link: https://www.econbiz.de/10003712700
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A simple way of computing the inverse moments of a non-central chi-square random variable
Xie, Wen Zhi - In: Journal of econometrics 37 (1988) 3, pp. 389-393
Persistent link: https://www.econbiz.de/10003712704
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Restricted least squares, pre-test, OLS and Stein rule estimators
Mittelhammer, R. C. - In: Journal of econometrics 25 (1985) 1/2, pp. 151-164
Persistent link: https://www.econbiz.de/10003633407
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Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints
Mittelhammer, Ron C. - In: Journal of econometrics 29 (1985) 3, pp. 289-303
Persistent link: https://www.econbiz.de/10003633420
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The statistical implications of preliminary specification error testing
Morey, M. - In: Journal of econometrics 25 (1984) 1/2, pp. 63-72
Persistent link: https://www.econbiz.de/10003634725