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Simulation-based estimation of peer effects
Krauth, Brian V. - In: Journal of econometrics 133 (2006) 1, pp. 243-271
Persistent link: https://www.econbiz.de/10003354576
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Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C. - In: Journal of econometrics 87 (1998) 1, pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
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Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
Lewbel, Arthur - In: Journal of econometrics 67 (1995) 2, pp. 379-401
Persistent link: https://www.econbiz.de/10001178179
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The union non-union wage differential : an application of semi-parametric methods
Lanot, Gauthier; Walker, Ian - In: Journal of econometrics 84 (1998) 2, pp. 327-349
Persistent link: https://www.econbiz.de/10001241543
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Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem - In: Journal of econometrics 71 (1996) 1, pp. 117-143
Persistent link: https://www.econbiz.de/10001194740
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Cointegration, long-run structural modelling and weak exogeneity : two models of the UK economy
Jacobs, Jan; Wallis, Kenneth Frank - In: Journal of econometrics 158 (2010) 1, pp. 108-116
Persistent link: https://www.econbiz.de/10008826872
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Multivariate rotated ARCH models
Noureldin, Diaa; Shephard, Neil G.; Sheppard, Kevin - In: Journal of econometrics 179 (2014) 1, pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
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A semiparametric GARCH model for foreign exchange volatility
Yang, Lijian - In: Journal of econometrics 130 (2006) 2, pp. 365-384
Persistent link: https://www.econbiz.de/10003277973
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Inference in heavy-tailed vector error correction models
She, Rui; Ling, Shiqing - In: Journal of econometrics 214 (2020) 2, pp. 433-450
Persistent link: https://www.econbiz.de/10012439014
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A double-hurdle rational addiction model with heterogeneity : estimating the demand for tobacco
Labeaga, José M. - In: Journal of econometrics 93 (1999) 1, pp. 49-72
Persistent link: https://www.econbiz.de/10001406637