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Noise in unspecified, non-linear time series
Szpiro, George G. - In: Journal of econometrics 78 (1997) 2, pp. 229-255
Persistent link: https://www.econbiz.de/10001219977
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The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Whang, Yoon-jae; Linton, Oliver - In: Journal of econometrics 91 (1999) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10001382153
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A single-blind controlled competition among tests for nonlinearity and chaos
Barnett, William A. (contributor) - In: Journal of econometrics 82 (1998) 1, pp. 157-192
Persistent link: https://www.econbiz.de/10001228495
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Grouped-data estimation and testing in simple labor-supply models
Angrist, Joshua D. - In: Journal of econometrics 47 (1991) 2, pp. 243-266
Persistent link: https://www.econbiz.de/10001099510
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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
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Random walk or chaos : a formal test on the Lyapunov exponent
Park, Joon Y.; Wang, Yoon-Jae - In: Journal of econometrics 169 (2012) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10009666751
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Cyclical labor market sorting
Crane, Leland D.; Hyatt, Henry R.; Murray, Seth - In: Journal of econometrics 233 (2023) 2, pp. 524-543
Persistent link: https://www.econbiz.de/10014362655
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Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon (contributor) - 1996
Persistent link: https://www.econbiz.de/10000596724
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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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Manipulation of the running variable in the regression discontinuity design : a density test
McCrary, Justin - In: Journal of econometrics 142 (2008) 2, pp. 698-714
Persistent link: https://www.econbiz.de/10003645812