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Sieve bootstrap inference for linear time-varying coefficient models
Friedrich, Marina; Lin, Yicong - In: Journal of econometrics 239 (2024) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10015073963
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Econometric methods and financial time series
Campbell, John Y. (contributor) - In: Journal of econometrics 45 (1990) 1, pp. 1-290
Persistent link: https://www.econbiz.de/10001095356
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Asymptotic optimality of generalized C L, cross-validation, and generalized cross-validation in regression with heteroskedastic errors
Andrews, Donald W. K. - In: Journal of econometrics 47 (1991) 2, pp. 359-377
Persistent link: https://www.econbiz.de/10001099504
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Estimation of a linear regression model with stationary ARMA (p, q) errors
Zinde-Walsh, Victoria - In: Journal of econometrics 47 (1991) 2, pp. 333-357
Persistent link: https://www.econbiz.de/10001099505
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Another look at the identification of current rational-expectations models
Rayner, Janne - In: Journal of econometrics 47 (1991) 2, pp. 305-331
Persistent link: https://www.econbiz.de/10001099506
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Unit-roots test for time-series data with a linear time trend
Saïd, Saïd E. - In: Journal of econometrics 47 (1991) 2, pp. 285-303
Persistent link: https://www.econbiz.de/10001099507
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A note concerning specifications of interactive random-coefficient regression models
Gatto, Joseph P. - In: Journal of econometrics 47 (1991) 2, pp. 273-284
Persistent link: https://www.econbiz.de/10001099508
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Pooling states in the multinational logit model
Cramer, Jan S. - In: Journal of econometrics 47 (1991) 2, pp. 267-272
Persistent link: https://www.econbiz.de/10001099509
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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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The likelihood dominance criterion : a new approach to model selection
Pollak, Robert A. - In: Journal of econometrics 47 (1991) 2, pp. 227-242
Persistent link: https://www.econbiz.de/10001099511