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Consistent cross-validatory model-selection for dependent data : hv-block cross-validation
Racine, Jeffrey - In: Journal of econometrics 99 (2000) 1, pp. 39-61
Persistent link: https://www.econbiz.de/10001504420
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A unified approach to nonlinearity, structural change, and outliers
Giordani, Paolo; Kohn, Robert; Dijk, Dick van - In: Journal of econometrics 137 (2007) 1, pp. 112-133
Persistent link: https://www.econbiz.de/10003425516
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Closed-form likelihood approcimation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan
Yu, Jialin - In: Journal of econometrics 141 (2007) 2, pp. 1245-1280
Persistent link: https://www.econbiz.de/10003571451
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The relative efficiency of method of moments estimators
Gallant, A. Ronald; Tauchen, George Eugene - In: Journal of econometrics 92 (1999) 1, pp. 149-172
Persistent link: https://www.econbiz.de/10001400094
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Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A. - In: Journal of econometrics 92 (1999) 2, pp. 233-274
Persistent link: https://www.econbiz.de/10001400166
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Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A. - In: Journal of econometrics 92 (1999) 2, pp. 233-274
Persistent link: https://www.econbiz.de/10001400168
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Estimation of dynamic and ARCH Tobit models
Lee, Lung-fei - In: Journal of econometrics 92 (1999) 2, pp. 355-390
Persistent link: https://www.econbiz.de/10001400177
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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
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Indirect estimation of ARFIMA and VARFIMA models
Martin, Vance; Wilkins, Nigel P. - In: Journal of econometrics 93 (1999) 1, pp. 149-175
Persistent link: https://www.econbiz.de/10001406647
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Efficient estimation of panel data models with strictly exogenous explanatory variables
Im, KyungSo (contributor) - In: Journal of econometrics 93 (1999) 1, pp. 177-201
Persistent link: https://www.econbiz.de/10001406650