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Residual autocorrelation testing for vector error correction models
Brüggemann, Ralf; Lütkepohl, Helmut; Saikkonen, Pentti - In: Journal of econometrics 134 (2006) 2, pp. 579-604
Persistent link: https://www.econbiz.de/10003374345
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Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 135 (2006) 1/2, pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
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Intelligible factors for the yield curve
Lengwiler, Yvan; Lenz, Carlos - In: Journal of econometrics 157 (2010) 2, pp. 481-491
Persistent link: https://www.econbiz.de/10008662977
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Heterogeneity and selection in dynamic panel data
Sasaki, Yuya - In: Journal of econometrics 188 (2015) 1, pp. 236-249
Persistent link: https://www.econbiz.de/10011500335
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General-to-specific or specific-to-general modelling? : an opinion on current econometric terminology
Lütkepohl, Helmut - In: Journal of econometrics 136 (2007) 1, pp. 319-324
Persistent link: https://www.econbiz.de/10003401661
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Nonparametric inference on structural breaks
Delgado, Miguel A.; Hidalgo, Javier - In: Journal of econometrics 96 (2000) 1, pp. 113-144
Persistent link: https://www.econbiz.de/10001466747
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Annals of econometrics: cointegration and dynamics in economics
Hendry, David F. (contributor);  … - In: Journal of econometrics 80 (1997) 2, pp. 199-422
Persistent link: https://www.econbiz.de/10001226816
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Nonparametric dynamic modelling
Lütkepohl, Helmut (contributor) - In: Journal of econometrics 81 (1997) 1
Persistent link: https://www.econbiz.de/10001229341
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Two-step estimation of network-formation models with incomplete information
Leung, Michael P. - In: Journal of econometrics 188 (2015) 1, pp. 182-195
Persistent link: https://www.econbiz.de/10011500289
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Identification and estimation of incomplete information games with multiple equilibria
Xiao, Ruli - In: Journal of econometrics 203 (2018) 2, pp. 328-343
Persistent link: https://www.econbiz.de/10011974685