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Dynamic models of the labor force behvior of married women which can be estimated using limited amounts of past information
Nakamura, Alice; Nakamura, Masao - In: Journal of econometrics 27 (1985) 3, pp. 273-298
Persistent link: https://www.econbiz.de/10003638201
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A dynamic model of housing price determination
Engle, Robert F.; Lilien, David M.; Waston, Mark - In: Journal of econometrics 28 (1985) 3, pp. 307-326
Persistent link: https://www.econbiz.de/10003618327
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Usefulness of proxy variables in linear models with sthochastic regressors
Teräsvirta, Timo - In: Journal of econometrics 36 (1987) 3, pp. 377-382
Persistent link: https://www.econbiz.de/10003693105
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Asymtotic efficiency in semi-parametric models with censoring
Chamberlain, Gary - In: Journal of econometrics 32 (1986) 2, pp. 189-218
Persistent link: https://www.econbiz.de/10003511534
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Estimators of the disturbance variance in econometric models : small-sample bias and the existence of moments
Dufour, Jean-Marie - In: Journal of econometrics 37 (1988) 2, pp. 277-292
Persistent link: https://www.econbiz.de/10003533625
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Finite sample properties of the QMLE for the Log-ACD model : application to Australian stocks
Allen, David E.; Chan, Felix; McAleer, Michael; Peiris, … - In: Journal of econometrics 147 (2008) 1, pp. 163-185
Persistent link: https://www.econbiz.de/10003783798
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A note on Phillips (1991) : a constrained maximum likelihood approach to estimating switching regressions
Xu, Jianjun; Tan, Xianming; Zhang, Runchu - In: Journal of econometrics 154 (2010) 1, pp. 16-34
Persistent link: https://www.econbiz.de/10003931771
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Quasi-maximum likelihood estimation of volatility with high frequency data
Xiu, Dacheng - In: Journal of econometrics 159 (2010) 1, pp. 235-250
Persistent link: https://www.econbiz.de/10008839925
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Time and causality : a Monte Carlo assessment of the timing-of-events approach
Gaure, Simen; Røed, Knut; Zhang, Tao - In: Journal of econometrics 141 (2007) 2, pp. 1159-1195
Persistent link: https://www.econbiz.de/10003571437
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Maximum likelihood estimation of random effects models
Breusch, Trevor S. - In: Journal of econometrics 36 (1987) 3, pp. 383-389
Persistent link: https://www.econbiz.de/10003504340