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ECONIS (ZBW)
456
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1
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
Saved in:
2
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
Saved in:
3
Threshold effects in non-dynamic panels : estimation, testing, and inference
Hansen, Bruce E.
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 345-368
Persistent link: https://www.econbiz.de/10001406664
Saved in:
4
The distributions of the J and Cox non-nested test in regression models with weakly correlated regressors
Michelis, Leo
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 369-401
Persistent link: https://www.econbiz.de/10001406666
Saved in:
5
Likelihood ratio tests for multiple structural changes
Bai, Jushan
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 299-323
Persistent link: https://www.econbiz.de/10001382092
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6
Non-stationary log-periodogram regression
Valasco, Carlos
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 325-371
Persistent link: https://www.econbiz.de/10001382094
Saved in:
7
Two-step estimation of panel data models with censored endogenous variables and selection bias
Vella, Francis
;
Verbeek, Marno
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 239-263
Persistent link: https://www.econbiz.de/10001382120
Saved in:
8
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
Saved in:
9
VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
Saved in:
10
Semiparametric model building for regression models with time-varying parameters
Zhang, Ting
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 189-200
Persistent link: https://www.econbiz.de/10011498870
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