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Markov-switiching model selection using Kullback-Leibler divergence
Smith, Aaron D.; Naik, Prasad A.; Tsai, Chih-Ling - In: Journal of econometrics 134 (2006) 2, pp. 553-577
Persistent link: https://www.econbiz.de/10003374342
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On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank : an application of flexible sampling methods using neural networ...
Hoogerheide, Lennart F.; Kaashoek, Johan F.; Dijk, … - In: Journal of econometrics 139 (2007) 1, pp. 154-180
Persistent link: https://www.econbiz.de/10003516747
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Time-varying sparsity in dynamic regression models
Kalli, Maria; Griffin, Jim E. - In: Journal of econometrics 178 (2014) 2, pp. 779-793
Persistent link: https://www.econbiz.de/10010257660
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On the properties of the coefficient of determination in regression models with infinite variance variables
Kurz-Kim, Jeong-Ryeol; Loretan, Mico - In: Journal of econometrics 181 (2014) 1, pp. 15-24
Persistent link: https://www.econbiz.de/10010473444
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Bayesian analysis of the ordered probit model with endogenous selection
Munkin, Murat K.; Trivedi, Pravin K. - In: Journal of econometrics 143 (2008) 2, pp. 334-348
Persistent link: https://www.econbiz.de/10003722605
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A new approximate point optimal test of a composite null hypothesis
Sriananthakumar, Sivagowry; King, Maxwell L. - In: Journal of econometrics 130 (2006) 1, pp. 101-122
Persistent link: https://www.econbiz.de/10003228627
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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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Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele; Bianchi, Annamaria; Khalaf, Lynda; … - In: Journal of econometrics 211 (2019) 2, pp. 461-482
Persistent link: https://www.econbiz.de/10012303823
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Asymptotics for recurrent diffusions with application to high frequency regression
Kim, Jihyun; Park, Joon Y. - In: Journal of econometrics 196 (2017) 1, pp. 37-54
Persistent link: https://www.econbiz.de/10011743485