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Introduction to internally consistent modeling, aggregation, inference, and policy
Heckman, James J.; Serletis, Apostolos - In: Journal of econometrics 183 (2014) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10010506102
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Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.; Parmeter, Christopher F.; … - In: Journal of econometrics 236 (2023) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
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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
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A bootstrapped spectral test for adequacy in weak ARMA models
Zhu, Ke; Li, Wai Keung - In: Journal of econometrics 187 (2015) 1, pp. 113-130
Persistent link: https://www.econbiz.de/10011498788
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Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel; Jäschke, Stefan; Wied, Dominik - In: Journal of econometrics 187 (2015) 1, pp. 154-168
Persistent link: https://www.econbiz.de/10011498799
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Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - In: Journal of econometrics 187 (2015) 2, pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
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Higher-order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen; Grose, Simone D.; Martin, Gael M. - In: Journal of econometrics 188 (2015) 1, pp. 94-110
Persistent link: https://www.econbiz.de/10011500263
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Identification and shape restrictions in nonparametric instrumental variables estimation
Freyberger, Joachim; Horowitz, Joel - In: Journal of econometrics 189 (2015) 1, pp. 41-53
Persistent link: https://www.econbiz.de/10011502359
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Regression discontinuity designs with unknown discontinuity points : testing and estimation
Porter, Jack; Yu, Ping - In: Journal of econometrics 189 (2015) 1, pp. 132-147
Persistent link: https://www.econbiz.de/10011502510
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Bootstrap inference for linear dynamic panel data models with individual fixed effects
Gonçalves, Sílvia; Melou, Maximilien Kaffo - In: Journal of econometrics 186 (2015) 2, pp. 407-426
Persistent link: https://www.econbiz.de/10011349453