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The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
Lawford, Steve; Stamatogiannis, Michalis P. - In: Journal of econometrics 148 (2009) 2, pp. 124-130
Persistent link: https://www.econbiz.de/10003833748
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Least-squares forecast averaging
Hansen, Bruce E. - In: Journal of econometrics 146 (2008) 2, pp. 342-350
Persistent link: https://www.econbiz.de/10003782996
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Difference in difference meets generalized least squares : higher order properties of hypotheses tests
Hausman, Jerry A.; Kuersteiner, Guido M. - In: Journal of econometrics 144 (2008) 2, pp. 371-391
Persistent link: https://www.econbiz.de/10003774649
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Alternative estimators and unit root tests for seasonal autoregressive processes
Rodrigues, Paulo M. M.; Taylor, Robert - In: Journal of econometrics 120 (2004) 1, pp. 35-73
Persistent link: https://www.econbiz.de/10001998863
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.; Kiviet, J. F. - In: Journal of econometrics 132 (2006) 2, pp. 409-444
Persistent link: https://www.econbiz.de/10003348774
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Quantiles, expectiles and splines
Rossi, Giuliano De; Harvey, Andrew C. - In: Journal of econometrics 152 (2009) 2, pp. 179-185
Persistent link: https://www.econbiz.de/10003892738
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Nonparametric least squares estimation in derivative families
Hall, Peter; Yatchew, Adonis John - In: Journal of econometrics 157 (2010) 2, pp. 362-374
Persistent link: https://www.econbiz.de/10008662993
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Least squares model averaging by Mallows criterion
Wan, Alan T. K.; Zhang, Xinyu; Zou, Guohua - In: Journal of econometrics 156 (2010) 2, pp. 277-283
Persistent link: https://www.econbiz.de/10008648820
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models : some additional results
Hayakawa, Kazuhiko - In: Journal of econometrics 159 (2010) 1, pp. 202-208
Persistent link: https://www.econbiz.de/10008839928
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Adaptive estimation of autoregressive models with time-varying variances
Xu, Ke-Li; Phillips, Peter C. B. - In: Journal of econometrics 142 (2008) 1, pp. 265-280
Persistent link: https://www.econbiz.de/10003608182