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Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon (contributor) - 1996
Persistent link: https://www.econbiz.de/10000596724
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Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
Shintani, Mototsugu; Linton, Oliver - In: Journal of econometrics 120 (2004) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001998813
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Maximum likelihood and the bootstrap for nonlinear dynamic models
Gonçalves, Sílvia; White, Halbert - In: Journal of econometrics 119 (2004) 1, pp. 199-219
Persistent link: https://www.econbiz.de/10001944127
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The spurious regression of fractionally integrated processes
Tsay, Wen-jen; Chung, Ching-fan - In: Journal of econometrics 96 (2000) 1, pp. 155-182
Persistent link: https://www.econbiz.de/10001466752
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The efficiency of top agents : an analysis through service strategy in tennis
Klaassen, Franc; Magnus, Jan R. - In: Journal of econometrics 148 (2009) 1, pp. 72-85
Persistent link: https://www.econbiz.de/10003813132
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Testing rationality without restricting heterogeneity
Kawaguchi, Kohei - In: Journal of econometrics 197 (2017) 1, pp. 153-171
Persistent link: https://www.econbiz.de/10011818350
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Identification information and instruments in linear econometric models with rational expectations
Turkington, Darrell A. - In: Journal of econometrics 3 (1988), pp. 361-373
Persistent link: https://www.econbiz.de/10001046319
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The role of beliefs in inference for rational expectations models
Lehmann, Bruce Neal - In: Journal of econometrics 150 (2009) 2, pp. 322-331
Persistent link: https://www.econbiz.de/10003858933
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Geometric and long run aspects of Granger causality
Sadoon, Majid M. al- - In: Journal of econometrics 178 (2014) 1, pp. 558-568
Persistent link: https://www.econbiz.de/10010256866
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Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models
Fanelli, Luca - In: Journal of econometrics 170 (2012) 1, pp. 153-163
Persistent link: https://www.econbiz.de/10009673122