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Moment restriction-based econometric methods
Kunitomo, Naoto (contributor) - 2011
Persistent link: https://www.econbiz.de/10009374508
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Moment restriction-based econometric methods : an overview
Kunitomo, Naoto; McAleer, Michael; Nishiyama, Yoshihiko - In: Journal of econometrics 165 (2011) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10009374510
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Robust forecast combinations
Wei, Xiaoqiao; Yang, Yuhong - In: Journal of econometrics 166 (2012) 2, pp. 224-236
Persistent link: https://www.econbiz.de/10009509228
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Robustness and inference in nonparametric partial frontier modeling
Daouia, Abdelaati; Gijbels, Irène - In: Journal of econometrics 161 (2011) 2, pp. 147-165
Persistent link: https://www.econbiz.de/10009242190
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Robust tests for heteroskedasticity in the one-way error components model
Montes-Rojas, Gabriel; Sosa Escudero, Walter - In: Journal of econometrics 160 (2011) 2, pp. 300-310
Persistent link: https://www.econbiz.de/10009242254
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Robust trend inference with series variance estimator and testing-optimal smoothing parameter
Sun, Yixiao - In: Journal of econometrics 164 (2011) 2, pp. 345-366
Persistent link: https://www.econbiz.de/10009301901
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Robust score and portmanteau tests of volatility spillover
Aguilar, Mike; Hill, Jonathan B. - In: Journal of econometrics 184 (2015) 1, pp. 37-61
Persistent link: https://www.econbiz.de/10011326820
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Robust firm pricing with panel data
Handel, Benjamin R.; Misra, Kanishka; Roberts, James W. - In: Journal of econometrics 174 (2013) 2, pp. 165-185
Persistent link: https://www.econbiz.de/10009751233
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Let’s fix it : fixed- asymptotics versus small- asymptotics in heteroskedasticity and autocorrelation robust inference
Sun, Yixiao - In: Journal of econometrics 178 (2014) 1, pp. 659-677
Persistent link: https://www.econbiz.de/10010257366