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ECONIS (ZBW)
231
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1
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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2
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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3
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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4
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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5
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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6
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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7
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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8
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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9
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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10
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
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