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Phillips, Peter C. B.
41
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22
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20
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19
Hsiao, Cheng
18
Su, Liangjun
18
Swanson, Norman R.
18
Yu, Jun
18
Baltagi, Badi H.
17
Ghysels, Eric
16
Gouriéroux, Christian
16
Koop, Gary
16
Li, Qi
16
Schmidt, Peter
16
Robinson, Peter M.
15
Bai, Jushan
14
White, Halbert
14
Aït-Sahalia, Yacine
13
Dufour, Jean-Marie
13
Gao, Jiti
13
McAleer, Michael
13
Taylor, Robert
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Xiao, Zhijie
13
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12
Chib, Siddhartha
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Corradi, Valentina
12
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12
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Granger, C. W. J.
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11
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11
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11
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Journal of econometrics
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1,813
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1,807
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1,807
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1,786
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1,758
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1,700
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1,647
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1,633
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1,549
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ECONIS (ZBW)
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1
Beyond
panel
unit root tests : using multiple testing to determine the nonstationarity properties of individual series in a
panel
Moon, Hyungsik Roger
;
Perron, Benoit
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 29-33
Persistent link: https://www.econbiz.de/10009666772
Saved in:
2
Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
Khalaf, Lynda
;
Saunders, Charles J.
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 419-434
Persistent link: https://www.econbiz.de/10012483164
Saved in:
3
Hypothesis testing based on a vector of statistics
King, Maxwell L.
;
Zhang, Xibin
;
Akram, Muhammad
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 425-455
Persistent link: https://www.econbiz.de/10012483400
Saved in:
4
Testing identifying assumptions in nonseparable
panel
data models
Ghanem, Dalia
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 202-217
Persistent link: https://www.econbiz.de/10011818355
Saved in:
5
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
6
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
Saved in:
7
Distribution-free tests of stochastic monotonicity
Delgado, Miguel A.
;
Escanciano, Juan Carlos
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 68-75
Persistent link: https://www.econbiz.de/10009673150
Saved in:
8
A new approximate point optimal test of a composite null hypothesis
Sriananthakumar, Sivagowry
;
King, Maxwell L.
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 101-122
Persistent link: https://www.econbiz.de/10003228627
Saved in:
9
Testing continuity of a density via g-order statistics in the regression discontinuity design
Bugni, Federico A.
;
Canay, Ivan A.
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 138-159
Persistent link: https://www.econbiz.de/10012618809
Saved in:
10
Panel
unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem
;
Smith, L. Vanessa
;
Yamagata, Takashi
- In:
Journal of econometrics
175
(
2013
)
2
,
pp. 94-115
Persistent link: https://www.econbiz.de/10009764422
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