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The three-pass regression filter : a new approach to forecasting using many predictors
Kelly, Bryan T.; Pruitt, Seth - In: Journal of econometrics 186 (2015) 2, pp. 294-316
Persistent link: https://www.econbiz.de/10011349476
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Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
Vogelsang, Timothy J.; Wagner, Martin - In: Journal of econometrics 178 (2014) 2, pp. 741-760
Persistent link: https://www.econbiz.de/10010257671
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Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions
Wagner, Martin; Grabarczyk, Peter; Hong, Seung Hyun - In: Journal of econometrics 214 (2020) 1, pp. 216-255
Persistent link: https://www.econbiz.de/10012438321
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Testing many restrictions under heteroskedasticity
Anatolyev, Stanislav; Sølvsten, Mikkel - In: Journal of econometrics 236 (2023) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10014332346
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Reprint: statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic
Guo, Xu; Li, Runze; Liu, Jingyuan; Zeng, Mudong - In: Journal of econometrics 239 (2024) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10015074531
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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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Robust estimation for structural spurious regressions and a Hausman-type cointegration test
Choi, Chi-young; Hu, Ling; Ōgaki, Masao - In: Journal of econometrics 142 (2008) 1, pp. 327-351
Persistent link: https://www.econbiz.de/10003608205
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Estimation in threshold autoregressive models with a stationary and a unit root regime
Gao, Jiti; Tjostheim, Dag; Yin, Jiying - In: Journal of econometrics 172 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10009702338
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Least squares in general vector spaces revisited
Schönfeld, Peter - In: Journal of econometrics 118 (2004) 1/2, pp. 95-109
Persistent link: https://www.econbiz.de/10001822968
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Threshold effects in non-dynamic panels : estimation, testing, and inference
Hansen, Bruce E. - In: Journal of econometrics 93 (1999) 2, pp. 345-368
Persistent link: https://www.econbiz.de/10001406664