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A comparison of meanvariance efficiency tests
Amengual, Dante; Sentana, Enrique - In: Journal of econometrics 154 (2010) 1, pp. 16-34
Persistent link: https://www.econbiz.de/10003931734
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A note on Phillips (1991) : a constrained maximum likelihood approach to estimating switching regressions
Xu, Jianjun; Tan, Xianming; Zhang, Runchu - In: Journal of econometrics 154 (2010) 1, pp. 16-34
Persistent link: https://www.econbiz.de/10003931771
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Adaptive estimation of the dynamics of a discrete time stochastic volatility model
Comte, Fabienne; Lacour, C.; Rozenholc, Y. - In: Journal of econometrics 154 (2010) 1, pp. 42-73
Persistent link: https://www.econbiz.de/10003931786
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On the distribution of the sample autocorrelation coefficients
Kan, Raymond; Wang, Xiaolu - In: Journal of econometrics 154 (2010) 2, pp. 101-121
Persistent link: https://www.econbiz.de/10003940080
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Testing for heteroskedasticity and serial correlation in a random effects panel data model
Baltagi, Badi H.; Jung, Byoung Cheol; Song, Seuck-heun - In: Journal of econometrics 154 (2010) 2, pp. 122-124
Persistent link: https://www.econbiz.de/10003940084
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A comparison of two model averaging techniques with an application to growth empirics
Magnus, Jan R.; Powell, Owen; Prüfer, Patricia - In: Journal of econometrics 154 (2010) 2, pp. 139-153
Persistent link: https://www.econbiz.de/10003940088
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Estimating a class of triangular simultaneous equations models without exclusion restrictions
Klein, Roger W.; Vella, Francis - In: Journal of econometrics 154 (2010) 2, pp. 154-164
Persistent link: https://www.econbiz.de/10003940090
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Estimation of spatial autoregressive panel data models with fixed effects
Lee, Lung-fei; Yu, Jihai - In: Journal of econometrics 154 (2010) 2, pp. 165-185
Persistent link: https://www.econbiz.de/10003940092
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Comparing IV with structural models : what simple IV can and cannot identify
Heckman, James J.; Urzua, Sergio - In: Journal of econometrics 156 (2010) 1, pp. 27-37
Persistent link: https://www.econbiz.de/10003978633
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Dynamic discrete choice structural models : a survey
Aguirregabiria, Victor; Mira, Pedro - In: Journal of econometrics 156 (2010) 1, pp. 38-67
Persistent link: https://www.econbiz.de/10003978634