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A simple, flexible distributed lag technique : the polynomial inverse lag
Mitchell, Douglas W.; Speaker, Paul J. - In: Journal of econometrics 31 (1986) 3, pp. 329-340
Persistent link: https://www.econbiz.de/10003632682
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Specification and testing of some modified count data models
Mullahy, John - In: Journal of econometrics 33 (1986) 3, pp. 341-365
Persistent link: https://www.econbiz.de/10003638477
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The regression discontinuity design : theory and applications
Imbens, Guido (contributor); Lemieux, Thomas (contributor) - 2008
Persistent link: https://www.econbiz.de/10003645484
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Understanding spurious regressions in econometrics
Phillips, P. C. B. - In: Journal of econometrics 33 (1986) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10003652041
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A class of partially adaptive one-step M- estimators for the non-linear regression model with dependent observations
Pötscher, Benedikt M.; Prucha, Ingmar R. - In: Journal of econometrics 32 (1986) 2, pp. 219-251
Persistent link: https://www.econbiz.de/10003652412
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Forecasting economic time series using targeted predictors
Bai, Jushan; Ng, Serena - In: Journal of econometrics 146 (2008) 2, pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
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Realized volatility forecasting and option pricing
Bandi, Federico M.; Russell, Jeffrey R.; Yang, Chen - In: Journal of econometrics 147 (2008) 1, pp. 34-46
Persistent link: https://www.econbiz.de/10003783782
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Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.; Li, Qi; Wang, Zijun; Yang, Jian - In: Journal of econometrics 147 (2008) 1, pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
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Finite sample properties of the QMLE for the Log-ACD model : application to Australian stocks
Allen, David E.; Chan, Felix; McAleer, Michael; Peiris, … - In: Journal of econometrics 147 (2008) 1, pp. 163-185
Persistent link: https://www.econbiz.de/10003783798
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High dimensional covariance matrix estimation using a factor model
Fan, Jianqing; Fan, Yingying; Lv, Jinchi - In: Journal of econometrics 147 (2008) 1, pp. 186-197
Persistent link: https://www.econbiz.de/10003783799