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A simple improvement of the IV-estimator for the classical errors-in-variables problem
Andersson, Jonas; Møen, Jarle - In: Oxford bulletin of economics and statistics 78 (2016) 1, pp. 113-125
Persistent link: https://www.econbiz.de/10011494641
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Bootstrap co-integration rank testing : the effect of bias-correcting parameter estimates
Cavaliere, Giuseppe; Taylor, Robert; Trenkler, Carsten - In: Oxford bulletin of economics and statistics 77 (2015) 5, pp. 740-759
Persistent link: https://www.econbiz.de/10011383823
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Near observational equivalence and fractionally integrated processes
Mármol, Francesc; Reboredo, Juan Carlos - In: Oxford bulletin of economics and statistics 61 (1999) 2, pp. 283-290
Persistent link: https://www.econbiz.de/10001407326
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Semiparametric estimator for binary-outcome sample selection : prejudice matters in election
Choi, Jin-young - In: Oxford bulletin of economics and statistics 80 (2018) 3, pp. 536-553
Persistent link: https://www.econbiz.de/10011969533
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Partial identification and estimation of semiparametric ordered response models with interval regressor data
Wang, Xi; Chen, Songnian - In: Oxford bulletin of economics and statistics 84 (2022) 4, pp. 830-849
Persistent link: https://www.econbiz.de/10013348496
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Non-parametric estimator for conditional mode with parametric features
Wang, Tao - In: Oxford bulletin of economics and statistics 86 (2024) 1, pp. 44-73
Persistent link: https://www.econbiz.de/10014481349
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Testing for error correction in panel data
Westerlund, Joakim - In: Oxford bulletin of economics and statistics 69 (2007) 6, pp. 709-748
Persistent link: https://www.econbiz.de/10003595762
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Simulation-based finite sample linearity test against smooth transition models
González, Andrés; Teräsvirta, Timo - In: Oxford bulletin of economics and statistics 68 (2006), pp. 797-812
Persistent link: https://www.econbiz.de/10003393516
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Simulation evidence on theory-based and statistical identification under volatility breaks
Herwartz, Helmut; Plödt, Martin - In: Oxford bulletin of economics and statistics 78 (2016) 1, pp. 94-112
Persistent link: https://www.econbiz.de/10011494636
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Testing for granger causality in moments
Chen, Yi-Ting - In: Oxford bulletin of economics and statistics 78 (2016) 2, pp. 265-288
Persistent link: https://www.econbiz.de/10011494689