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Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary; Potter, Simon M. - In: The econometrics journal 4 (2001) 1, pp. 37-55
Persistent link: https://www.econbiz.de/10001612280
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Propensity score matching without conditional independence assumption : with an application to the gender wage gap in the United Kingdom
Frölich, Markus - In: The econometrics journal 10 (2007) 2, pp. 359-407
Persistent link: https://www.econbiz.de/10003560009
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An overview of the estimation of large covariance and precision matrices
Fan, Jianqing; Liao, Yuan; Liu, Han - In: The econometrics journal 19 (2016) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011487485
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Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich; Veliyev, Bezirgen - In: The econometrics journal 19 (2016) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011487524
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Asymptotic refinements of nonparametric bootstrap for quasi-likelihood ratio tests for classes of extremum estimators
Camponovo, Lorenzo - In: The econometrics journal 19 (2016) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10011487564
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Nonparametric bootstrap tests for independence of generalized errors
Du, Zaichao - In: The econometrics journal 19 (2016) 1, pp. 55-83
Persistent link: https://www.econbiz.de/10011487609
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Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre; Rodríguez, Gabriel - In: The econometrics journal 19 (2016) 1, pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
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Maximization by parts in extremum estimation
Fan, Yanqin; Pastorello, Sergio; Renault, Eric - In: The econometrics journal 18 (2015) 2, pp. 147-171
Persistent link: https://www.econbiz.de/10011378476
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Non-standard rates of convergence of criterion-function-based set estimators for binary response models
Blevins, Jason R. - In: The econometrics journal 18 (2015) 2, pp. 172-199
Persistent link: https://www.econbiz.de/10011378479
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A class of indirect inference estimators : higher-order asymptotics and approximate bias correction
Arvanitis, Stelios; Dēmos, Antōnēs A. - In: The econometrics journal 18 (2015) 2, pp. 200-241
Persistent link: https://www.econbiz.de/10011378482