Narrow search
Showing 1 - 10 of 81
Cover Image
Robust estimators for the fixed effects panel data model
Bramati, Maria Caterina; Croux, Christophe - In: The econometrics journal 10 (2007) 3, pp. 521-540
Persistent link: https://www.econbiz.de/10003637606
Cover Image
Moments of IV and JIVE estimators
Davidson, Russell; MacKinnon, James G. - In: The econometrics journal 10 (2007) 3, pp. 541-553
Persistent link: https://www.econbiz.de/10003637613
Cover Image
Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G.; Orme, Chris D.; Silva, João Santos - In: The econometrics journal 9 (2006) 1, pp. 76-97
Persistent link: https://www.econbiz.de/10003320202
Cover Image
On robust model selection within the Cox model
Bednarski, Tadeusz; Mocarska, Edyta - In: The econometrics journal 9 (2006) 2, pp. 279-290
Persistent link: https://www.econbiz.de/10003352037
Cover Image
Instrumental variables estimation of stationary and non-stationary cointegrating regressions
Robinson, Peter M.; Gerolimetto, Margherita - In: The econometrics journal 9 (2006) 2, pp. 291-306
Persistent link: https://www.econbiz.de/10003352040
Cover Image
Local sensitivity and diagnostic tests
Magnus, Jan R.; Vasnev, Andrey L. - In: The econometrics journal 10 (2007) 1, pp. 166-192
Persistent link: https://www.econbiz.de/10003451753
Cover Image
Non-parametric regression with a latent time series
Linton, Oliver; Nielsen, Jens Perch; Nielsen, Søren Feodor - In: The econometrics journal 12 (2009) 2, pp. 187-207
Persistent link: https://www.econbiz.de/10003875342
Cover Image
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise; Dufour, Jean-Marie - In: The econometrics journal 12 (2009), pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Cover Image
Copula-based nonlinear quantile autoregression
Chen, Xiaohong; Koenker, Roger; Xiao, Zhijie - In: The econometrics journal 12 (2009), pp. 50-67
Persistent link: https://www.econbiz.de/10003876289
Cover Image
Quantile regression models with factor-augmented predictors and information criterion
Ando, Tomohiro; Tsay, Ruey S. - In: The econometrics journal 14 (2011) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10009007618