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Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc; Rombouts, Jeroen V. K. - In: The econometrics journal 10 (2007) 2, pp. 408-425
Persistent link: https://www.econbiz.de/10003560012
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Feasible weighted projected principal component analysis for semi-parametric factor models
Choi, Sung Hoon - In: The econometrics journal 26 (2023) 2, pp. 215-234
Persistent link: https://www.econbiz.de/10014319342
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Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
Carrasco, Marine; Doukali, Mohamed - In: The econometrics journal 25 (2022) 1, pp. 71-97
Persistent link: https://www.econbiz.de/10012878896
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Testing identification via heteroskedasticity in structural vector autoregressive models
Lütkepohl, Helmut; Meitz, Mika; Netšunajev, Aleksei; … - In: The econometrics journal 24 (2021) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10012504441
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Testing conditional moment restriction models using empirical likelihood
Berger, Yves G. - In: The econometrics journal 25 (2022) 2, pp. 384-403
Persistent link: https://www.econbiz.de/10013253841
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Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
Čížek, Pavel; Härdle, Wolfgang; Spokojnyj, Vladimir G. - In: The econometrics journal 12 (2009) 2, pp. 248-271
Persistent link: https://www.econbiz.de/10003875660
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Bayesian estimation of a random effects heteroscedastic probit model
Gu, Yuanyuan; Fiebig, Denzil G.; Cripps, Edward; Kohn, … - In: The econometrics journal 12 (2009) 2, pp. 324-339
Persistent link: https://www.econbiz.de/10003875768
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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
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Change-point monitoring in linear models
Aue, Alexander; Horváth, Lajos; Hušková, Marie; … - In: The econometrics journal 9 (2006) 3, pp. 373-403
Persistent link: https://www.econbiz.de/10003390158
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Robust modelling of DTARCH models
Hui, Yer Van; Jiang, Jiancheng - In: The econometrics journal 8 (2005) 2, pp. 143-158
Persistent link: https://www.econbiz.de/10003018828