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Distribution-free specification tests for dynamic linear models
Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos - In: The econometrics journal 12 (2009), pp. 105-134
Persistent link: https://www.econbiz.de/10003876439
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Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
Lobato, Ignacio N.; Velasco, Carlos - In: The econometrics journal 25 (2022) 2, pp. 455-476
Persistent link: https://www.econbiz.de/10013253844
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Improved Lagrange multiplier tests in spatial autoregressions
Robinson, Peter M.; Rossi, Francesca - In: The econometrics journal 17 (2014) 1, pp. 139-164
Persistent link: https://www.econbiz.de/10010498750
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Large-sample inference on spatial dependence
Robinson, Peter M. - In: The econometrics journal 12 (2009), pp. 68-82
Persistent link: https://www.econbiz.de/10003876296
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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
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Nonparametric panel data regression with parametric cross-sectional dependence
Soberon, Alexandra; Rodríguez Poo, Juan Manuel; … - In: The econometrics journal 25 (2022) 1, pp. 114-133
Persistent link: https://www.econbiz.de/10012878897
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Optimal fractional Dickey-Fuller tests
Lobato, Ignacio N.; Velasco, Carlos - In: The econometrics journal 9 (2006) 3, pp. 492-510
Persistent link: https://www.econbiz.de/10003390169
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Optimal Fractional Dickey-Fuller tests
Lobato, Ignacion; Velasco, Carlos - In: The econometrics journal 9 (2006) 3, pp. 492-510
Persistent link: https://www.econbiz.de/10007402521