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Estimation theory
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Phillips, Peter C. B.
5
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Shin, Youngki
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Haiqing Xu
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ECONIS (ZBW)
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1
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
Saved in:
2
Two-stage least squares as minimum distance
Windmeijer, Frank
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012166646
Saved in:
3
A comparison of autoregressive distributed lag and dynamics OLS cointegration estimators in the case of serially correlated cointegration error
Panopulu, Aikaterinē
;
Pittis, Nikitas
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 585-617
Persistent link: https://www.econbiz.de/10002463690
Saved in:
4
Representation theorem for convex nonparametric least squares
Kuosmanen, Timo
- In:
The econometrics journal
11
(
2008
)
2
,
pp. 308-325
Persistent link: https://www.econbiz.de/10003750827
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5
Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012504451
Saved in:
6
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
Saved in:
7
Estimation of state-space models with endogenous Markov regime-switching parameters
Kang, Kyu Ho
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 56-82
Persistent link: https://www.econbiz.de/10010498759
Saved in:
8
Multinomial probit estimation without nuisance parameters
Breslaw, Jon A.
- In:
The econometrics journal
5
(
2002
)
2
,
pp. 417-434
Persistent link: https://www.econbiz.de/10001713312
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9
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
Saved in:
10
Estimating stochastic volatility models through indirect inference
Monfardini, Chiara
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10001443684
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