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Graphical conditional moment tests
Moffatt, Peter G. - In: The econometrics journal 4 (2001) 1, pp. 56-69
Persistent link: https://www.econbiz.de/10001612282
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Estimation of dynamic models of recurrent events with censored data
Lee, Sanghyeok; Gørgens, Tue - In: The econometrics journal 24 (2021) 2, pp. 199-224
Persistent link: https://www.econbiz.de/10012594987
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Distribution regression in duration analysis : an application to unemployment spells
Delgado, Miguel A.; García, Andrés; Sant'Anna, Pedro H. C. - In: The econometrics journal 25 (2022) 3, pp. 675-698
Persistent link: https://www.econbiz.de/10013399857
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Unit root inference in panel data models where the time-series dimension is fixed : a comparison of different tests
Madsen, Edith - In: The econometrics journal 13 (2010) 1, pp. 63-94
Persistent link: https://www.econbiz.de/10003975648
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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
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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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Cointegration and sampling frequency
Chambers, Marcus J. - In: The econometrics journal 14 (2011) 2, pp. 156-185
Persistent link: https://www.econbiz.de/10009381884
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Specification testing in nonstationary time series models
Chen, Jia; Gao, Jiti; Li, Degui; Lin, Zhengyan - In: The econometrics journal 18 (2015) 1, pp. 117-136
Persistent link: https://www.econbiz.de/10011345989
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Specification tests for nonlinear dynamic models
Kheifets, Igor L. - In: The econometrics journal 18 (2015) 1, pp. 67-94
Persistent link: https://www.econbiz.de/10011345998
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Non-parametric detection and estimation of structural change
Kristensen, Dennis - In: The econometrics journal 15 (2012) 3, pp. 420-461
Persistent link: https://www.econbiz.de/10009710134