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Estimation theory
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Phillips, Peter C. B.
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ECONIS (ZBW)
277
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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
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
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
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:
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
Dynamic adjustment cost models with forward-looking behaviour
Fanelli, Luca
- In:
The econometrics journal
9
(
2006
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10003320192
Saved in:
7
Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models
Hsiao, Cheng
;
Wang, Siyan
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 49-81
Persistent link: https://www.econbiz.de/10003451747
Saved in:
8
Bimodal t-ratios : the impact of thick tails on inference
Fiorio, Carlo V.
;
Hajivassiliou, Vassilis Argyrou
; …
- In:
The econometrics journal
13
(
2010
)
2
,
pp. 271-289
Persistent link: https://www.econbiz.de/10003978526
Saved in:
9
Identification and inference in a simultaneous equation under alternative information sets and sampling schemes
Kiviet, J. F.
- In:
The econometrics journal
16
(
2013
)
1
,
pp. 24-59
Persistent link: https://www.econbiz.de/10009722529
Saved in:
10
Novel panel cointegration tests emending for cross-section dependence with N fixed
Hadri, Kaddour
;
Kurozumi, Eiji
;
Rao, Yao
- In:
The econometrics journal
18
(
2015
)
3
,
pp. 363-411
Persistent link: https://www.econbiz.de/10011473812
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