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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2018
Persistent link: https://www.econbiz.de/10012583496
Saved in:
2
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
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3
A varying-coefficient panel data model with fixed effects : theory and an application to U.S. commercial banks
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
;
Zhang, Xiaohui
-
2015
Persistent link: https://www.econbiz.de/10011781225
Saved in:
4
Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2024
Persistent link: https://www.econbiz.de/10014534139
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5
Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown
Ranasinghe, Kulan
(
contributor
); …
-
2008
-
January 2008
Persistent link: https://www.econbiz.de/10003778327
Saved in:
6
Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown
Ranasinghe, Kulan
(
contributor
); …
-
2008
-
June 2008
Persistent link: https://www.econbiz.de/10003778333
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7
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2009
Persistent link: https://www.econbiz.de/10003810687
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8
Estimating the error distribution in multivariate heteroscedastic time series models
Kim, Gunky
;
Silvapulle, Mervyn J.
;
Silvapulle, Paramsothy
-
2007
Persistent link: https://www.econbiz.de/10003486438
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9
Semiparametric estimation of the dependence parameter of the error terms in multivariate regression
Kim, Gunky
;
Silvapulle, Mervyn J.
;
Silvapulle, Paramsothy
-
2007
Persistent link: https://www.econbiz.de/10003486458
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10
Tests for over-identifying restrictions in partially identified linear structural equations
Forchini, Giovanni
-
2006
Persistent link: https://www.econbiz.de/10003433850
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