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Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity
Yang, Zhenlin - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 51-92
Persistent link: https://www.econbiz.de/10012488887
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Do Value Judgements Affect Testing Economic Theory?
Beed, Clive - In: International Journal of Social Economics 19 (1992) 2, pp. 6-24
Analyses the influence of value judgements in the mechanics of testing econometric theories against empirical data. The orthodox view of mainstream, positive economics is that value judgements play no part in the above process. Contests this view; defines value judgements and shows the orthodox...
Persistent link: https://www.econbiz.de/10014806765
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Local scale models: state space alternative to integrated GARCH processes
Shephard, Neil - 1994
State space alternative to autoregressive conditional heteroskedasticity models are proposed. The initial model, which …: state space alternative to integrated GARCH processes', Journal of Econometrics, 60(1-2), 181-202. [Available at http …
Persistent link: https://www.econbiz.de/10009441423
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Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003311396
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On the use of robust regression in econometrics
Baldauf, Markus (contributor);  … - 2009
estimator that has become popular in applied econometrics, and conclude that its use in this context cannot be generally …
Persistent link: https://www.econbiz.de/10003882551
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Panel data models with spatially correlated and heteroscedastic innovations : large and small sample results
Rodrigues, Paulo Jorge Maurício - 2007
Persistent link: https://www.econbiz.de/10003583088
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Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc; Rombouts, Jeroen V. K. - In: The econometrics journal 10 (2007) 2, pp. 408-425
Persistent link: https://www.econbiz.de/10003560012
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Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003396145
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Mixing conditions, central limit theorems, and invariance principles : a survey of the literature with some new results on heteroscedastic sequences
Kourogenis, Nikolaos; Pittis, Nikitas - In: Econometric reviews 30 (2011) 1, pp. 88-108
Persistent link: https://www.econbiz.de/10008990458
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Issues on multicollinearity and conditional heteroscedasticy in time series econometrics
Månsson, Kristofer - 2012
Persistent link: https://www.econbiz.de/10009503372