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Bootstrap, jackknife and COLS : bias and mean squared error in estimation of autoregressive models
Liu-Evans, Gareth D.; Phillips, Garry D. A. - In: Journal of time series econometrics 4 (2012) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10010097495
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Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments
Iglesias, Emma M.; Phillips, Garry D. A. - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 4, pp. 505-521
Persistent link: https://www.econbiz.de/10010033528
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Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances
Iglesias, Emma M.; Phillips, Garry D. A. - In: Journal of applied econometrics 27 (2012) 3, pp. 474-500
Persistent link: https://www.econbiz.de/10009838967
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Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models
Iglesias, Emma M.; Phillips, Garry D. A. - In: Econometric reviews 31 (2012) 5, pp. 532-558
Persistent link: https://www.econbiz.de/10009842058
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J.G.; Kiviet, Jan F. - In: Journal of econometrics 132 (2006) 2, pp. 409-444
Persistent link: https://www.econbiz.de/10007286186
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Moment approximation for least-squares estimators in dynamic regression models with a unit root link rid="fn1">*
Kiviet, Jan F.; Phillips, Garry D.A. - In: The econometrics journal 8 (2005) 2, pp. 115-142
Persistent link: https://www.econbiz.de/10007434442
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Alternative bias approximations in first-order dynamic reduced form models
Kiviet, Jan F.; Phillips, Garry D.A.; Schipp, Bernhard - In: Journal of economic dynamics & control 23 (1999) 7, pp. 909-928
Persistent link: https://www.econbiz.de/10006785373
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Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
Dufour, Jean-Marie; Kiviet, Jan F. - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10006790051
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Exact tests in single equation autoregressive distributed lag models
Kiviet, Jan F.; Dufour, Jean-Marie - In: Journal of econometrics 80 (1997) 2, pp. 325-354
Persistent link: https://www.econbiz.de/10006791456
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Exact tests for structural change in first-order dynamic models
Dufour, Jean-Marie; Kiviet, Jan F. - In: Journal of econometrics 70 (1996) 1, pp. 39-68
Persistent link: https://www.econbiz.de/10006794816