Narrow search
Showing 1 - 10 of 2,568
Cover Image
Improved Lagrange multiplier tests in spatial autoregressions
Robinson, Peter M.; Rossi, Francesca - In: The econometrics journal 17 (2014) 1, pp. 139-164
Persistent link: https://www.econbiz.de/10010498750
Cover Image
Testing population variance in case of one sample and the difference of variances in case of two samples : example of wage and pension data sets in Serbia
Rajic, Vesna Cojbasic; Kocovic, Jelena; Loncar, Dragan; … - In: Economic modelling 29 (2012) 3, pp. 610-613
Persistent link: https://www.econbiz.de/10009544871
Cover Image
The estimation and testing of a linear regression with near unit root in the spatial autoregressive error term
Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 241-270
Persistent link: https://www.econbiz.de/10010202741
Cover Image
Higher-order least squares inference for spatial autoregressions
Rossi, Francesca; Robinson, Peter M. - 2020
Persistent link: https://www.econbiz.de/10012307275
Cover Image
Higher-order least squares inference for spatial autoregressions
Rossi, Francesca; Robinson, Peter M. - In: Journal of econometrics 232 (2023) 1, pp. 244-269
Persistent link: https://www.econbiz.de/10013472898
Cover Image
A class of indirect inference estimators : higher-order asymptotics and approximate bias correction
Arvanitis, Stelios; Dēmos, Antōnēs A. - In: The econometrics journal 18 (2015) 2, pp. 200-241
Persistent link: https://www.econbiz.de/10011378482
Cover Image
Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model
Dēmos, Antōnēs A.; Kyriakopoulou, Dimitra - In: Journal of time series econometrics 11 (2019) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10012022815
Cover Image
Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model
Dēmos, Antōnēs A.; Kyriakopoulou, Dimitra - 2018
Persistent link: https://www.econbiz.de/10011992635
Cover Image
A modified Corrado test for assessing abnormal security returns
Ataullah, Ali; Song, Xiaojing; Tippett, Mark - In: The European journal of finance 17 (2011) 7/8, pp. 589-601
Persistent link: https://www.econbiz.de/10009509842
Cover Image
Refinements in maximum likelihood inference on spatial autocorrelation in panel data
Robinson, Peter M.; Rossi, Francesca - In: Journal of econometrics 189 (2015) 2, pp. 447-456
Persistent link: https://www.econbiz.de/10011504614