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Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market
Hodgson, Douglas J. - In: Journal of applied econometrics 14 (1999) 6, pp. 627-650
Persistent link: https://www.econbiz.de/10001440633
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Adaptive estimation of error correction models
Hodgson, Douglas J. - In: Econometric theory 14 (1998) 1, pp. 44-69
Persistent link: https://www.econbiz.de/10001238035
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Adaptive estimation of cointegration regressions with ARMA errors
Hodgson, Douglas J. - In: Journal of econometrics 85 (1998) 2, pp. 231-267
Persistent link: https://www.econbiz.de/10001240194
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Robust semiparametric estimation in the presence of heterogeneity of unknown form
Hodgson, Douglas J. - 1996
Persistent link: https://www.econbiz.de/10000945386
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Semiparametric efficient estimation in time series
Hodgson, Douglas J. - 1997
Persistent link: https://www.econbiz.de/10000977454
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Adaptive estimation of cointegrating regressions with ARMA errors
Hodgson, Douglas J. - 1995
Persistent link: https://www.econbiz.de/10000917545
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Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market
Hodgson, Douglas J. - 1995
Persistent link: https://www.econbiz.de/10000917546
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Adaptive estimation of error correction models
Hodgson, Douglas J. - 1995
Persistent link: https://www.econbiz.de/10000917548
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Generalized method of moments, efficient bootstrapping, and improved inference
Brown, Bryan W.; Newey, Whitney K. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 4, pp. 507-517
Persistent link: https://www.econbiz.de/10001705963
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Stochastic specification in random production models of cost-minimizing firms
Brown, Bryan W. - In: Journal of econometrics 66 (1995) 1, pp. 175-205
Persistent link: https://www.econbiz.de/10001174119