Narrow search
Showing 1 - 10 of 5,878
Cover Image
Band spectrum least squares in fractional cointegration models with unknown fractional integration orders
Kim, Chang Sik - In: The Korean economic review 22 (2006) 1, pp. 21-54
Persistent link: https://www.econbiz.de/10003738721
Cover Image
Least squares inference on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar; Voev, Valeri - 2009
Persistent link: https://www.econbiz.de/10003849539
Cover Image
Improved and extended end-of-sample instability tests using a feasible quasi-generalized least squares procedure
Kim, Dukpa - In: Econometric theory 26 (2010) 4, pp. 994-1031
Persistent link: https://www.econbiz.de/10003993819
Cover Image
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models : some additional results
Hayakawa, Kazuhiko - In: Journal of econometrics 159 (2010) 1, pp. 202-208
Persistent link: https://www.econbiz.de/10008839928
Cover Image
Least squared inference on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar; Voev, Valeri - 2009
Persistent link: https://www.econbiz.de/10008856278
Cover Image
Consistent OLS estimation of AR(1) dynamic panel data models with short time series
Hayakawa, Kazuhiko - In: Applied economics letters 14 (2007) 13/15, pp. 1141-1145
Persistent link: https://www.econbiz.de/10003606924
Cover Image
On the least squares estimation of multiple-regime threshold autoregressive models
Li, Dong - In: Journal of econometrics 167 (2012) 1, pp. 240-253
Persistent link: https://www.econbiz.de/10009551421
Cover Image
Least squares infernce on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar; Voev, Valeri - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 1, pp. 94-108
Persistent link: https://www.econbiz.de/10009558954
Cover Image
Estimation of nonlinear error correction models
Seo, Myung Hwan - In: Econometric theory 27 (2011) 2, pp. 201-234
Persistent link: https://www.econbiz.de/10009310816
Cover Image
Simultaneous specification testing of mean and variance structures in nonlinear time series regression
Chen, Song Xi; Gao, Jiti - In: Econometric theory 27 (2011) 4, pp. 792-843
Persistent link: https://www.econbiz.de/10009311732