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Conditional moment models under semi-strong identification

Antoine, Bertille; Lavergne, Pascal - In: Journal of econometrics 182 (2014) 1, pp. 59-69

Persistent link: https://www.econbiz.de/10010497144

Directed graphs and variable selection in large vector autoregressive models

Bertsche, Dominik; Brüggemann, Ralf; Kascha, Christian - 2019 - First draft: July 17, 2017, this version: December 10, 2018

We represent the dynamic relation among variables in vector autoregressive (VAR) models as directed graphs. Based on these graphs, we identify so-called strongly connected components (SCCs). Using this graphical representation, we consider the problem of variable selection. We use the relations...

Persistent link: https://www.econbiz.de/10012317407

Estimation of fluid flow rate and mixture composition

Singh, Pradyumn; Karthikeyan, G.; Shapiro, Mark; Gu, Shiyuan - In: Advances in analytics and applications, (pp. 177-185). 2019

Persistent link: https://www.econbiz.de/10011974448

Identifying the elasticity of substitution with biased technical change : a structural panel GMM estimator

Brasch, Thomas von; Raknerud, Arvid; Vigtel, Trond C. - In: The econometrics journal 27 (2024) 1, pp. 84-106

Persistent link: https://www.econbiz.de/10014528094

Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics

McElroy, Tucker; Politis, Dimitris N. - In: Journal of econometrics 182 (2014) 1, pp. 211-225

Persistent link: https://www.econbiz.de/10010497087

Nonparametric and semiparametric regressions subject to monotonicity constraints : estimation and forecasting

Lee, Tae-hwy; Tu, Yundong; Ullah, Aman - In: Journal of econometrics 182 (2014) 1, pp. 196-210

Persistent link: https://www.econbiz.de/10010497090

Sieve M inference on irregular parameters

Chen, Xiaohong; Liao, Zhipeng - In: Journal of econometrics 182 (2014) 1, pp. 70-86

Persistent link: https://www.econbiz.de/10010497140

Testing conditional independence via empirical likelihood

Su, Liangjun; White, Halbert - In: Journal of econometrics 182 (2014) 1, pp. 27-44

Persistent link: https://www.econbiz.de/10010497148

Testing for separability in structural equations

Lu, Xun; White, Halbert - In: Journal of econometrics 182 (2014) 1, pp. 14-26

Persistent link: https://www.econbiz.de/10010497150

Consistent estimation of technical and allocative efficiencies for a semiparametric stochastic cost frontier with shadow input prices

Huang, Tai-hsin; Chen, Kuan-chen; Lin, Chien-hsiu; … - In: Journal of productivity analysis 41 (2014) 2, pp. 307-320

Persistent link: https://www.econbiz.de/10010478287