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Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428547
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Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models
Hsiao, Cheng; Wang, Siyan - In: The econometrics journal 10 (2007) 1, pp. 49-81
Persistent link: https://www.econbiz.de/10003451747
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A Monte Carlo study on least absolute deviation estimation of single equation of single equation linear models
Gupta, Madhuchhanda Das; Mishra, S. K. - In: The Indian economic journal 53 (2005) 2, pp. 172-187
Persistent link: https://www.econbiz.de/10003376710
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Forecast combination with entry and exit of experts
Capistrán Carmona, Carlos; Timmermann, Allan - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 428-440
Persistent link: https://www.econbiz.de/10003913380
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A simple repeat sales house price index : comparative properties under alternative data generation processes/ Arthur Grimes
Grimes, Arthur L.; Young, Chris - 2010
Persistent link: https://www.econbiz.de/10008666297
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A note on nonlinear cointegration, misspecification and bimodality
Medeiros, Marcelo C.; Mendes, Eduardo F.; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10008669363
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On the use of formative measurement specifications in structural equation modeling : a Monte Carlo simulation study to compare covariance-based and partial least squares model esti...
Ringle, Christian M.; Götz, Oliver; Wetzels, Martin; … - 2009
Persistent link: https://www.econbiz.de/10003937397
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D-optimal and D-efficient equivalent-estimation second-order split-plot designs
Macharia, Harrison; Goos, Peter - 2010
Persistent link: https://www.econbiz.de/10003973446
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Bimodal t-ratios : the impact of thick tails on inference
Fiorio, Carlo V.; Hajivassiliou, Vassilis Argyrou; … - In: The econometrics journal 13 (2010) 2, pp. 271-289
Persistent link: https://www.econbiz.de/10003978526
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Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
Vogelsang, Timothy J.; Wagner, Martin - 2011
Persistent link: https://www.econbiz.de/10008902919