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Robust misspecification tests for the Heckman's two-step estimator
Montes-Rojas, Gabriel V. - In: Econometric reviews 30 (2011) 2, pp. 154-172
Persistent link: https://www.econbiz.de/10008990445
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Empirical likelihood inference for Oaxaca-Blinder decomposition
Otsu, Taisuke; Tanaka, Shiori - In: Economics letters 219 (2022), pp. 1-3
Persistent link: https://www.econbiz.de/10013470977
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Small sample estimation bias in GARCH models with any number of exogenous variables in the mean equation
Iglesias, Emma M.; Phillips, Garry D. A. - In: Econometric reviews 30 (2011) 3, pp. 303-336
Persistent link: https://www.econbiz.de/10008990434
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Finite sample performance of the MLE in GARCH(1,1) : when the parameter on the lagged squared residual is close to zero
Kim, Suduk - In: Journal of economic theory and econometrics : journal … 4 (1998) 2, pp. 131-151
Persistent link: https://www.econbiz.de/10001562242
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Estimating the risk-return trade-off with overlapping data inference
Hedegaard, Esben; Hodrick, Robert J. - In: Journal of banking & finance 67 (2016), pp. 135-145
Persistent link: https://www.econbiz.de/10011634670
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Diagnostic tests based on quantile residuals for nonlinear time series models
Kalliovirta, Leena - 2009
Persistent link: https://www.econbiz.de/10003885269
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Misspecification tests for periodic long memory GARCH models
Caporin, Massimiliano; Lisi, Francesco - In: Statistical methods & applications : SMA ; journal of … 19 (2010) 1, pp. 47-62
Persistent link: https://www.econbiz.de/10003945286
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On bootstrap validity for subset Anderson-Rubin test in IV regressions
Doko Tchatoka, Firmin; Wang, Wenjie - 2015
Persistent link: https://www.econbiz.de/10010528653
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Estimation and test for power-transformed and threshold GARCH models
Pan, Jiazhu; Wang, Hui; Tong, Howell - In: Journal of econometrics 142 (2008) 1, pp. 352-378
Persistent link: https://www.econbiz.de/10003608206
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Bayesian inference for discretely sampled Markov processes with closed-form likelihood expansions
Stramer, Osnat; Bognar, Matthew; Schneider, Paul - In: Journal of financial econometrics : official journal of … 8 (2010) 4, pp. 450-480
Persistent link: https://www.econbiz.de/10008665746