The following pages link to The Econometrics Journal (Q59215):
Displayed 50 items.
- Double/debiased machine learning for treatment and structural parameters (Q59222) (← links)
- Exact formulas for the Hodrick-Prescott filter (Q73810) (← links)
- Kernel estimation for panel data with heterogeneous dynamics (Q130133) (← links)
- Minimum distance estimation of stationary and non‐stationary ARFIMA processes (Q135663) (← links)
- Tests for a change in persistence against the null of difference‐stationarity (Q135924) (← links)
- Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present (Q143023) (← links)
- Prediction‐based estimating functions (Q2707866) (← links)
- Testing for stationarity in heterogeneous panel data (Q2707867) (← links)
- The representative household's demand for money in a cointegrated VAR model (Q2707869) (← links)
- Testing for linear autoregressive dynamics under heteroskedasticity (Q2707870) (← links)
- BUGS for a Bayesian analysis of stochastic volatility models (Q2707871) (← links)
- Cointegration analysis in the presence of structural breaks in the deterministic trend (Q2707872) (← links)
- Determining the order of differencing in seasonal time series processes (Q2707873) (← links)
- Forecasting with difference-stationary and trend-stationary models (Q2772832) (← links)
- Forecasting in Econometrics: editors’ introduction (Q2772833) (← links)
- Fiscal forecasting: The track record of the IMF, OECD and EC (Q2772834) (← links)
- Analysis of a panel of UK macroeconomic forecasts (Q2772835) (← links)
- An automatic leading indicator of economic activity: forecasting GDP growth for European countries* (Q2772837) (← links)
- Nonlinear econometric models with cointegrated and deterministically trending regressors (Q2772838) (← links)
- Are apparent findings of nonlinearity due to structural instability in economic time series? (Q2772839) (← links)
- Graphical conditional moment tests (Q2772840) (← links)
- Testing the unit root hypothesis using generalized range statistics (Q2772841) (← links)
- Estimation of AR(1) models with unequally spaced pseudo‐panels (Q2772842) (← links)
- Likelihood‐based cointegration tests in heterogeneous panels (Q2772843) (← links)
- Asymptotic approximations in the near‐integrated model with a non‐zero initial condition (Q2772845) (← links)
- Incorporating covariates in the measurement of welfare and inequality: methods and applications (Q2895995) (← links)
- Statistical inference in the presence of heavy tails (Q2895996) (← links)
- Discussion of S.G. Donald et al. and R. Davidson (Q2895997) (← links)
- Generalized empirical likelihood testing in semiparametric conditional moment restrictions models (Q2895998) (← links)
- Breakdown point theory for implied probability bootstrap (Q2895999) (← links)
- Testing for common trends in semi‐parametric panel data models with fixed effects (Q2896000) (← links)
- Unit root tests for panel data with AR(1) errors and small T (Q2896001) (← links)
- On the problem of inference for inequality measures for heavy‐tailed distributions (Q2896002) (← links)
- Break point estimators for a slope shift: levels versus first differences (Q2896003) (← links)
- Weak and strong cross‐section dependence and estimation of large panels (Q3018486) (← links)
- Quantile regression models with factor‐augmented predictors and information criterion (Q3018487) (← links)
- Testing for sphericity in a fixed effects panel data model (Q3018488) (← links)
- The Hausman test in a Cliff and Ord panel model (Q3018489) (← links)
- Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
- An I(2) cointegration model with piecewise linear trends (Q3018500) (← links)
- Cointegration and sampling frequency (Q3018501) (← links)
- Misspecification in moment inequality models: back to moment equalities? (Q3018502) (← links)
- Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures (Q3018503) (← links)
- Quasi‐maximum likelihood estimation of discretely observed diffusions (Q3018504) (← links)
- On the efficiency of a semi‐parametric GARCH model (Q3018505) (← links)
- Test statistics for prospect and Markowitz stochastic dominances with applications (Q3018506) (← links)
- Regressions with asymptotically collinear regressors (Q3018507) (← links)
- Large deviations of generalized method of moments and empirical likelihood estimators (Q3018508) (← links)
- Simple regression‐based tests for spatial dependence (Q3018509) (← links)
- Non‐parametric identification of the mixed proportional hazards model with interval‐censored durations (Q3018510) (← links)