Special issue of \textit{Econometric Theory} in honor of Professor Richard J. Smith: guest editors' introduction
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Publication:4637607
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Cites work
- Additional critical values and asymptotic representations for seasonal unit root tests
- Estimation of Dynamic Models with Error Components
- Formulation and estimation of dynamic models using panel data
- Generalized empirical likelihood non-nested tests
- LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
- REGRESSION-BASED SEASONAL UNIT ROOT TESTS
- Testing for a unit root in time series regression
- Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
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- Festschrift in honor of Peter Schmidt. Econometric methods and applications. In part papers presented at the conference, Houston, TX, USA, June 30 -- July 2, 2011
- Peter Schmidt: Econometrician and consummate professional
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