Editorial. Annals Journal of Econometrics: Nonlinear and nonparametric methods in econometrics
DOI10.1016/J.JECONOM.2009.10.023zbMATH Open1431.00036OpenAlexW1990106608MaRDI QIDQ530964FDOQ530964
Authors:
Publication date: 1 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.10.023
Recommendations
Applications of statistics to economics (62P20) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25)
Cites Work
- Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
- Semiparametric Binary Choice Panel Data Models Without Strictly Exogeneous Regressors
- A PANIC attack on unit roots and cointegration.
- More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
- Nonlinear IV unit root tests in panels with cross-sectional dependency.
- MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
Cited In (10)
- Editorial. Special issue of the Journal of Econometrics on ``Econometric estimation and testing: essays in honour of Maxwell King
- Editorial: Quantile regression
- Heterogeneity in panel data and in nonparametric analysis
- Issue of the Annals of Econometrics on Indirect estimation methods in finance and economics
- Nonparametric and robust methods in econometrics
- Editorial. Moment restriction-based econometric methods: an overview
- Editorial. Editors' introduction
- Editorial: Misspecification test methods in econometrics
- Editorial
- Editorial: Nonlinear financial econometrics JoE special issue introduction
This page was built for publication: Editorial. Annals Journal of Econometrics: Nonlinear and nonparametric methods in econometrics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q530964)
