Econometric Theory and Practice
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Publication:5489668
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(40)- The econometrics of economic policy. Papers from the conference held in Fiesole, Italy, October 1995
- Notation in econometrics: a proposal for a standard
- Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods
- Testing for Changes in Forecasting Performance
- Unit roots, level shifts, and trend breaks in per capita output: a robust evaluation
- Econometric Reviews Honors Peter Charles Bonest Phillips, the Master Econometrician
- The error-in-rejection probability of meta-analytic panel tests
- A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
- Confidence sets for the date of a single break in linear time series regressions
- An augmented Anderson–Hsiao estimator for dynamic short-T panels†
- scientific article; zbMATH DE number 1975652 (Why is no real title available?)
- Localized level crossing random walk test robust to the presence of structural breaks
- Panel cointegration with global stochastic trends
- Specification analysis of linear quantile models
- Testing for parameter instability and structural change in persistent predictive regressions
- On the least squares estimation of multiple-regime threshold autoregressive models
- Essays in honor of M. Hashem Pesaran. Prediction and macro modeling
- Editorial: Advance in theoretical econometrics -- essays in honor of Takeshi Amemiya
- scientific article; zbMATH DE number 1975653 (Why is no real title available?)
- Subset hypotheses testing and instrument exclusion in the linear IV regression
- Nonparametric inference for quantile cointegrations with stationary covariates
- Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications
- The creative mind in econometrics: studies in celebration of Robert Basmann's 90th year on causation, identification and structural equation estimation
- Contributions to mathematics, statistics, econometrics, and finance. Essays in honor of Professor Seppo Pynnönen on the occasion of his 60th birthday
- Nonlinearity, nonstationarity, and thick tails: how they interact to generate persistence in memory
- A regularization approach to the many instruments problem
- Econometric analysis of continuous time models: a survey of Peter Phillips's work and some new results
- Nonstationary nonlinearity: a survey on Peter Phillips's contributions with a new perspective
- The asymptotic behaviour of the residual sum of squares in models with multiple break points
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity
- Essays in honor of Cheng Hsiao
- Testing overidentifying restrictions with a restricted parameter space
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification
- Linear nonstationary models -- a review of the work of Professor P.C.B. Phillips
- Peter C. B. Phillips's contributions to panel data methods
- Estimation and inference in unstable nonlinear least squares models
- Local GMM estimation of time series models with conditional moment restrictions
- Recent advances in panel data, nonlinear and nonparametric models: a festschrift in honor of Peter C.B. Phillips
- Recent advances in nonstationary time series: a festschrift in honor of Peter C.B. Phillips
- Taking a new contour: a novel approach to panel unit root tests
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