Entity usage

This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

Showing below up to 50 results in range #1 to #50.

A NOVEL APPROACH TO PREDICTIVE ACCURACY TESTING IN NESTED ENVIRONMENTS: Label: en
Asymptotically Efficient Estimation of Cointegration Regressions: Label: en
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL: Label: en
How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?: Label: en
Testing Identifiability and Specification in Instrumental Variable Models: Label: en
QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES: Label: en
ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES: Label: en
TESTING FOR CHANGES IN KENDALL’S TAU: Label: en
Multivariate Simultaneous Generalized ARCH: Label: en
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY: Label: en
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS — CORRIGENDUM: Label: en
STRETCHING THE NET: MULTIDIMENSIONAL REGULARIZATION: Label: en
COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS: Label: en
CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS: Label: en
IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS: Label: en
UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL: Label: en
THE ET INTERVIEW: PROFESSOR GARY CHAMBERLAIN: Label: en
INSTRUMENTAL VARIABLE QUANTILE REGRESSION WITH MISCLASSIFICATION: Label: en
LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION: Label: en
NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS: Label: en
OPTIMAL AUXILIARY PRIORS AND REVERSIBLE JUMP PROPOSALS FOR A CLASS OF VARIABLE DIMENSION MODELS: Label: en
A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS: Label: en
QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS: Label: en
TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION: Label: en
OPTIMAL MULTISTEP VAR FORECAST AVERAGING: Label: en
EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES: Label: en
RANDOMIZATION TESTS OF COPULA SYMMETRY: Label: en
THE ET INTERVIEW: ESFANDIAR (ESSIE) MAASOUMI: Label: en
A PORTMANTEAU TEST FOR CORRELATION IN SHORT PANELS: Label: en
A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER: Label: en
A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES: Label: en
TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE: Label: en
A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION: Label: en
COINTEGRATION IN FUNCTIONAL AUTOREGRESSIVE PROCESSES: Label: en
REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES: Label: en
DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS: Label: en
SPATIAL SEMIPARAMETRIC MODEL WITH ENDOGENOUS REGRESSORS: Label: en
ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE: Label: en
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION: Label: en
ADAPTIVE ESTIMATION OF FUNCTIONALS IN NONPARAMETRIC INSTRUMENTAL REGRESSION: Label: en
ESTIMATION OF INTEGRATED COVARIANCES IN THE SIMULTANEOUS PRESENCE OF NONSYNCHRONICITY, MICROSTRUCTURE NOISE AND JUMPS: Label: en
THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson: Label: en
THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION: Label: en
A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD: Label: en
ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS: Label: en
A SIMPLE TEST OF NORMALITY FOR TIME SERIES: Label: en
ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL: Label: en
COMMENTS ON THE 20th ANNIVERSARY ISSUE OF ECONOMETRIC THEORY: Label: en
NONPARAMETRIC IDENTIFICATION OF LATENT COMPETING RISKS MODELS: Label: en
TRANSFORMATIONS FOR MULTIVARIATE STATISTICS: Label: en