Entity usage

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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.

List of pages that use a given entity

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

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  1. Simulation methods in econometrics: editors’ introduction: Label: en
  2. A framework for economic forecasting: Label: en
  3. Computationally attractive stability tests for the efficient method of moments: Label: en
  4. Simulation‐based likelihood inference for limited dependent processes: Label: en
  5. Simulation‐based finite sample normality tests in linear regressions: Label: en
  6. Simulated maximum likelihood estimation in transition models: Label: en
  7. Estimating stochastic volatility models through indirect inference: Label: en
  8. Control variates for variance reduction in indirect inference: Interest rate models in continuous time: Label: en
  9. Estimating the Kronecker indices of cointegrated echelon‐form VARMA models: Label: en
  10. A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP: Label: en
  11. Bayesian inference on GARCH models using the Gibbs sampler: Label: en
  12. Spurious periodic autoregressions: Label: en
  13. Recent developments in structural microeconometrics: Label: en
  14. Structural dynamic model of retirement with latent health indicator: Label: en
  15. A structural approach to estimating the effect of taxation on the labour market dynamics of older workers: Label: en
  16. Non‐parametric estimation of exact consumer surplus with endogeneity in price: Label: en
  17. Inference in limited dependent variable models robust to weak identification: Label: en
  18. Semi‐parametric estimation of non‐separable models: a minimum distance from independence approach: Label: en
  19. The practice of non‐parametric estimation by solving inverse problems: the example of transformation models: Label: en
  20. Kernel estimation for panel data with heterogeneous dynamics: Label: en
  21. Tests for a change in persistence against the null of difference‐stationarity: Label: en
  22. Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present: Label: en
  23. Double/debiased machine learning for treatment and structural parameters: Label: en
  24. Corrigendum to ‘A Gaussian approach for continuous time models of short‐term interest rates’: Label: en
  25. Corrigendum to ‘Likelihood‐based cointegration tests in heterogeneous panels’ (Larsson R., J. Lyhagen and M. Löthgren,Econometrics Journal, 4, 2001, 109–142): Label: en
  26. On testing for unit roots and the initial observation: Label: en
  27. Estimating the effect of price limits on limit‐hitting days: Label: en
  28. Bootstrap estimation of covariance matrices via the percentile method: Label: en
  29. Testing for stationarity in heterogeneous panel data where the time dimension is finite: Label: en
  30. On Theil's errors: Label: en
  31. Granger's representation theorem: A closed‐form expression for I(1) processes: Label: en
  32. Counts with an endogenous binary regressor: A series expansion approach: Label: en
  33. Non‐linear GARCH models for highly persistent volatility: Label: en
  34. Adaptive MCMC methods for inference on affine stochastic volatility models with jumps: Label: en
  35. Temporal disaggregation using multivariate structural time series models: Label: en
  36. Functional‐coefficient models under unit root behaviour: Label: en
  37. Simultaneous equations in ordered discrete responses with regressor‐dependent thresholds: Label: en
  38. Breaking the panels: An application to the GDP per capita: Label: en
  39. Robust modelling of DTARCH models: Label: en
  40. Moment approximation for least‐squares estimators in dynamic regression models with a unit root: Label: en
  41. Semiparametric estimation and testing of the trend of temperature series: Label: en
  42. Specification and simulated likelihood estimation of a non‐normal treatment‐outcome model with selection: Application to health care utilization: Label: en
  43. Instrumental variables estimation of stationary and non‐stationary cointegrating regressions: Label: en
  44. On robust model selection within the Cox model: Label: en
  45. Unit root tests in three‐regime SETAR models: Label: en
  46. Unit root tests and structural change when the initial observation is drawn from its unconditional distribution: Label: en
  47. Joint hypothesis specification for unit root tests with a structural break: Label: en
  48. Consistent estimation of binary‐choice panel data models with heterogeneous linear trends: Label: en
  49. Further results on optimal critical values of pre‐test when estimating the regression error variance: Label: en
  50. Mean group tests for stationarity in heterogeneous panels: Label: en

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