The following pages link to Econometric Theory and Practice (Q5489668):
Displayed 23 items.
- Confidence sets for the date of a single break in linear time series regressions (Q289210) (← links)
- Panel cointegration with global stochastic trends (Q302100) (← links)
- Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
- A regularization approach to the many instruments problem (Q528055) (← links)
- Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
- Estimation and inference in unstable nonlinear least squares models (Q528129) (← links)
- On the least squares estimation of multiple-regime threshold autoregressive models (Q738149) (← links)
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity (Q1792487) (← links)
- Localized level crossing random walk test robust to the presence of structural breaks (Q1927116) (← links)
- The error-in-rejection probability of meta-analytic panel tests (Q1934902) (← links)
- Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- Testing overidentifying restrictions with a restricted parameter space (Q2334325) (← links)
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
- Specification analysis of linear quantile models (Q2512617) (← links)
- Nonlinearity, nonstationarity, and thick tails: how they interact to generate persistence in memory (Q2630165) (← links)
- SUBSET HYPOTHESES TESTING AND INSTRUMENT EXCLUSION IN THE LINEAR IV REGRESSION (Q3465601) (← links)
- Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation (Q5080581) (← links)
- Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods (Q5095289) (← links)
- <i>Econometric Reviews</i> Honors Peter Charles Bonest Phillips, the Master Econometrician (Q5861016) (← links)
- A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models (Q5862488) (← links)
- The asymptotic behaviour of the residual sum of squares in models with multiple break points (Q5864643) (← links)
- An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup> (Q5865520) (← links)