The following pages link to Journal of Econometrics (Q58362):
Displaying 50 items.
- A two-step estimator for large approximate dynamic factor models based on Kalman filtering (Q58366) (← links)
- Nonparametric efficiency analysis: A multivariate conditional quantile approach (Q58631) (← links)
- Robustness and inference in nonparametric partial frontier modeling (Q58633) (← links)
- Global optimization of statistical functions with simulated annealing (Q59975) (← links)
- Three-stage least squares with different instruments for different equations (Q63508) (← links)
- A Bayesian analysis of the multinomial probit model using marginal data augmentation (Q69484) (← links)
- Maximum likelihood estimation of a spatial autoregressive Tobit model (Q70138) (← links)
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances (Q71369) (← links)
- Modelling volatility by variance decomposition (Q71677) (← links)
- Estimation of Markov regime-switching regression models with endogenous switching (Q72021) (← links)
- CRPS learning (Q72765) (← links)
- CRPS Learning (Q72766) (← links)
- Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data (Q73022) (← links)
- Sufficient forecasting using factor models (Q75240) (← links)
- Gaussian mixture vector autoregression (Q75584) (← links)
- Identification and estimation of non-Gaussian structural vector autoregressions (Q77374) (← links)
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large (Q77664) (← links)
- Estimation of spatial autoregressive panel data models with fixed effects (Q77665) (← links)
- Nonparametric comparison of epidemic time trends: The case of COVID-19 (Q79881) (← links)
- High dimensional stochastic regression with latent factors, endogeneity and nonlinearity (Q82524) (← links)
- Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997) (← links)
- Initial conditions and moment restrictions in dynamic panel data models (Q83297) (← links)
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- Achieving shrinkage in a time-varying parameter model framework (Q89526) (← links)
- The wild bootstrap, tamed at last (Q90678) (← links)
- A note on studentizing a test for heteroscedasticity (Q90687) (← links)
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- A point optimal test for heteroscedastic disturbances (Q90705) (← links)
- A further class of tests for heteroscedasticity (Q90706) (← links)
- Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties (Q90758) (← links)
- Consistent model specification tests (Q91781) (← links)
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
- Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
- A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
- Forecasting the term structure of government bond yields (Q94953) (← links)
- Permutation test for heterogeneous treatment effects with a nuisance parameter (Q95381) (← links)
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Properties and estimation of asymmetric exponential power distribution (Q97355) (← links)
- An automatic Portmanteau test for serial correlation (Q97692) (← links)
- Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods (Q98048) (← links)
- Efficient estimation of models for dynamic panel data (Q98307) (← links)
- Another look at the instrumental variable estimation of error-components models (Q98310) (← links)
- A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312) (← links)
- A doubly corrected robust variance estimator for linear GMM (Q98316) (← links)
- Bertrand competition with capacity constraints: mergers among parking lots (Q99200) (← links)
- Nonparametric IV estimation of local average treatment effects with covariates (Q100500) (← links)
- Fixed effects estimation of structural parameters and marginal effects in panel probit models (Q100624) (← links)
- Individual and time effects in nonlinear panel models with large N,T (Q100780) (← links)
- Difference-in-Differences with multiple time periods (Q101482) (← links)
- Doubly robust difference-in-differences estimators (Q101594) (← links)
