The following pages link to Econometric Reviews (Q71366):
Displayed 50 items.
- On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors (Q71368) (← links)
- Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model (Q73021) (← links)
- Identification-robust moment-based tests for Markov switching in autoregressive models (Q78594) (← links)
- The robustness, reliabiligy and power of heteroskedasticity tests (Q90711) (← links)
- Treatment Evaluation in the Presence of Sample Selection (Q100502) (← links)
- Automatic Block-Length Selection for the Dependent Bootstrap (Q113792) (← links)
- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White (Q113794) (← links)
- MIDAS Regressions: Further Results and New Directions (Q130725) (← links)
- Specification testing with estimated variables (Q137115) (← links)
- Estimation Under Inequality Constraints: Semiparametric Estimation of Conditional Duration Models (Q3007553) (← links)
- Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors (Q3007554) (← links)
- Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions (Q3007555) (← links)
- Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap (Q3007556) (← links)
- Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (Q3019209) (← links)
- Fuzzy Autoregressive Rules: Towards Linguistic Time Series Modeling (Q3019211) (← links)
- On the Discretization of Continuous-Time Filters for Nonstationary Stock and Flow Time Series (Q3019740) (← links)
- Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices (Q3019741) (← links)
- Marginal Changes in Random Parameters Ordered Response Models with Interaction Terms (Q3019743) (← links)
- Seeing Inside the Black Box: Using Diffusion Index Methodology to Construct Factor Proxies in Large Scale Macroeconomic Time Series Environments (Q3063856) (← links)
- To Combine Forecasts or to Combine Information? (Q3063857) (← links)
- The Benefits of Bagging for Forecast Models of Realized Volatility (Q3063858) (← links)
- On Some Models for Value-At-Risk (Q3063860) (← links)
- Time Series Mixtures of Generalized<i>t</i>Experts: ML Estimation and an Application to Stock Return Density Forecasting (Q3063861) (← links)
- Estimating the Market Share Attraction Model using Support Vector Regressions (Q3063862) (← links)
- Estimating Interest Rate Curves by Support Vector Regression (Q3063863) (← links)
- Empirical Likelihood for Efficient Semiparametric Average Treatment Effects (Q3086357) (← links)
- Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters (Q3086358) (← links)
- Endogeneity in Nonlinear Regressions with Integrated Time Series (Q3086359) (← links)
- Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences (Q3086360) (← links)
- The Relation of Different Concepts of Causality Used in Time Series and Microeconometrics (Q3086361) (← links)
- Estimation and Asymptotic Inference in the AR-ARCH Model (Q3086362) (← links)
- Robust Misspecification Tests for the Heckman's Two-Step Estimator (Q3086363) (← links)
- Two-Step Estimation of Endogenous and Exogenous Group Effects (Q3086365) (← links)
- A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series (Q3086366) (← links)
- Empirical Characteristic Function Estimation and Its Applications (Q3157837) (← links)
- Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model (Q3157838) (← links)
- Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends (Q3157839) (← links)
- A Note on the Role of the Propensity Score for Estimating Average Treatment Effects (Q3157840) (← links)
- Forecast Evaluation in the Presence of Unobserved Volatility (Q3157841) (← links)
- Estimating Long and Short Run Effects in Static Panel Models (Q3157842) (← links)
- On the Power of Bootstrapped Specification Tests (Q3157843) (← links)
- Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form (Q3157844) (← links)
- Unit Root Tests under Time-Varying Variances (Q3157845) (← links)
- A Consistent Test for Multivariate Conditional Distributions (Q3168910) (← links)
- Testing for a unit root in a stationary ESTAR process (Q3168911) (← links)
- Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation (Q3168912) (← links)
- Estimation of Allocative Inefficiency and Productivity Growth with Dynamic Adjustment Costs (Q3168913) (← links)
- Pairwise Tests of Purchasing Power Parity (Q3182770) (← links)
- Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments (Q3182771) (← links)
- Parametric Nonlinear Regression with Endogenous Switching (Q3182772) (← links)