ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM

JOURNAL ARTICLE published October 2022 in Econometric Theory

Authors: Oliver B. Linton | Haihan Tang

Partially Adaptive Estimation of the Censored Regression Model

JOURNAL ARTICLE published 3 October 2014 in Econometric Reviews

Authors: Randall A. Lewis | James B. McDonald

Identification and Estimation of a Simple Two-Equation Model

JOURNAL ARTICLE published December 1988 in Econometric Theory

Authors: Narendra Singh | Avanindra N. Bhat

Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends

JOURNAL ARTICLE published June 1996 in Econometric Theory

Authors: Theodore Simos

Endogeneity in semiparametric threshold regression models with two threshold variables

JOURNAL ARTICLE published 26 November 2023 in Econometric Reviews

Authors: Chaoyi Chen | Thanasis Stengos | Yiguo Sun

The Identification and Estimation of a Simple Demand and Supply Model

JOURNAL ARTICLE published April 1987 in Econometric Theory

Authors: R. W. Farebrother

ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL

JOURNAL ARTICLE published February 2002 in Econometric Theory

Authors: Marcia M.A. Schafgans | Victoria Zinde-Walsh

IDENTIFICATION AND ESTIMATION IN A THIRD-PRICE AUCTION MODEL

JOURNAL ARTICLE published June 2020 in Econometric Theory

Authors: Andreea Enache | Jean-Pierre Florens

The Identification and Estimation of a Simple Demand and Supply Model

JOURNAL ARTICLE published April 1986 in Econometric Theory

Authors: R. W. Farebrother

Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison

JOURNAL ARTICLE published September 2006 in Econometric Reviews

Authors: Jun Yu | Renate Meyer

The Effect of Inflation on Inflation Uncertainty in the G7 Countries: A Double Threshold GARCH Model

JOURNAL ARTICLE published 1 April 2015 in International Econometric Review

Authors: Kushal Banik Chowdhury | Nityananda Sarkar

Estimation, Learning and Parameters of Interest in a Multiple Outcome Selection Model

JOURNAL ARTICLE published June 2006 in Econometric Reviews

Authors: Justin L. Tobias

X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION

JOURNAL ARTICLE published February 2014 in Econometric Theory

Authors: Chirok Han | Peter C. B. Phillips | Donggyu Sul

A Consistent Model Specification Test for Nonparametric Estimation of Regression Function Models

JOURNAL ARTICLE published June 1993 in Econometric Theory

Authors: Pedro L. Gozalo

Estimation in a semiparametric panel data model with nonstationarity

JOURNAL ARTICLE published 14 September 2019 in Econometric Reviews

Research funded by National Natural Science Foundation of China (71671143) | Australian Research Council Discovery Grants Program (DP150101012,DP170104421)

Authors: Chaohua Dong | Jiti Gao | Bin Peng

ML Estimation of Linear Regression Model with AR(1) Errors and Two Observations

JOURNAL ARTICLE published June 1993 in Econometric Theory

Authors: Lonnie Magee

Local Linear Estimation of a Nonparametric Cointegration Model

JOURNAL ARTICLE published 22 May 2015 in Econometric Reviews

Authors: Zhongwen Liang | Zhongjian Lin | Cheng Hsiao

Instrumental Variables Estimator and Admissibility

JOURNAL ARTICLE published March 1992 in Econometric Theory

Authors: Götz Trenkler

GARCH Model Estimation Using Estimated Quadratic Variation

JOURNAL ARTICLE published 22 May 2015 in Econometric Reviews

Authors: John W. Galbraith | Victoria Zinde-Walsh | Jingmei Zhu

Identification and estimation in a linear correlated random coefficients model with censoring

JOURNAL ARTICLE published 7 February 2020 in Econometric Reviews

Research funded by National Science Foundation of China (71501116) | National Science Foundation of China (71833004)

Authors: Zhengyu Zhang | Zequn Jin