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Estimation of Type 3 Tobit Model via the EM Algorithm

JOURNAL ARTICLE published March 1991 in Econometric Theory

Authors: S.K. Sapra

ECT volume 2 issue 1 Back matter

JOURNAL ARTICLE published August 1986 in Econometric Theory

Underspecified Linear Model and the Best Instrumental Variable Estimator

JOURNAL ARTICLE published June 1994 in Econometric Theory

Authors: Eric Iksoon Im

CORRIGENDUM

JOURNAL ARTICLE published December 2002 in Econometric Theory

BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP

JOURNAL ARTICLE published June 2017 in Econometric Theory

Authors: D. S. Poskitt | Gael M. Martin | Simone D. Grose

PROBLEMS AND SOLUTIONS

JOURNAL ARTICLE published December 2002 in Econometric Theory

Variance Component Estimation Under Misspecification

JOURNAL ARTICLE published September 1991 in Econometric Theory

Authors: Badi H. Baltagi | Qi Li

ECT volume 25 issue 2 Cover and Back matter

JOURNAL ARTICLE published April 2009 in Econometric Theory

ECT volume 38 issue 1 Cover and Back matter

JOURNAL ARTICLE published February 2022 in Econometric Theory

TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD

JOURNAL ARTICLE published February 2011 in Econometric Theory

Authors: Taisuke Otsu | Yoon-Jae Whang

NEARLY EFFICIENT LIKELIHOOD RATIO TESTS OF A UNIT ROOT IN AN AUTOREGRESSIVE MODEL OF ARBITRARY ORDER

JOURNAL ARTICLE published 20 December 2022 in Econometric Theory

Authors: Samuel Brien | Michael Jansson | Morten Ørregaard Nielsen

BIAS-REDUCED LOG-PERIODOGRAM AND WHITTLE ESTIMATION OF THE LONG-MEMORY PARAMETER WITHOUT VARIANCE INFLATION

JOURNAL ARTICLE published October 2006 in Econometric Theory

Authors: Patrik Guggenberger | Yixiao Sun

MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY

JOURNAL ARTICLE published December 2007 in Econometric Theory

Authors: Ansgar Steland

Spectral Analysis for Bivariate Time Series with Long Memory

JOURNAL ARTICLE published December 1996 in Econometric Theory

Authors: J. Hidalgo

Bandwidth Selection, Prewhitening, and the Power of the Phillips-Perron Test

JOURNAL ARTICLE published October 1997 in Econometric Theory

Authors: Yin-Wong Cheung | Kon S. Lai

A Bootstrap Test for Positive Definiteness of Income Effect Matrices

JOURNAL ARTICLE published June 1992 in Econometric Theory

Authors: Wolfgang Härdle | Jeffrey D. Hart

A Mixed-Error Component Model

JOURNAL ARTICLE published February 1995 in Econometric Theory

Authors: Badi H. Baltagi | Walter Krämer

ECT volume 37 issue 2 Cover and Back matter

JOURNAL ARTICLE published April 2021 in Econometric Theory

CUMULATIVE INDEX TO VOLUME 26, 2010

JOURNAL ARTICLE published December 2010 in Econometric Theory

ECT volume 27 issue 5 Cover and Front matter

JOURNAL ARTICLE published October 2011 in Econometric Theory