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BIAS CORRECTIONS IN TESTING AND ESTIMATING SEMIPARAMETRIC, SINGLE INDEX MODELS

JOURNAL ARTICLE published December 2010 in Econometric Theory

Authors: Roger Klein | Chan Shen

TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL

JOURNAL ARTICLE published June 2022 in Econometric Theory

Authors: Yaolan Ma | Mo Zhou | Liang Peng | Rongmao Zhang

THE BEHAVIOR OF FORECAST ERRORS FROM A NEARLY INTEGRATED AR(1) MODEL AS BOTH SAMPLE SIZE AND FORECAST HORIZON BECOME LARGE

JOURNAL ARTICLE published April 1999 in Econometric Theory

Authors: Gordon C.R. Kemp

SEMIPARAMETRIC ESTIMATION AND VARIABLE SELECTION FOR SPARSE SINGLE INDEX MODELS IN INCREASING DIMENSION

JOURNAL ARTICLE published 8 February 2024 in Econometric Theory

Authors: Chaohua Dong | Yundong Tu

Asymptotic Distribution of the Maximum Likelihood Estimator for a Stochastic Frontier Function Model with a Singular Information Matrix

JOURNAL ARTICLE published June 1993 in Econometric Theory

Authors: Lung-Fei Lee

THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST

JOURNAL ARTICLE published April 2010 in Econometric Theory

Authors: Patrik Guggenberger

NONPARAMETRIC IDENTIFICATION AND ESTIMATION OF TRUNCATED REGRESSION MODELS WITH HETEROSKEDASTICITY

JOURNAL ARTICLE published June 2018 in Econometric Theory

Authors: Songnian Chen | Xun Lu | Xianbo Zhou | Yahong Zhou

ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS

JOURNAL ARTICLE published June 2010 in Econometric Theory

Authors: J. Carlos Escanciano

LIMIT THEOREMS FOR FACTOR MODELS

JOURNAL ARTICLE published October 2021 in Econometric Theory

Authors: Stanislav Anatolyev | Anna Mikusheva

UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA

JOURNAL ARTICLE published June 2008 in Econometric Theory

Authors: Bruce E. Hansen

NONPARAMETRIC STOCHASTIC VOLATILITY

JOURNAL ARTICLE published December 2018 in Econometric Theory

Authors: Federico M. Bandi | Roberto Renò

Maximum Likelihood Estimation for MA(1) Processes with a Root on or near the Unit Circle

JOURNAL ARTICLE published March 1996 in Econometric Theory

Authors: Richard A. Davis | William T.M. Dunsmuir

GUEST EDITORS' EDITORIAL: RECENT DEVELOPMENTS IN MODEL SELECTION AND RELATED AREAS

JOURNAL ARTICLE published April 2008 in Econometric Theory

Authors: Hannes Leeb | Benedikt M. Pötscher

Principal Components Analysis of Cointegrated Time Series

JOURNAL ARTICLE published February 1997 in Econometric Theory

Authors: David Harris

A Reappraisal of Misspecified Econometric Models

JOURNAL ARTICLE published October 1996 in Econometric Theory

Authors: Alain Monfort

Testing for Second-Order Stochastic Dominance of Two Distributions

JOURNAL ARTICLE published December 1994 in Econometric Theory

Authors: Amarjot Kaur | B.L.S. Prakasa Rao | Harshinder Singh

CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?

JOURNAL ARTICLE published April 2008 in Econometric Theory

Authors: Hannes Leeb | Benedikt M. Pötscher

Analog Estimation Methods in EconometricsCharles F. Manski New York: Chapman and Hall, 1988, 150pp., $45.00

JOURNAL ARTICLE published June 1990 in Econometric Theory

Authors: Joel L. Horowitz

ECT volume 25 issue 3 Cover and Front matter

JOURNAL ARTICLE published June 2009 in Econometric Theory

Econometric Theory and Methods, by Russell Davidson and James G. MacKinnon, Oxford University Press, 2004

JOURNAL ARTICLE published June 2005 in Econometric Theory

Authors: Richard Startz