Estimation of the stochastic conditional duration model via alternative methods

JOURNAL ARTICLE published November 2008 in Econometrics Journal

Authors: John Knight | Cathy Q. Ning

Distribution-free specification tests for dynamic linear models

JOURNAL ARTICLE published January 2009 in Econometrics Journal

Authors: Miguel A. Delgado | Javier Hidalgo | Carlos Velasco

JOURNAL ISSUE published December 2003 in Econometrics Journal

JOURNAL ISSUE published November 2008 in Econometrics Journal

Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models

JOURNAL ARTICLE published July 2009 in Econometrics Journal

Authors: Francesco Bravo

Asymptotic and qualitative performance of non-parametric density estimators: a comparative study

JOURNAL ARTICLE published November 2008 in Econometrics Journal

Authors: Teruko Takada

Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals

JOURNAL ARTICLE published November 2008 in Econometrics Journal

Authors: Badi H. Baltagi | Chihwa Kao | Long Liu

Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models

JOURNAL ARTICLE published July 2009 in Econometrics Journal

Authors: P. Čížek | W. Härdle | V. Spokoiny

JOURNAL ISSUE published July 2009 in Econometrics Journal

Using semi-parametric methods in an analysis of earnings mobility

JOURNAL ARTICLE published November 2008 in Econometrics Journal

Authors: Shawn W. Ulrick

JOURNAL ISSUE published July 2010 in Econometrics Journal

Seasonal unit root tests and the role of initial conditions

JOURNAL ARTICLE published November 2008 in Econometrics Journal

Authors: David I. Harvey | Stephen J. Leybourne | A. M. Robert Taylor

JOURNAL ISSUE published March 2009 in Econometrics Journal

Goodness-of-fit tests for functional data

JOURNAL ARTICLE published January 2009 in Econometrics Journal

Authors: Federico A. Bugni | Peter Hall | Joel L. Horowitz | George R. Neumann

Two-step series estimation of sample selection models

JOURNAL ARTICLE published January 2009 in Econometrics Journal

Authors: Whitney K. Newey

JOURNAL ISSUE published June 2001 in Econometrics Journal

Heterogeneity, state dependence and health

JOURNAL ARTICLE published November 2008 in Econometrics Journal

Authors: Timothy J. Halliday

Assessing the magnitude of the concentration parameter in a simultaneous equations model

JOURNAL ARTICLE published March 2009 in Econometrics Journal

Authors: D. S. Poskitt | C. L. Skeels

JOURNAL ISSUE published February 2010 in Econometrics Journal

Multivariate stochastic volatility, leverage and news impact surfaces

JOURNAL ARTICLE published July 2009 in Econometrics Journal

Authors: Manabu Asai | Michael McAleer