TAIL DEPENDENCE OF OLS

JOURNAL ARTICLE published April 2022 in Econometric Theory

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RECURSIVE DIFFERENCING FOR ESTIMATING SEMIPARAMETRIC MODELS

JOURNAL ARTICLE published February 2024 in Econometric Theory

Authors: Chan Shen | Roger Klein

SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS

JOURNAL ARTICLE published April 2021 in Econometric Theory

Authors: Torben G. Andersen | Nicola Fusari | Viktor Todorov | Rasmus T. Varneskov

LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS

JOURNAL ARTICLE published August 2021 in Econometric Theory

Authors: Xiaoyi Han | Lung-Fei Lee | Xingbai Xu

RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS

JOURNAL ARTICLE published 9 March 2005 in Econometric Reviews

Authors: Stephen Bond | Frank Windmeijer