| Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form
|
2018 |
Lin, Eric S. |
| Trends cycles and seasons : econometric methods of signal extraction
|
2018 |
Pollock, David Stephen G. |
| A Laplace stochastic frontier model
|
2018 |
Horrace, William C. |
| Improving the finite sample performance of autoregression estimators in dynamic factor models : a bootstrap approach
|
2018 |
Shintani, Mototsugu |
| Estimation of factor-augmented panel regressions with weakly influential factors
|
2018 |
Reese, Simon |
| Bootstrap tests for time varying cointegration
|
2018 |
Martins, Luís Filipe |
| Sample path properties of an explosive double autoregressive model
|
2018 |
Liu, Feng |
| Testing for sphericity in a two-way error components panel data model
|
2018 |
Mao, Guangyu |
| Functional-coefficient cointegration models in the presence of deterministic trends
|
2018 |
Hirukawa, Masayuki |
| A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
|
2018 |
Chang, Seong Yeon |
| First difference transformation in panel VAR models : robustness, estimation, and inference
|
2018 |
Juodis, Artūras |
| Specification tests for time-varying parameter models with stochastic volatility
|
2018 |
Chan, Joshua |
| On the invertibility of EGARCH(p, q)
|
2018 |
Martinet, Guillaume Gaetan |
| Testing for Granger-causality in quantiles
|
2018 |
Troster, Victor |
| The estimation for Lévy processes in high frequency data
|
2018 |
Zheng, Jing |
| Heterogeneous credit union production technologies with endogenous switching and correlated effects
|
2018 |
Malikov, Emir |
| A slack analysis framework for improving composite indicators with applications to human development and sustainable energy indices
|
2018 |
Hatefi, S. M. |
| A multivariate volatility vine copula model
|
2018 |
Brechmann, E. C. |
| Information theoretic methods in small domain estimation
|
2018 |
Bernardini Papalia, Rosa |
| The “wrong skewness” problem in stochastic frontier models : a new approach
|
2018 |
Hafner, Christian |
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