Volume 20.
(as bibtex)
29 references.
Articles
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1-30. The power and size of nonparametric tests for common distributional characteristics
Anderson, Gordon
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105-112. Size characteristics of tests for sample selection bias: A Monte Carlo comparison and empirical example
Nawata, Kazumitsu,
McAleer, Michael
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113-131. A modified average derivatives estimator
Ai, Chunrong
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133-157. A retrospective on J. Denis Sargan
Ericsson, Neil R.,
Maasoumi, Esfandiar,
Mizon, Grayham E.
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159-170. Model building and data mining
Sargan, J. Denis
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171-186. The choice between sets of regressors
Sargan, J. Denis
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187-200. Seasonal integration for daily data
Tokihisa, Akira,
Hamori, Shigeyuki
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201-216. Common features in time series with both deterministic and stochastic seasonality
Cubadda, Gianluca
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217-234. Bayesian analysis of a fractional cointegration model
Martin, Gael M.
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234-245. A Bayesian interpretation of multiple point estimates
El-Gamal, Mahmoud A.
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235-245. A Bayesian interpretation of multiple point estimates
El-Gamal, Mahmoud
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247-318. A review of systems cointegration tests
Lutkepohl, Helmut,
Luetkepohl, Helmut,
Hubrich, Kirstin,
Lütkepohl, Helmut,
Saikkonen, Pentti
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31-40. Double length artificial regressions for testing spatial dependence
Baltagi, Badi H.,
Li, Dong
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319-335. Recentered and rescaled instrumental variable estimation of tobit and probit models with errors in variables
Iwata, Shigeru
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337-351. An alternative to the BDS test: Integration across the correlation integral
Kocenda, Evzen,
Kočenda, Evžen
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353-367. Density estimation for clustered data
Breunig, Robert V.
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369-383. The exact bias of the log-periodogram regression estimator
Lieberman, Offer
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41-60. A consistent model specification test for a regression function based on nonparametric wavelet estimation
Stengos, Thanasis,
Sun, Yiguo
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425-443. Generalized integer-valued autoregression
Brannas, Kurt,
Braennaes, Kurt,
Hellstrom, Jorgen,
Hellstroem, Joergen,
Brännäs, Kurt,
Hellström, Jörgen
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445-460. Estimation of econometric models with nonparametrically specified risk terms
Baltagi, Badi H.,
Li, Qi
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461-483. Unit root tests with infinite variance errors
Ahn, Sung K.,
Fotopoulos, Stergios B.,
He, Lijian
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475-513. On the discretization of continuous-time filters for nonstationary stock and flow time series
McElroy, Tucker,
Trimbur, Thomas M.
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485-505. Optimal IV estimation of systems with stochastic regressors and VAR disturbances with applications to dynamic systems
Mandy, David M.,
Martins-Filho, Carlos
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507-510. Consistent estimation through weighted harmonic mean of inconsistent estimators in replicated measurement error models
Shalabh
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514-547. Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices
Harvey, David I.,
Leybourne, Stephen J.,
Taylor, A. M. Robert
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548-564. Alternative asymmetric stochastic volatility models
Asai, Manabu,
McAleer, Michael
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565-576. Marginal changes in random parameter ordered response models with interaction terms
Drichoutis, Andreas C.,
Nayga Jr, Rodolfo M.
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61-84. Estimation and inference on long-run equilibria: A simulation study
Cappuccio, Nunzio,
Lubian, Diego
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85-104. A score test for seasonal fractional integration and cointegration
Silvapulle, Paramsothy