Works matching IS 02664666 AND DT 2024 AND VI 40 AND IP 5
Results: 6
ASYMPTOTICALLY UNIFORMLY MOST POWERFUL TESTS FOR UNIT ROOTS IN GAUSSIAN PANELS WITH CROSS-SECTIONAL DEPENDENCE GENERATED BY COMMON FACTORS.
- Published in:
- Econometric Theory, 2024, v. 40, n. 5, p. 1184, doi. 10.1017/S0266466624000112
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- Article
CONSISTENT NON-GAUSSIAN PSEUDO MAXIMUM LIKELIHOOD ESTIMATORS OF SPATIAL AUTOREGRESSIVE MODELS.
- Published in:
- Econometric Theory, 2024, v. 40, n. 5, p. 1120, doi. 10.1017/S0266466623000026
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- Article
NEW CONTROL FUNCTION APPROACHES IN THRESHOLD REGRESSION WITH ENDOGENEITY.
- Published in:
- Econometric Theory, 2024, v. 40, n. 5, p. 1065, doi. 10.1017/S0266466623000014
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- Article
NEARLY EFFICIENT LIKELIHOOD RATIO TESTS OF A UNIT ROOT IN AN AUTOREGRESSIVE MODEL OF ARBITRARY ORDER.
- Published in:
- Econometric Theory, 2024, v. 40, n. 5, p. 1159, doi. 10.1017/S0266466622000652
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- Article
RELEVANT MOMENT SELECTION UNDER MIXED IDENTIFICATION STRENGTH.
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- Econometric Theory, 2024, v. 40, n. 5, p. 1003, doi. 10.1017/S0266466622000640
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- Publication type:
- Article
A POWERFUL SUBVECTOR ANDERSON–RUBIN TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY.
- Published in:
- Econometric Theory, 2024, v. 40, n. 5, p. 957, doi. 10.1017/S0266466622000627
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- Article