Generic consistency of the break-point estimators under specification errors in a multiple-break model.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 2, p. 287, doi. 10.1111/j.1368-423X.2008.00237.x
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2008 AND VI 11 AND IP 2
Results: 9
1
2
K-nearest-neighbour non-parametric estimation of regression functions in the presence of irrelevant variables.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 2, p. 396, doi. 10.1111/j.1368-423X.2008.00238.x
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- Publication type:
- Article
3
Representation theorem for convex nonparametric least squares.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 2, p. 308, doi. 10.1111/j.1368-423X.2008.00239.x
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- Publication type:
- Article
4
Panel vector autoregression under cross-sectional dependence.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 2, p. 219, doi. 10.1111/j.1368-423X.2008.00240.x
- By:
- Publication type:
- Article
5
Generalized LM tests for functional form and heteroscedasticity.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 2, p. 349, doi. 10.1111/j.1368-423X.2008.00242.x
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- Publication type:
- Article
6
A bootstrap procedure for panel data sets with many cross-sectional units.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 2, p. 377, doi. 10.1111/j.1368-423X.2008.00243.x
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- Publication type:
- Article
7
The impact of homework on student achievement.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 2, p. 326, doi. 10.1111/j.1368-423X.2008.00244.x
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- Publication type:
- Article
8
Moment based regression algorithms for drift and volatility estimation in continuous-time Markov switching models.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 2, p. 244, doi. 10.1111/j.1368-423X.2008.00246.x
- By:
- Publication type:
- Article
9
Factor analysis in a model with rational expectations.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 2, p. 271, doi. 10.1111/j.1368-423X.2008.00245.x
- By:
- Publication type:
- Article