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New Developments in Time Series Econometrics: An Overview.
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- Empirical Economics, 1993, v. 18, n. 4, p. 557, doi. 10.1007/BF01205411
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- Article
Identification-robust methods for comparing inequality with an application to regional disparities.
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- Journal of Economic Inequality, 2024, v. 22, n. 2, p. 433, doi. 10.1007/s10888-023-09600-x
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- Article
PROJECTION-BASED STATISTICAL INFERENCE IN LINEAR STRUCTURAL MODELS WITH POSSIBLY WEAK INSTRUMENTS.
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- Econometrica, 2005, v. 73, n. 4, p. 1351, doi. 10.1111/j.1468-0262.2005.00618.x
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- Article
SHORT RUN AND LONG RUN CAUSALITY IN TIME SERIES: THEORY.
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- Econometrica, 1998, v. 66, n. 5, p. 1099, doi. 10.2307/2999631
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- Article
EXACT INFERENCE METHODS FOR FIRST-ORDER AUTOREGRESSIVE DISTRIBUTED LAG MODELS.
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- Econometrica, 1998, v. 66, n. 1, p. 79, doi. 10.2307/2998541
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- Article
SOME IMPOSSIBILITY THEOREMS IN ECONOMETRICS WITH APPLICATIONS TO STRUCTURAL AND DYNAMIC MODELS.
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- Econometrica, 1997, v. 65, n. 6, p. 1365, doi. 10.2307/2171740
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- Article
INVARIANCE, NONLINEAR MODELS, AND ASYMPTOTIC TESTS.
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- Econometrica, 1991, v. 59, n. 6, p. 1601, doi. 10.2307/2938281
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- Article
EXACT TESTS AND CONFIDENCE SETS IN LINEAR REGRESSIONS WITH AUTOCORRELATED ERRORS.
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- Econometrica, 1990, v. 58, n. 2, p. 475, doi. 10.2307/2938212
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- Article
NONLINEAR HYPOTHESES, INEQUALITY RESTRICTIONS, AND NON-NESTED HYPOTHESES: EXACT SIMULTANEOUS....
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- Econometrica, 1989, v. 57, n. 2, p. 335, doi. 10.2307/1912558
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- Article
UNBIASEDNESS OF PREDICTIONS FROM ESTIMATED AUTOREGRESSIONS WHEN THE TRUE ORDER IS UNKNOWN.
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- Econometrica, 1984, v. 52, n. 1, p. 209, doi. 10.2307/1911469
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- Article
Tabulation of Farebrother's Test for Linear Restriction.
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- Econometric Theory, 1993, v. 9, n. 4, p. 697, doi. 10.1017/S0266466600008173
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- Article
Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications.
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- Econometric Theory, 1992, v. 8, n. 2, p. 223, doi. 10.1017/S0266466600012779
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- Article
Nonuniform Bounds for Nonparametric t-Tests.
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- Econometric Theory, 1991, v. 7, n. 2, p. 253, doi. 10.1017/S0266466600004448
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- Article
Unbiasedness of Predictions from Etimated Vector Autoregressions.
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- Econometric Theory, 1985, v. 1, n. 3, p. 387, doi. 10.1017/S0266466600011270
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- Article
AN IDENTIFICATION-ROBUST TEST FOR TIME-VARYING PARAMETERS IN THE DYNAMICS OF ENERGY PRICES.
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- Journal of Applied Econometrics, 2012, v. 27, n. 4, p. 603, doi. 10.1002/jae.1213
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- Article
Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models.
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- Journal of Applied Econometrics, 2010, v. 25, n. 2, p. 263, doi. 10.1002/jae.1092
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- Article
On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling.
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- Journal of Time Series Analysis, 2019, v. 40, n. 1, p. 102, doi. 10.1111/jtsa.12430
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- Article
RANK TESTS FOR SERIAL DEPENDENCE.
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- Journal of Time Series Analysis, 1981, v. 2, n. 3, p. 117, doi. 10.1111/j.1467-9892.1981.tb00317.x
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- Article
STATISTICAL INFERENCE FOR COMPUTABLE GENERAL EQUILIBRIUM MODELS, WITH APPLICATION TO A MODEL OF THE MOROCCAN ECONOMY.
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- Review of Economics & Statistics, 1998, v. 80, n. 4, p. 520, doi. 10.1162/003465398557807
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- Article
Exact nonparametric orthogonality and random walk tests.
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- Review of Economics & Statistics, 1995, v. 77, n. 1, p. 1, doi. 10.2307/2109988
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- Article
PITFALLS OF RESCALING REGRESSION MODELS WITH BOX-COX TRANSFORMATIONS.
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- Review of Economics & Statistics, 1994, v. 76, n. 3, p. 571, doi. 10.2307/2109981
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- Article
Finite Sample Limited Information Inference Methods for Structural Equations and Models With Generated Regressors.
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- International Economic Review, 2001, v. 42, n. 3
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- Article
Exact nonparametric tests of orthogonality and random walk in the presence of a drift parameter.
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- International Economic Review, 1997, v. 38, n. 1, p. 151, doi. 10.2307/2527412
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- Article
Generalized predictive tests and structural change analysis in econometrics.
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- International Economic Review, 1994, v. 35, n. 1, p. 199, doi. 10.2307/2527098
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- Article
TESTS MULTIPLES SIMULÉS ET TESTS DE NORMALITÉ BASÉS SUR PLUSIEURS MOMENTS DANS LES MODÈLES DE RÉGRESSION.
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- Actualité économique - Revue d'analyse économique, 2020, v. 36, n. 4, p. 545, doi. 10.7202/1087017ar
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- Article
IDENTIFICATION-ROBUST FACTOR PRICING: CANADIAN EVIDENCE.
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- Actualité économique - Revue d'analyse économique, 2015, v. 91, n. 1/2, p. 235, doi. 10.7202/1036920ar
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- Article
EDITORS' INTRODUCTION: IDENTIFICATION, SIMULATION AND FINITE-SAMPLE INFERENCE.
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- Actualité économique - Revue d'analyse économique, 2015, v. 91, n. 1/2, p. 5, doi. 10.7202/1036911ar
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- Article
Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility.
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- Journal of Financial Econometrics, 2012, v. 10, n. 1, p. 124, doi. 10.1093/jjfinec/nbr007
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- Article
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models.
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- Oxford Bulletin of Economics & Statistics, 2003, v. 65, p. 891, doi. 10.1046/j.0305-9049.2003.00085.x
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- Article
GENERALIZED CHOW TESTS FOR STRUCTURAL CHANGE: A COORDINATE-FREE APPROACH.
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- International Economic Review, 1982, v. 23, n. 3, p. 565, doi. 10.2307/2526374
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- Article
Nonparametric testing for time series: A bibliography.
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- 1982
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- Bibliography
Identification, weak instruments, and statistical inference in econometrics.
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- Canadian Journal of Economics, 2003, v. 36, n. 4, p. 767, doi. 10.1111/1540-5982.t01-3-00001
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- Article
Identification-Robust Estimation and Testing of the Zero-Beta CAPM.
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- Review of Economic Studies, 2013, v. 80, n. 3, p. 892, doi. 10.1093/restud/rds044
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- Article
Identification-robust inference for endogeneity parameters in linear structural models.
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- Econometrics Journal, 2014, v. 17, n. 1, p. 165, doi. 10.1111/ectj.12021
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- Article
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form.
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- Econometrics Journal, 2009, v. 12, p. S19, doi. 10.1111/j.1368-423X.2009.00285.x
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- Article
Simulation-based Finite Sample Normality Tests in Linear Regressions.
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- Econometrics Journal, 1998, v. 1, n. 1, p. 154, doi. 10.1111/1368-423X.11009
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- Article