Works matching DE "ASYMPTOTIC theory in econometrics"
Results: 179
The Relative Contribution of Jumps to Total Price Variance.
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- Journal of Financial Econometrics, 2005, v. 3, n. 4, p. 456, doi. 10.1093/jjfinec/nbi025
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- Article
DISCRIMINATING BETWEEN AUTOCORRELATION AND MISSPECIFICATION IN REGRESSION ANALYSIS: AN ALTERNATIVE TEST STRATEGY.
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- Review of Economics & Statistics, 1987, v. 69, n. 1, p. 128, doi. 10.2307/1937909
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A NOTE ON THEIL'S MINIMUM STANDARD ERROR CRITERION WHEN THE DISTURBANCES ARE AUTOCORRELATED.
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- Review of Economics & Statistics, 1974, v. 56, n. 1, p. 122, doi. 10.2307/1927540
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Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice”.
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- Journal of Business & Economic Statistics, 2018, v. 36, n. 4, p. 560, doi. 10.1080/07350015.2018.1505627
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Comment.
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- 2009
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- Opinion
Efficient Estimation of Semi parametric Equivalence Scales With Evidence From South Africa.
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- Journal of Business & Economic Statistics, 2003, v. 21, n. 2, p. 247, doi. 10.1198/073500103288618936
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Testing for Smooth Transition Nonlinearity in the Presence of Outliers.
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- Journal of Business & Economic Statistics, 1999, v. 17, n. 2, p. 217, doi. 10.2307/1392477
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- Article
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration.
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- Journal of Business & Economic Statistics, 1994, v. 12, n. 4, p. 471, doi. 10.2307/1392215
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Forecasting Vector ARMA Processes With Systematically Missing Observations.
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- Journal of Business & Economic Statistics, 1986, v. 4, n. 3, p. 375
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- Article
Estimation and Inference in Two-Step Econometric Models.
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- Journal of Business & Economic Statistics, 1985, v. 3, n. 4, p. 370, doi. 10.2307/1391724
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- Article
Accounting for missing data in M-estimation: a general matching approach.
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- Empirical Economics, 2010, v. 38, n. 1, p. 85, doi. 10.1007/s00181-009-0257-y
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- Article
Near unit root and the relationship between inflation and interest rates: A reexamination of the Fisher effect.
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- Empirical Economics, 2001, v. 26, n. 2, p. 357, doi. 10.1007/s001810000044
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- Article
Two-stage Stopping Procedures Based on Standardized Time Series.
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- Management Science, 1994, v. 40, n. 9, p. 1189, doi. 10.1287/mnsc.40.9.1189
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- Article
Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors.
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- Journal of Applied Statistics, 2011, v. 38, n. 7, p. 1509, doi. 10.1080/02664763.2010.515301
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- Article
ASYMPTOTIC UPPER BOUNDS FOR THE PROPORTION OF SIMPSON SUBDIVISIONS OF A 2 × 2 TABLE.
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- Communications in Statistics: Simulation & Computation, 2001, v. 30, n. 4, p. 1031, doi. 10.1081/SAC-100107794
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- Article
A simple approach to quantile regression for panel data.
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- Econometrics Journal, 2011, v. 14, n. 3, p. 368, doi. 10.1111/j.1368-423X.2011.00349.x
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- Article
Non-parametric time-varying coefficient panel data models with fixed effects.
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- Econometrics Journal, 2011, v. 14, n. 3, p. 387, doi. 10.1111/j.1368-423X.2011.00350.x
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- Article
Non-parametric models in binary choice fixed effects panel data.
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- Econometrics Journal, 2011, v. 14, n. 3, p. 351, doi. 10.1111/j.1368-423X.2011.00343.x
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- Article
Index to The Econometrics Journal Volume 14.
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- Econometrics Journal, 2011, v. 14, n. 3, p. 499, doi. 10.1111/j.1368-423X.2011.00360.x
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- Article
Fixed- b analysis of LM-type tests for a shift in mean.
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- Econometrics Journal, 2011, v. 14, n. 3, p. 438, doi. 10.1111/j.1368-423X.2011.00341.x
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Regressions with asymptotically collinear regressors.
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- Econometrics Journal, 2011, v. 14, n. 2, p. 304, doi. 10.1111/j.1368-423X.2010.00334.x
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- Article
An I(2) cointegration model with piecewise linear trends.
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- Econometrics Journal, 2011, v. 14, n. 2, p. 131, doi. 10.1111/j.1368-423X.2010.00333.x
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- Article
Smoothness adaptive average derivative estimation.
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- Econometrics Journal, 2010, v. 13, n. 1, p. 40, doi. 10.1111/j.1368-423X.2009.00300.x
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Bootstrap inference in a linear equation estimated by instrumental variables.
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- Econometrics Journal, 2008, v. 11, n. 3, p. 443, doi. 10.1111/j.1368-423X.2008.00247.x
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- Article
Asymptotic and qualitative performance of non-parametric density estimators: a comparative study.
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- Econometrics Journal, 2008, v. 11, n. 3, p. 573, doi. 10.1111/j.1368-423X.2008.00249.x
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- Article
Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals.
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- Econometrics Journal, 2008, v. 11, n. 3, p. 554, doi. 10.1111/j.1368-423X.2008.00254.x
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Seasonal unit root tests and the role of initial conditions.
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- Econometrics Journal, 2008, v. 11, n. 3, p. 409, doi. 10.1111/j.1368-423X.2008.00258.x
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Exact formulas for the Hodrick-Prescott filter.
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- Econometrics Journal, 2008, v. 11, n. 1, p. 209, doi. 10.1111/j.1368-423X.2008.00230.x
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- Article
On the arbitrariness of some asymptotic test statistics based on generalized inverses.
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- Econometrics Journal, 2005, v. 8, n. 3, p. 292, doi. 10.1111/j.1368-423X.2005.00165.x
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- Article
Asymptotic confidence intervals for impulse responses of near-integrated processes.
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- Econometrics Journal, 2004, v. 7, n. 2, p. 505, doi. 10.1111/j.1368-423X.2004.00141.x
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- Article
Generic consistency of the break-point estimator under specification errors.
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- Econometrics Journal, 2003, v. 6, n. 1, p. 167, doi. 10.1111/1368-423X.00106
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- Article
Asymptotics for unit root tests under Markov regime-switching.
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- Econometrics Journal, 2003, v. 6, n. 1, p. 193, doi. 10.1111/1368-423X.00107
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- Article
Dynamic panel estimation and homogeneity testing under cross section dependence.
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- Econometrics Journal, 2003, v. 6, n. 1, p. 217, doi. 10.1111/1368-423X.00108
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- Article
Maximum likelihood estimates for the Hildreth-Houck random coefficients model.
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- Econometrics Journal, 2002, v. 5, n. 1, p. 237, doi. 10.1111/1368-423X.t01-1-00083
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- Article
Nonlinear econometric models with cointegrated and deterministically trending regressors.
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- Econometrics Journal, 2001, v. 4, n. 1, p. 1, doi. 10.1111/1368-423X.00050
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- Article
Asymptotic approximations in the near-integrated model with a non-zero initial condition.
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- Econometrics Journal, 2001, v. 4, n. 1, p. 143, doi. 10.1111/1368-423X.00060
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Controlling the significance levels of prediction error tests for linear regression models.
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- Econometrics Journal, 2000, v. 3, n. 1, p. 66, doi. 10.1111/1368-423X.00039
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- Article
Economic strategies of firms facing asymptotic demand: a case study.
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- Applied Economics, 1973, v. 5, n. 4, p. 271, doi. 10.1080/00036847300000027
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- Article
From implied to spot volatilities.
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- Finance & Stochastics, 2010, v. 14, n. 2, p. 157, doi. 10.1007/s00780-009-0112-1
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- Article
MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE MULTIVARIATE METHODS FOR MONITORING STRUCTURAL CHANGE.
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- Journal of Applied Econometrics, 2013, v. 28, n. 2, p. 250, doi. 10.1002/jae.1272
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- Article
Annotated listing of new books.
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- Journal of Economic Literature, 1998, v. 36, n. 2, p. 1010
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- Article
Forecasting Temporally Aggregated Vector ARMA Processes.
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- Journal of Forecasting, 1986, v. 5, n. 2, p. 85
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- Article
EQUILIBRIUM GROWTH IN A MONETARY ECONOMY WITH TRANSACTIONS COSTS.
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- Bulletin of Economic Research, 1995, v. 47, n. 3, p. 233, doi. 10.1111/j.1467-8586.1995.tb00612.x
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- Article
FULLY MODIFIED ESTIMATION OF SEASONALLY COINTEGRATED PROCESSES.
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- Econometric Theory, 2010, v. 26, n. 5, p. 1491, doi. 10.1017/S026646660999065X
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- Article
ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA.
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- Econometric Theory, 2010, v. 26, n. 5, p. 1398, doi. 10.1017/S0266466609990624
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- Article
ESTIMATION OF UNIT ROOT SPATIAL DYNAMIC PANEL DATA MODELS.
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- Econometric Theory, 2010, v. 26, n. 5, p. 1332, doi. 10.1017/S0266466609990600
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- Article
EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS.
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- Econometric Theory, 2010, v. 27, n. 1, p. 8, doi. 10.1017/S0266466610000113
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- Article
TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD.
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- Econometric Theory, 2010, v. 27, n. 1, p. 114, doi. 10.1017/S0266466610000149
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- Article
EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR DEPENDENT DURATION DATA.
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- Econometric Theory, 2010, v. 27, n. 1, p. 178, doi. 10.1017/S0266466610000162
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- Article
ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP.
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- Econometric Theory, 2010, v. 26, n. 2, p. 426, doi. 10.1017/S0266466609100051
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- Article