Local Linear Estimation by TSLS with Variable Bandwidth for Semi-parametric Simultaneous Equation Models in Econometrics*.
- Published in:
- Journal of Systems Science & Information, 2008, v. 6, n. 2, p. 119
- By:
- Publication type:
- Article
Works matching DE "ASYMPTOTIC theory in econometrics"
Results: 179
1
2
Two-stage Stopping Procedures Based on Standardized Time Series.
- Published in:
- Management Science, 1994, v. 40, n. 9, p. 1189, doi. 10.1287/mnsc.40.9.1189
- By:
- Publication type:
- Article
3
Nonparametric estimation of models with generated regressors.
- Published in:
- International Economic Review, 1996, v. 37, n. 2, p. 299, doi. 10.2307/2527325
- By:
- Publication type:
- Article
4
On the behaviour of conditional moment tests in the...
- Published in:
- International Economic Review, 1996, v. 37, n. 2, p. 263, doi. 10.2307/2527323
- By:
- Publication type:
- Article
5
A unified approach to asymptotic equivalence of Aitken and feasible Aitken instrumental variables...
- Published in:
- International Economic Review, 1994, v. 35, n. 4, p. 957, doi. 10.2307/2527005
- By:
- Publication type:
- Article
6
Generalized predictive tests and structural change analysis in econometrics.
- Published in:
- International Economic Review, 1994, v. 35, n. 1, p. 199, doi. 10.2307/2527098
- By:
- Publication type:
- Article
7
ON OPTIMAL ECONOMIC GROWTH WITH CHANGING TECHNOLOGY AND TASTES: CHARACTERIZATION AND STABILITY RESULTS*.
- Published in:
- International Economic Review, 1981, v. 22, n. 1, p. 221, doi. 10.2307/2526147
- By:
- Publication type:
- Article
8
A NUMERICAL COMPARISON OF EXACT, LARGE-SAMPLE AND SMALL-DISTURBANCE APPOXIMATIONS OF PROPERTIES OF k-CLASS ESTIMATORS.
- Published in:
- International Economic Review, 1980, v. 21, n. 1, p. 249, doi. 10.2307/2526253
- By:
- Publication type:
- Article
9
ASYMPTOTIC RELATIVE EFFICIENCY ANALYSIS OF CERTAIN TESTS OF INDEPENDENCE IN STRUCTURAL SYSTEMS.
- Published in:
- International Economic Review, 1978, v. 19, n. 1, p. 164, doi. 10.2307/2526402
- By:
- Publication type:
- Article
10
ON THE ASYMPTOPIC PROPERTIES OF SOME TWO-STEP PROCEDURES FOR ESTIMATING DISTRIBUTED LAG MODELS.
- Published in:
- International Economic Review, 1972, v. 13, n. 3, p. 737, doi. 10.2307/2525853
- By:
- Publication type:
- Article
11
Uniformity and the Delta Method.
- Published in:
- Journal of Econometric Methods, 2019, v. 8, n. 1, p. N.PAG, doi. 10.1515/jem-2018-0001
- By:
- Publication type:
- Article
12
A simple approach to quantile regression for panel data.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 3, p. 368, doi. 10.1111/j.1368-423X.2011.00349.x
- By:
- Publication type:
- Article
13
Non-parametric time-varying coefficient panel data models with fixed effects.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 3, p. 387, doi. 10.1111/j.1368-423X.2011.00350.x
- By:
- Publication type:
- Article
14
Non-parametric models in binary choice fixed effects panel data.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 3, p. 351, doi. 10.1111/j.1368-423X.2011.00343.x
- By:
- Publication type:
- Article
15
Index to The Econometrics Journal Volume 14.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 3, p. 499, doi. 10.1111/j.1368-423X.2011.00360.x
- Publication type:
- Article
16
Fixed- b analysis of LM-type tests for a shift in mean.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 3, p. 438, doi. 10.1111/j.1368-423X.2011.00341.x
- By:
- Publication type:
- Article
17
Regressions with asymptotically collinear regressors.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 2, p. 304, doi. 10.1111/j.1368-423X.2010.00334.x
- By:
- Publication type:
- Article
18
An I(2) cointegration model with piecewise linear trends.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 2, p. 131, doi. 10.1111/j.1368-423X.2010.00333.x
- By:
- Publication type:
- Article
19
Smoothness adaptive average derivative estimation.
- Published in:
- Econometrics Journal, 2010, v. 13, n. 1, p. 40, doi. 10.1111/j.1368-423X.2009.00300.x
- By:
- Publication type:
- Article
20
Bootstrap inference in a linear equation estimated by instrumental variables.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 3, p. 443, doi. 10.1111/j.1368-423X.2008.00247.x
- By:
- Publication type:
- Article
21
Asymptotic and qualitative performance of non-parametric density estimators: a comparative study.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 3, p. 573, doi. 10.1111/j.1368-423X.2008.00249.x
- By:
- Publication type:
- Article
22
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.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 3, p. 554, doi. 10.1111/j.1368-423X.2008.00254.x
- By:
- Publication type:
- Article
23
Seasonal unit root tests and the role of initial conditions.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 3, p. 409, doi. 10.1111/j.1368-423X.2008.00258.x
- By:
- Publication type:
- Article
24
Exact formulas for the Hodrick-Prescott filter.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 1, p. 209, doi. 10.1111/j.1368-423X.2008.00230.x
- By:
- Publication type:
- Article
25
Near unit root and the relationship between inflation and interest rates: A reexamination of the Fisher effect.
- Published in:
- Empirical Economics, 2001, v. 26, n. 2, p. 357, doi. 10.1007/s001810000044
- By:
- Publication type:
- Article
26
An asymptotic analysis of strategic behavior for exchange economies.
- Published in:
- Economic Theory, 2018, v. 66, n. 2, p. 301, doi. 10.1007/s00199-017-1068-6
- By:
- Publication type:
- Article
27
Understanding the Functional Central Limit Theorems with Some Applications to Unit Root Testing with Structural Change.
- Published in:
- Economía (02544415), 2013, v. 36, n. 71, p. 107, doi. 10.18800/economia.201301.004
- By:
- Publication type:
- Article
28
Nonlinear econometric models with deterministically trending variables.
- Published in:
- Review of Economic Studies, 1995, v. 62, n. 3, p. 343, doi. 10.2307/2298032
- By:
- Publication type:
- Article
29
Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification.
- Published in:
- Review of Economic Studies, 1987, v. 54, n. 4, p. 665, doi. 10.2307/2297488
- By:
- Publication type:
- Article
30
Detection of Structural Change in the Long-run Persistence in a Univariate Time Series.
- Published in:
- Oxford Bulletin of Economics & Statistics, 2005, v. 67, n. 2, p. 181, doi. 10.1111/j.1468-0084.2004.00116.x
- By:
- Publication type:
- Article
31
Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time.
- Published in:
- Oxford Bulletin of Economics & Statistics, 2003, v. 65, n. 1, p. 91, doi. 10.1111/1468-0084.00036
- By:
- Publication type:
- Article
32
Innovational Outlier Unit Root Tests With an Endogenously Determined Break in Level.
- Published in:
- Oxford Bulletin of Economics & Statistics, 2001, v. 63, n. 5, p. 559, doi. 10.1111/1468-0084.00235
- By:
- Publication type:
- Article
33
International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration.
- Published in:
- Oxford Bulletin of Economics & Statistics, 1999, v. 61, n. 4, p. 691, doi. 10.1111/1468-0084.0610s1691
- By:
- Publication type:
- Article
34
ASYMPTOTIC OPTIMAL POLICIES FOR THE STOCHASTIC SEQUENTIAL ASSIGNMENT PROBLEM.
- Published in:
- Management Science, 1972, v. 19, n. 1, p. 46, doi. 10.1287/mnsc.19.1.46
- By:
- Publication type:
- Article
35
Annotated listing of new books.
- Published in:
- Journal of Economic Literature, 1998, v. 36, n. 2, p. 1010
- Publication type:
- Article
36
Cluster-Sample Methods in Applied Econometrics.
- Published in:
- American Economic Review, 2003, v. 93, n. 2, p. 133, doi. 10.1257/000282803321946930
- By:
- Publication type:
- Article
37
The conservative equal costs rule, the serial cost sharing rule and the pivotal mechanism: asymptotic welfare loss comparisons for the case of an excludable public project.
- Published in:
- Review of Economic Design, 2006, v. 10, n. 3, p. 205, doi. 10.1007/s10058-006-0010-3
- By:
- Publication type:
- Article
38
From implied to spot volatilities.
- Published in:
- Finance & Stochastics, 2010, v. 14, n. 2, p. 157, doi. 10.1007/s00780-009-0112-1
- By:
- Publication type:
- Article
39
DISCRIMINATING BETWEEN AUTOCORRELATION AND MISSPECIFICATION IN REGRESSION ANALYSIS: AN ALTERNATIVE TEST STRATEGY.
- Published in:
- Review of Economics & Statistics, 1987, v. 69, n. 1, p. 128, doi. 10.2307/1937909
- By:
- Publication type:
- Article
40
A Method for Testing the Independence of Two Time Series That Accounts for a Potential Pattern in the Cross-Correlation Function.
- Published in:
- Journal of the American Statistical Association, 1986, v. 81, n. 394, p. 533, doi. 10.1080/01621459.1986.10478301
- By:
- Publication type:
- Article
41
Asymptotic Theory for Econometricians (Book).
- Published in:
- 1985
- By:
- Publication type:
- Book Review
42
Testing a Sequence of Observations for a Shift in Location.
- Published in:
- Journal of the American Statistical Association, 1977, v. 72, n. 357, p. 180, doi. 10.1080/01621459.1977.10479935
- By:
- Publication type:
- Article
43
Reconstructing a Noisy Markov Chain Using Near-Neighbor Rules.
- Published in:
- Journal of the American Statistical Association, 1973, v. 68, n. 343, p. 599, doi. 10.1080/01621459.1973.10481390
- By:
- Publication type:
- Article
44
Accounting for missing data in M-estimation: a general matching approach.
- Published in:
- Empirical Economics, 2010, v. 38, n. 1, p. 85, doi. 10.1007/s00181-009-0257-y
- By:
- Publication type:
- Article
45
A NOTE ON THEIL'S MINIMUM STANDARD ERROR CRITERION WHEN THE DISTURBANCES ARE AUTOCORRELATED.
- Published in:
- Review of Economics & Statistics, 1974, v. 56, n. 1, p. 122, doi. 10.2307/1927540
- By:
- Publication type:
- Article
46
Categorical data in local maximum likelihood: theory and applications to productivity analysis.
- Published in:
- Journal of Productivity Analysis, 2015, v. 43, n. 2, p. 199, doi. 10.1007/s11123-014-0394-y
- By:
- Publication type:
- Article
47
GRANICZNE DYSTRYBUANTY WARTOŚCI EKSTREMALNYCH DLA ZALEŻNYCH CIĄGÓW ZMIENNYCH LOSOWYCH.
- Published in:
- Econometrics / Ekonometria, 2013, n. 40, p. 115
- By:
- Publication type:
- Article
48
Robust Confidence Intervals for Average Treatment Effects Under Limited Overlap.
- Published in:
- Econometrica, 2017, v. 85, n. 2, p. 645, doi. 10.3982/ECTA13141
- By:
- Publication type:
- Article
49
ROBUST ESTIMATION AND INFERENCE FOR JUMPS IN NOISY HIGH FREQUENCY DATA: A LOCAL-TO-CONTINUITY THEORY FOR THE PRE-AVERAGING METHOD.
- Published in:
- Econometrica, 2013, v. 81, n. 4, p. 1673, doi. 10.3982/ECTA10534
- By:
- Publication type:
- Article
50
On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions.
- Published in:
- Econometrica, 2012, v. 80, n. 1, p. 413, doi. 10.3982/ECTA8773
- By:
- Publication type:
- Article