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
- By:
- Publication type:
- 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
- By:
- Publication type:
- 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
- By:
- Publication type:
- 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
- By:
- Publication type:
- Article
RELEVANT MOMENT SELECTION UNDER MIXED IDENTIFICATION STRENGTH.
- Published in:
- Econometric Theory, 2024, v. 40, n. 5, p. 1003, doi. 10.1017/S0266466622000640
- By:
- 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
- By:
- Publication type:
- Article