Semiparametric estimation of single-index hazard functions without proportional hazards.
- Published in:
- Econometrics Journal, 2006, v. 9, n. 1, p. 1, doi. 10.1111/j.1368-423X.2006.00174.x
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- Publication type:
- Article
Works matching IS 13684221 AND DT 2006 AND VI 9 AND IP 1
Results: 7
1
2
Dynamic adjustment cost models with forward-looking behaviour.
- Published in:
- Econometrics Journal, 2006, v. 9, n. 1, p. 23, doi. 10.1111/j.1368-423X.2006.00175.x
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- Publication type:
- Article
3
A bootstrap approach to moment selection.
- Published in:
- Econometrics Journal, 2006, v. 9, n. 1, p. 48, doi. 10.1111/j.1368-423X.2006.00176.x
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- Publication type:
- Article
4
Simulation-based tests for heteroskedasticity in linear regression models: Some further results.
- Published in:
- Econometrics Journal, 2006, v. 9, n. 1, p. 76, doi. 10.1111/j.1368-423X.2006.00177.x
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- Publication type:
- Article
5
The polynomial aggregated AR(1) model.
- Published in:
- Econometrics Journal, 2006, v. 9, n. 1, p. 98, doi. 10.1111/j.1368-423X.2006.00178.x
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- Publication type:
- Article
6
Mean group tests for stationarity in heterogeneous panels.
- Published in:
- Econometrics Journal, 2006, v. 9, n. 1, p. 123, doi. 10.1111/j.1368-423X.2006.00179.x
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- Publication type:
- Article
7
Further results on optimal critical values of pre-test when estimating the regression error variance.
- Published in:
- Econometrics Journal, 2006, v. 9, n. 1, p. 159, doi. 10.1111/j.1368-423X.2006.00180.x
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- Publication type:
- Article