Works matching IS 13684221 AND DT 2008 AND VI 11 AND IP 2
Results: 9
Generic consistency of the break-point estimators under specification errors in a multiple-break model.
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- Econometrics Journal, 2008, v. 11, n. 2, p. 287, doi. 10.1111/j.1368-423X.2008.00237.x
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- Article
K-nearest-neighbour non-parametric estimation of regression functions in the presence of irrelevant variables.
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- Econometrics Journal, 2008, v. 11, n. 2, p. 396, doi. 10.1111/j.1368-423X.2008.00238.x
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- Article
Representation theorem for convex nonparametric least squares.
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- Econometrics Journal, 2008, v. 11, n. 2, p. 308, doi. 10.1111/j.1368-423X.2008.00239.x
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- Article
Panel vector autoregression under cross-sectional dependence.
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- Econometrics Journal, 2008, v. 11, n. 2, p. 219, doi. 10.1111/j.1368-423X.2008.00240.x
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- Article
Generalized LM tests for functional form and heteroscedasticity.
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- Econometrics Journal, 2008, v. 11, n. 2, p. 349, doi. 10.1111/j.1368-423X.2008.00242.x
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- Article
A bootstrap procedure for panel data sets with many cross-sectional units.
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- Econometrics Journal, 2008, v. 11, n. 2, p. 377, doi. 10.1111/j.1368-423X.2008.00243.x
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- Article
The impact of homework on student achievement.
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- Econometrics Journal, 2008, v. 11, n. 2, p. 326, doi. 10.1111/j.1368-423X.2008.00244.x
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- Article
Moment based regression algorithms for drift and volatility estimation in continuous-time Markov switching models.
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- Econometrics Journal, 2008, v. 11, n. 2, p. 244, doi. 10.1111/j.1368-423X.2008.00246.x
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- Article
Factor analysis in a model with rational expectations.
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- Econometrics Journal, 2008, v. 11, n. 2, p. 271, doi. 10.1111/j.1368-423X.2008.00245.x
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- Article