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
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- Publication type:
- Article
Works matching IS 13684221 AND DT 2008 AND VI 11 AND IP 3
Results: 11
1
2
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
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- Publication type:
- Article
3
Using semi-parametric methods in an analysis of earnings mobility.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 3, p. 478, doi. 10.1111/j.1368-423X.2008.00248.x
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- Publication type:
- Article
4
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
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- Publication type:
- Article
5
Estimation of the stochastic conditional duration model via alternative methods.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 3, p. 593, doi. 10.1111/j.1368-423X.2008.00250.x
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- Publication type:
- Article
6
Distinguishing short and long memory volatility specifications.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 3, p. 617, doi. 10.1111/j.1368-423X.2008.00251.x
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- Publication type:
- Article
7
A semiparametric derivative estimator in log transformation models.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 3, p. 538, doi. 10.1111/j.1368-423X.2008.00252.x
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- Publication type:
- Article
8
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
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- Publication type:
- Article
9
Semiparametric estimation of the Box–Cox transformation model.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 3, p. 517, doi. 10.1111/j.1368-423X.2008.00255.x
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- Publication type:
- Article
10
Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 3, p. 638, doi. 10.1111/j.1368-423X.2008.00257.x
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- Publication type:
- Article
11
Heterogeneity, state dependence and health.
- Published in:
- Econometrics Journal, 2008, v. 11, n. 3, p. 499, doi. 10.1111/j.1368-423X.2008.00256.x
- By:
- Publication type:
- Article