Testing for structural change under non-stationary variances.
- Published in:
- Econometrics Journal, 2015, v. 18, n. 2, p. 274, doi. 10.1111/ectj.12049
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2015 AND VI 18 AND IP 2
Results: 9
1
2
Identification and estimation of partially linear censored regression models with unknown heteroscedasticity.
- Published in:
- Econometrics Journal, 2015, v. 18, n. 2, p. 242, doi. 10.1111/ectj.12037
- By:
- Publication type:
- Article
3
Economic theory and forecasting: lessons from the literature.
- Published in:
- Econometrics Journal, 2015, v. 18, n. 2, p. C22, doi. 10.1111/ectj.12038
- By:
- Publication type:
- Article
4
Edmond Malinvaud: a tribute to his contributions in econometrics.
- Published in:
- Econometrics Journal, 2015, v. 18, n. 2, p. A1, doi. 10.1111/ectj.12051
- By:
- Publication type:
- Article
5
Royal Economic Society Annual Conference 2012 Special Issue on Econometrics of Forecasting.
- Published in:
- 2015
- By:
- Publication type:
- Editorial
6
Likelihood-based dynamic factor analysis for measurement and forecasting.
- Published in:
- Econometrics Journal, 2015, v. 18, n. 2, p. C1, doi. 10.1111/ectj.12029
- By:
- Publication type:
- Article
7
A class of indirect inference estimators: higher-order asymptotics and approximate bias correction.
- Published in:
- Econometrics Journal, 2015, v. 18, n. 2, p. 200, doi. 10.1111/ectj.12045
- By:
- Publication type:
- Article
8
Maximization by parts in extremum estimation.
- Published in:
- Econometrics Journal, 2015, v. 18, n. 2, p. 147, doi. 10.1111/ectj.12046
- By:
- Publication type:
- Article
9
Non-standard rates of convergence of criterion-function-based set estimators for binary response models.
- Published in:
- Econometrics Journal, 2015, v. 18, n. 2, p. 172, doi. 10.1111/ectj.12048
- By:
- Publication type:
- Article