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There are 15247 results for: content related to: Model selection tests for nonlinear dynamic models

  1. Uniform convergence rate of the seminonparametric density estimator and testing for similarity of two unknown densities

    The Econometrics Journal

    Volume 10, Issue 1, March 2007, Pages: 1–34, Kyoo il Kim

    Version of Record online : 1 FEB 2007, DOI: 10.1111/j.1368-423X.2007.00197.x

  2. Testing for common trends in semi-parametric panel data models with fixed effects

    The Econometrics Journal

    Volume 15, Issue 1, February 2012, Pages: 56–100, Yonghui Zhang, Liangjun Su and Peter C. B. Phillips

    Version of Record online : 16 FEB 2012, DOI: 10.1111/j.1368-423X.2011.00361.x

  3. Mean group tests for stationarity in heterogeneous panels

    The Econometrics Journal

    Volume 9, Issue 1, March 2006, Pages: 123–158, Yongcheol Shin and Andy Snell

    Version of Record online : 14 MAR 2006, DOI: 10.1111/j.1368-423X.2006.00179.x

  4. Weak and strong cross-section dependence and estimation of large panels

    The Econometrics Journal

    Volume 14, Issue 1, February 2011, Pages: C45–C90, Alexander Chudik, M. Hashem Pesaran and Elisa Tosetti

    Version of Record online : 18 FEB 2011, DOI: 10.1111/j.1368-423X.2010.00330.x

  5. Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models

    The Econometrics Journal

    Volume 12, Issue 2, July 2009, Pages: 208–231, Francesco Bravo

    Version of Record online : 21 JUL 2009, DOI: 10.1111/j.1368-423X.2009.00286.x

  6. Cointegration and sampling frequency

    The Econometrics Journal

    Volume 14, Issue 2, July 2011, Pages: 156–185, Marcus J. Chambers

    Version of Record online : 7 JUN 2011, DOI: 10.1111/j.1368-423X.2010.00329.x

  7. Estimating and testing non-affine option pricing models with a large unbalanced panel of options

    The Econometrics Journal

    Volume 15, Issue 2, June 2012, Pages: 171–203, Fabrizio Ferriani and Sergio Pastorello

    Version of Record online : 17 JUL 2012, DOI: 10.1111/j.1368-423X.2012.00372.x

  8. Asymptotic and qualitative performance of non-parametric density estimators: a comparative study

    The Econometrics Journal

    Volume 11, Issue 3, November 2008, Pages: 573–592, Teruko Takada

    Version of Record online : 22 SEP 2008, DOI: 10.1111/j.1368-423X.2008.00249.x

  9. Semi-parametric estimation of non-separable models: a minimum distance from independence approach

    The Econometrics Journal

    Volume 13, Issue 3, October 2010, Pages: S28–S55, Ivana Komunjer and Andres Santos

    Version of Record online : 21 SEP 2010, DOI: 10.1111/j.1368-423X.2010.00317.x

  10. Standardized LM tests for spatial error dependence in linear or panel regressions

    The Econometrics Journal

    Volume 16, Issue 1, February 2013, Pages: 103–134, Badi H. Baltagi and Zhenlin Yang

    Version of Record online : 12 FEB 2013, DOI: 10.1111/j.1368-423X.2012.00385.x

  11. The Hausman test in a Cliff and Ord panel model

    The Econometrics Journal

    Volume 14, Issue 1, February 2011, Pages: 48–76, Jan Mutl and Michael Pfaffermayr

    Version of Record online : 18 FEB 2011, DOI: 10.1111/j.1368-423X.2010.00325.x

  12. Quasi-maximum likelihood estimation of discretely observed diffusions

    The Econometrics Journal

    Volume 14, Issue 2, July 2011, Pages: 241–256, Xiao Huang

    Version of Record online : 7 JUN 2011, DOI: 10.1111/j.1368-423X.2010.00324.x

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    Dynamic panel estimation and homogeneity testing under cross section dependence

    The Econometrics Journal

    Volume 6, Issue 1, June 2003, Pages: 217–259, Peter C. B. Phillips and Donggyu Sul

    Version of Record online : 5 JUN 2003, DOI: 10.1111/1368-423X.00108

  14. Estimation of dynamic latent variable models using simulated non-parametric moments

    The Econometrics Journal

    Volume 15, Issue 3, October 2012, Pages: 490–515, Michael Creel and Dennis Kristensen

    Version of Record online : 28 NOV 2012, DOI: 10.1111/j.1368-423X.2012.00387.x

  15. Orthogonal to backward mean transformation for dynamic panel data models

    The Econometrics Journal

    Volume 16, Issue 2, June 2013, Pages: 179–221, Gerdie Everaert

    Version of Record online : 18 JUN 2013, DOI: 10.1111/ectj.12001

  16. Bounds for inference with nuisance parameters present only under the alternative

    The Econometrics Journal

    Volume 5, Issue 2, December 2002, Pages: 494–519, Filippo Altissimo and Valentina Corradi

    Version of Record online : 17 JAN 2003, DOI: 10.1111/1368-423X.00095

  17. Specification and estimation of social interaction models with network structures

    The Econometrics Journal

    Volume 13, Issue 2, July 2010, Pages: 145–176, Lung-fei Lee, Xiaodong Liu and Xu Lin

    Version of Record online : 7 MAY 2010, DOI: 10.1111/j.1368-423X.2010.00310.x

  18. Efficient GMM with nearly-weak instruments

    The Econometrics Journal

    Volume 12, Issue s1, January 2009, Pages: S135–S171, Bertille Antoine and Eric Renault

    Version of Record online : 1 JUL 2009, DOI: 10.1111/j.1368-423X.2009.00279.x

  19. Semi-parametric estimation of a generalized threshold regression model under conditional quantile restriction

    The Econometrics Journal

    Volume 16, Issue 2, June 2013, Pages: 250–277, Zhengyu Zhang

    Version of Record online : 18 JUN 2013, DOI: 10.1111/ectj.12005

  20. Identification and inference in a simultaneous equation under alternative information sets and sampling schemes

    The Econometrics Journal

    Volume 16, Issue 1, February 2013, Pages: S24–S59, Jan F. Kiviet

    Version of Record online : 12 FEB 2013, DOI: 10.1111/j.1368-423X.2012.00386.x