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There are 10354 results for: content related to: Model selection tests for nonlinear dynamic models

  1. Notation in econometrics: a proposal for a standard

    The Econometrics Journal

    Volume 5, Issue 1, June 2002, Pages: 76–90, Karim Abadir and Jan Magnus

    Article first published online : 4 NOV 2002, DOI: 10.1111/1368-423X.t01-1-00074

  2. 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

    Article first published online : 17 JAN 2003, DOI: 10.1111/1368-423X.00095

  3. Distribution of preferences and measurement errors in a disaggregated expenditure system

    The Econometrics Journal

    Volume 6, Issue 2, December 2003, Pages: 374–400, Jørgen Aasness, Erik Biørn and Terje Skjerpen

    Article first published online : 17 NOV 2003, DOI: 10.1111/1368-423X.t01-1-00114

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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

    Article first published online : 5 JUN 2003, DOI: 10.1111/1368-423X.00108

  5. Testing linear restrictions in linear models with empirical likelihood

    The Econometrics Journal

    Volume 5, Issue 1, June 2002, Pages: 104–130, Francesco Bravo

    Article first published online : 4 NOV 2002, DOI: 10.1111/1368-423X.00076

  6. Diffusion through time-dependent media

    Geophysical Journal International

    Volume 141, Issue 2, May 2000, Pages: 299–306, M. Holschneider, O. Gensane and J.L. Le Mouël

    Article first published online : 24 FEB 2002, DOI: 10.1046/j.1365-246x.2000.00071.x

  7. Uncorrelated modes of the non-linear power spectrum

    Monthly Notices of the Royal Astronomical Society

    Volume 312, Issue 2, February 2000, Pages: 257–284, A. J. S. Hamilton

    Article first published online : 10 OCT 2008, DOI: 10.1046/j.1365-8711.2000.03071.x

  8. Tests for a change in persistence against the null of difference-stationarity

    The Econometrics Journal

    Volume 6, Issue 2, December 2003, Pages: 291–311, Stephen Leybourne, Tae-Hwan Kim, Vanessa Smith and Paul Newbold

    Article first published online : 17 NOV 2003, DOI: 10.1111/1368-423X.t01-1-00110

  9. Parametric acceleration – the effect of inward pull of the golf club at impact stage

    Sports Engineering

    Volume 4, Issue 2, May 2001, Pages: 75–86, K. Miura

    Article first published online : 21 DEC 2001, DOI: 10.1046/j.1460-2687.2001.00071.x

  10. A new technique for simulating the likelihood of stochastic differential equations

    The Econometrics Journal

    Volume 5, Issue 1, June 2002, Pages: 91–103, João Nicolau

    Article first published online : 4 NOV 2002, DOI: 10.1111/1368-423X.t01-1-00075

  11. Maximum likelihood estimates for the Hildreth–Houck random coefficients model

    The Econometrics Journal

    Volume 5, Issue 1, June 2002, Pages: 237–262, Asad Zaman

    Article first published online : 4 NOV 2002, DOI: 10.1111/1368-423X.t01-1-00083

  12. Asymptotics for unit root tests under Markov regime-switching

    The Econometrics Journal

    Volume 6, Issue 1, June 2003, Pages: 193–216, Giuseppe Cavaliere

    Article first published online : 5 JUN 2003, DOI: 10.1111/1368-423X.00107

  13. Limiting behaviour of Dickey–Fuller inline image-tests under the crash model alternative

    The Econometrics Journal

    Volume 6, Issue 2, December 2003, Pages: 421–429, A. Sen

    Article first published online : 17 NOV 2003, DOI: 10.1111/1368-423X.t01-1-00117

  14. An optimal test against a random walk component in a non-orthogonal unobserved components model

    The Econometrics Journal

    Volume 5, Issue 2, December 2002, Pages: 520–532, Ralph W. Bailey and A. M. Robert Taylor

    Article first published online : 17 JAN 2003, DOI: 10.1111/1368-423X.t01-1-00096

  15. Exact interpretation of dummy variables in semilogarithmic equations

    The Econometrics Journal

    Volume 5, Issue 1, June 2002, Pages: 149–159, Kees Jan van Garderen and Chandra Shah

    Article first published online : 4 NOV 2002, DOI: 10.1111/1368-423X.00078

  16. The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series

    The Econometrics Journal

    Volume 6, Issue 1, June 2003, Pages: 79–98, Dick Van Dijk, Birgit Strikholm and Timo Teräsvirta

    Article first published online : 5 JUN 2003, DOI: 10.1111/1368-423X.00103

  17. A comparative study of alternative estimators for the unbalanced two-way error component regression model

    The Econometrics Journal

    Volume 5, Issue 2, December 2002, Pages: 480–493, Badi H. Baltagi, Seuck H. Song and Byoung C. Jung

    Article first published online : 17 JAN 2003, DOI: 10.1111/1368-423X.t01-1-00094

  18. Stochastic volatility: Bayesian computation using automatic differentiation and the extended Kalman filter

    The Econometrics Journal

    Volume 6, Issue 2, December 2003, Pages: 408–420, Renate Meyer, David A. Fournier and Andreas Berg

    Article first published online : 17 NOV 2003, DOI: 10.1111/1368-423X.t01-1-00116

  19. Forecasting autoregressive time series in the presence of deterministic components

    The Econometrics Journal

    Volume 5, Issue 1, June 2002, Pages: 196–224, Serena Ng and Timothy Vogelsang

    Article first published online : 4 NOV 2002, DOI: 10.1111/1368-423X.t01-1-00081

  20. Residual-based diagnostics for conditional heteroscedasticity models

    The Econometrics Journal

    Volume 5, Issue 2, December 2002, Pages: 358–374, Y. K. Tse

    Article first published online : 17 JAN 2003, DOI: 10.1111/1368-423X.t01-1-00088