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There are 61783 results for: content related to: Misspecification in moment inequality models: back to moment equalities?

  1. 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

  2. A mixture-distribution factor model for multivariate outliers

    The Econometrics Journal

    Volume 10, Issue 3, November 2007, Pages: 605–636, Iliyan Georgiev

    Version of Record online : 25 OCT 2007, DOI: 10.1111/j.1368-423X.2007.00224.x

  3. Estimating the effect of a variable in a high-dimensional linear model

    The Econometrics Journal

    Volume 15, Issue 2, June 2012, Pages: 325–357, Peter S. Jensen and Allan H. Würtz

    Version of Record online : 17 JUL 2012, DOI: 10.1111/j.1368-423X.2011.00362.x

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    Erratum

    Vol. 15, Issue 3, 535, Version of Record online: 28 NOV 2012

  4. 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

  5. Breakdown point theory for implied probability bootstrap

    The Econometrics Journal

    Volume 15, Issue 1, February 2012, Pages: 32–55, Lorenzo Camponovo and Taisuke Otsu

    Version of Record online : 16 FEB 2012, DOI: 10.1111/j.1368-423X.2011.00365.x

  6. Testing a parametric function against a non-parametric alternative in IV and GMM settings

    The Econometrics Journal

    Volume 15, Issue 3, October 2012, Pages: 462–489, Tue Gørgens and Allan Würtz

    Version of Record online : 28 NOV 2012, DOI: 10.1111/j.1368-423X.2012.00382.x

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    Model selection tests for nonlinear dynamic models

    The Econometrics Journal

    Volume 5, Issue 1, June 2002, Pages: 1–39, Douglas Rivers and 1 Quang Vuong 1, 2

    Version of Record online : 4 NOV 2002, DOI: 10.1111/1368-423X.t01-1-00071

  8. 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

  9. 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

  10. Misspecification tests based on quantile residuals

    The Econometrics Journal

    Volume 15, Issue 2, June 2012, Pages: 358–393, Leena Kalliovirta

    Version of Record online : 17 JUL 2012, DOI: 10.1111/j.1368-423X.2011.00364.x

  11. Regressions with asymptotically collinear regressors

    The Econometrics Journal

    Volume 14, Issue 2, July 2011, Pages: 304–320, Kairat T. Mynbaev

    Version of Record online : 7 JUN 2011, DOI: 10.1111/j.1368-423X.2010.00334.x

  12. 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

    Version of Record online : 4 NOV 2002, DOI: 10.1111/1368-423X.t01-1-00074

  13. Estimation of spatial autoregressive models with randomly missing data in the dependent variable

    The Econometrics Journal

    Volume 16, Issue 1, February 2013, Pages: 73–102, Wei Wang and Lung-Fei Lee

    Version of Record online : 12 FEB 2013, DOI: 10.1111/j.1368-423X.2012.00388.x

  14. Testing for rational bubbles in a coexplosive vector autoregression

    The Econometrics Journal

    Volume 15, Issue 2, June 2012, Pages: 226–254, Tom Engsted and Bent Nielsen

    Version of Record online : 17 JUL 2012, DOI: 10.1111/j.1368-423X.2012.00369.x

  15. Non-stationary regression with logistic transition

    The Econometrics Journal

    Volume 15, Issue 2, June 2012, Pages: 255–287, Yoosoon Chang, Bibo Jiang and Joon Park

    Version of Record online : 17 JUL 2012, DOI: 10.1111/j.1368-423X.2012.00371.x

  16. Non-parametric detection and estimation of structural change

    The Econometrics Journal

    Volume 15, Issue 3, October 2012, Pages: 420–461, Dennis Kristensen

    Version of Record online : 28 NOV 2012, DOI: 10.1111/j.1368-423X.2012.00378.x

  17. Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors

    The Econometrics Journal

    Volume 16, Issue 2, June 2013, Pages: 222–249, Jushan Bai and Josep Lluís Carrion-i-Silvestre

    Version of Record online : 18 JUN 2013, DOI: 10.1111/ectj.12002

  18. Discrete endogenous variables in weakly separable models

    The Econometrics Journal

    Volume 15, Issue 2, June 2012, Pages: 288–303, Sung Jae Jun, Joris Pinkse and Haiqing Xu

    Version of Record online : 17 JUL 2012, DOI: 10.1111/j.1368-423X.2012.00373.x

  19. Unit root inference in panel data models where the time-series dimension is fixed: a comparison of different tests

    The Econometrics Journal

    Volume 13, Issue 1, February 2010, Pages: 63–94, Edith Madsen

    Version of Record online : 11 FEB 2010, DOI: 10.1111/j.1368-423X.2009.00302.x

  20. 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