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There are 19234 results for: content related to: An I(2) cointegration model with piecewise linear trends

  1. 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

  2. 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

  3. 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

  4. On the efficiency of a semi-parametric GARCH model

    The Econometrics Journal

    Volume 14, Issue 2, July 2011, Pages: 257–277, Jianing Di and Ashis Gangopadhyay

    Version of Record online : 7 JUN 2011, DOI: 10.1111/j.1368-423X.2010.00337.x

  5. Misspecification in moment inequality models: back to moment equalities?

    The Econometrics Journal

    Volume 14, Issue 2, July 2011, Pages: 186–203, Maria Ponomareva and Elie Tamer

    Version of Record online : 7 JUN 2011, DOI: 10.1111/j.1368-423X.2010.00332.x

  6. 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

  7. Testing for sphericity in a fixed effects panel data model

    The Econometrics Journal

    Volume 14, Issue 1, February 2011, Pages: 25–47, Badi H. Baltagi, Qu Feng and Chihwa Kao

    Version of Record online : 18 FEB 2011, DOI: 10.1111/j.1368-423X.2010.00331.x

  8. 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

  9. Likelihood estimation of Lévy-driven stochastic volatility models through realized variance measures

    The Econometrics Journal

    Volume 14, Issue 2, July 2011, Pages: 204–240, Almut E. D. Veraart

    Version of Record online : 7 JUN 2011, DOI: 10.1111/j.1368-423X.2010.00336.x

  10. Instrumental variables estimation and inference in the presence of many exogenous regressors

    The Econometrics Journal

    Volume 16, Issue 1, February 2013, Pages: 27–72, Stanislav Anatolyev

    Version of Record online : 12 FEB 2013, DOI: 10.1111/j.1368-423X.2012.00383.x

  11. Fully modified narrow-band least squares estimation of weak fractional cointegration

    The Econometrics Journal

    Volume 14, Issue 1, February 2011, Pages: 77–120, Morten Ørregaard Nielsen and Per Frederiksen

    Version of Record online : 18 FEB 2011, DOI: 10.1111/j.1368-423X.2010.00323.x

  12. 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

  13. 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

  14. Improving robust model selection tests for dynamic models

    The Econometrics Journal

    Volume 13, Issue 2, July 2010, Pages: 177–204, Hwan-sik Choi and Nicholas M. Kiefer

    Version of Record online : 7 MAY 2010, DOI: 10.1111/j.1368-423X.2010.00313.x

  15. 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

  16. 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

  17. 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

  18. 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

  19. 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

  20. Local NLLS estimation of semi-parametric binary choice models

    The Econometrics Journal

    Volume 16, Issue 2, June 2013, Pages: 135–160, Jason R. Blevins and Shakeeb Khan

    Version of Record online : 18 JUN 2013, DOI: 10.1111/j.1368-423X.2012.00393.x