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There are 35332 results for: content related to: Estimation of dynamic latent variable models using simulated non-parametric moments

  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. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  11. 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

  12. 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

  13. 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

  14. 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

  15. 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

  16. A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator

    The Econometrics Journal

    Volume 16, Issue 1, February 2013, Pages: 1–26, Yixiao Sun

    Version of Record online : 12 FEB 2013, DOI: 10.1111/j.1368-423X.2012.00390.x

  17. Residual-based block bootstrap unit root testing in the presence of trend breaks

    The Econometrics Journal

    Volume 8, Issue 3, November 2005, Pages: 323–351, Evangelos E. Ioannidis

    Version of Record online : 25 NOV 2005, DOI: 10.1111/j.1368-423X.2005.00167.x

  18. On the sensitivity of the restricted least squares estimators to covariance misspecification

    The Econometrics Journal

    Volume 10, Issue 3, November 2007, Pages: 471–487, Alan T.K. Wan, Guohua Zou and Huaizhen Qin

    Version of Record online : 4 AUG 2007, DOI: 10.1111/j.1368-423X.2007.00217.x

  19. 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

  20. Weak instrument inference in the presence of parameter instability

    The Econometrics Journal

    Volume 15, Issue 3, October 2012, Pages: 395–419, Hong Li and Zhijie Xiao

    Version of Record online : 28 NOV 2012, DOI: 10.1111/j.1368-423X.2012.00384.x