OLS and IV estimation of regression models including endogenous interaction terms
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2018.1427486
Practical procedures to deal with common support problems in matching estimation
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2017.1318509
Alternative diff-in-diffs estimators with several pretreatment periods
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2017.1348683
Model selection for factor analysis: Some new criteria and performance comparisons
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2017.1382763
Testing explosive bubbles with time-varying volatility
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2018.1536099
Two-sample least squares projection
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2016.1222068
Nonparametric localized bandwidth selection for Kernel density estimation
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2017.1397835
Simultaneous equations with binary outcomes and social interactions
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2018.1485836
A practical guide to compact infinite dimensional parameter spaces
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2018.1514025
A general inversion theorem for cointegration
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2018.1536100
Symbolic correlation integral
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2017.1365431
Generalized information matrix tests for copulas
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2018.1514023
Wavelet energy ratio unit root tests
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2016.1222232
Particle learning for Bayesian semi-parametric stochastic volatility model
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2018.1514022
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2016.1224024
Size distributions reconsidered
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2017.1417732
Focused information criterion for locally misspecified vector autoregressive models
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2017.1409410
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2018.1528416
Similarity-based model for ordered categorical data
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2017.1308054
The Phillips Curve and the Missing Disinflation from the Great Recession
来源期刊:Econometric ReviewsDOI:10.18651/ER/2Q19VANZANDWEGHE
Capital Reallocation and Capital Investment
来源期刊:Econometric ReviewsDOI:10.18651/ER/2Q19RODZIEWICZSLY
Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2016.1261062
Common threshold in quantile regressions with an application to pricing for reputation
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2017.1318469
Estimation in a semiparametric panel data model with nonstationarity
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2018.1514021
Do Changes in Reserve Balances Still Influence the Federal Funds Rate
来源期刊:Econometric ReviewsDOI:10.18651/ER/1Q19SMITH
The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2016.1261072
The Rise and Fall of College Tuition Inflation
来源期刊:Econometric ReviewsDOI:10.18651/ER/1Q19BUNDICKPOLLARD
Likelihood inference for dynamic linear models with Markov switching parameters: on the efficiency of the Kim filter
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2018.1514027
The Uneven Recovery in Prime-Age Labor Force Participation
来源期刊:Econometric ReviewsDOI:10.18651/er/3q19tuzementhao
Estimation bias and bias correction in reduced rank autoregressions
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2017.1308065
Binary quantile regression and variable selection: A new approach
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2017.1417701
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2016.1235305
Information measures of kernel estimation
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2016.1222236
Bias-corrected realized variance
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2016.1222230
Portmanteau tests for linearity of stationary time series
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2016.1261015
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2018.1485614
A nonparametric specification test for the volatility functions of diffusion processes
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2017.1365428
Revisiting the transitional dynamics of business cycle phases with mixed-frequency data
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2017.1397837
What Explains Lifetime Earnings Differences Across Individuals
来源期刊:Econometric ReviewsDOI:10.18651/ER/1Q19MUSTRE-DEL-RIO-POLLARD
Implementation Delays in Pension Retrenchment Reforms
来源期刊:Econometric ReviewsDOI:10.18651/ER/2Q19BIHUNTZUBAIRY
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2017.1411431
Functional coefficient time series models with trending regressors
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2017.1382774
Did Local Factors Contribute to the Decline in Bank Branches
来源期刊:Econometric ReviewsDOI:10.18651/ER/3Q19SENGUPTADICE
Tracking U.S. GDP in Real Time
来源期刊:Econometric ReviewsDOI:10.18651/ER/3Q19DOEBAE
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2017.1348684
Nonstationary nonlinear quantile regression
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2017.1308056
Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2017.1382781
Identification of average marginal effects under misspecification when covariates are normal
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2017.1308091
A joint test for parametric specification and independence in nonlinear regression models
来源期刊:Econometric ReviewsDOI:10.1080/07474938.2018.1536101