Econometric Theory and Practice
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Published By Cambridge University Press

9781139164863

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

On Efficient, Robust, and Adaptive Estimation in Cointegrated Models

Econometric Theory and Practice ◽

10.1017/cbo9781139164863.011 ◽

2012 ◽

pp. 241-265

Author(s):

Douglas J. Hodgson

Keyword(s):

Adaptive Estimation

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Consistent Specification Testing for Quantile Regression Models

Econometric Theory and Practice ◽

10.1017/cbo9781139164863.013 ◽

2012 ◽

pp. 288-308

Author(s):

Yoon-Jae Whang

Keyword(s):

Quantile Regression ◽

Regression Models ◽

Specification Testing

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Multiple Structural Change Models: A Simulation Analysis

Econometric Theory and Practice ◽

10.1017/cbo9781139164863.010 ◽

2012 ◽

pp. 212-238 ◽

Cited By ~ 72

Author(s):

Jushan Bai ◽

Pierre Perron

Keyword(s):

Structural Change ◽

Simulation Analysis ◽

Change Models

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Edgeworth Expansions for the Wald and GMM Statistics for Nonlinear Restrictions

Econometric Theory and Practice ◽

10.1017/cbo9781139164863.003 ◽

2012 ◽

pp. 9-35 ◽

Cited By ~ 4

Author(s):

Bruce E. Hansen

Keyword(s):

Edgeworth Expansions

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Preface: In Praise of a Remarkable Teacher

Econometric Theory and Practice ◽

10.1017/cbo9781139164863.001 ◽

2012 ◽

pp. vii-viii

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Specification Tests with Instrumental Variables and Rank Deficiency

Econometric Theory and Practice ◽

10.1017/cbo9781139164863.005 ◽

2012 ◽

pp. 59-81 ◽

Cited By ~ 3

Author(s):

Yuichi Kitamura

Keyword(s):

Instrumental Variables ◽

Specification Tests ◽

Rank Deficiency

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Combination Unit Root Tests for Cross-Sectionally Correlated Panels

Econometric Theory and Practice ◽

10.1017/cbo9781139164863.014 ◽

2012 ◽

pp. 311-333 ◽

Cited By ~ 37

Author(s):

In Choi

Keyword(s):

Unit Root ◽

Unit Root Tests ◽

Combination Unit

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Nonstationary Nonlinearity: An Outlook for New Opportunities

Econometric Theory and Practice ◽

10.1017/cbo9781139164863.009 ◽

2012 ◽

pp. 178-211 ◽

Cited By ~ 1

Author(s):

Joon Y. Park

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Moment Selection and Bias Reduction for GMM in Conditionally Heteroskedastic Models

Econometric Theory and Practice ◽

10.1017/cbo9781139164863.004 ◽

2012 ◽

pp. 36-56 ◽

Cited By ~ 2

Author(s):

Guido M. Kuersteiner

Keyword(s):

Bias Reduction ◽

Moment Selection

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Extracting Cycles from Nonstationary Data

Econometric Theory and Practice ◽

10.1017/cbo9781139164863.008 ◽

2012 ◽

pp. 167-177 ◽

Cited By ~ 25

Author(s):

Dean Corbae ◽

Sam Ouliaris

Keyword(s):

Nonstationary Data

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