Machado, José A. F.; Santos Silva, J. M. C. A note on identification with averaged data. (English) Zbl 1125.62056 Econom. Theory 22, No. 3, 537-541 (2006). MSC: 62H12 PDFBibTeX XMLCite \textit{J. A. F. Machado} and \textit{J. M. C. Santos Silva}, Econom. Theory 22, No. 3, 537--541 (2006; Zbl 1125.62056) Full Text: DOI
Qian, Hailong; Tian, Yongge Partially superfluous observations. (English) Zbl 1125.62069 Econom. Theory 22, No. 3, 529-536 (2006). MSC: 62J05 62H12 PDFBibTeX XMLCite \textit{H. Qian} and \textit{Y. Tian}, Econom. Theory 22, No. 3, 529--536 (2006; Zbl 1125.62069) Full Text: DOI
Otsu, Taisuke Generalized empirical likelihood inference for nonlinear and time series models under weak identification. (English) Zbl 1125.62107 Econom. Theory 22, No. 3, 513-527 (2006). MSC: 62M10 62G05 62G35 62G20 PDFBibTeX XMLCite \textit{T. Otsu}, Econom. Theory 22, No. 3, 513--527 (2006; Zbl 1125.62107) Full Text: DOI
Hahn, Jinyong; Moon, Hyungsik Roger Reducing bias of MLE in a dynamic panel model. (English) Zbl 1125.62128 Econom. Theory 22, No. 3, 499-512 (2006). MSC: 62P20 62H12 62M10 62J05 PDFBibTeX XMLCite \textit{J. Hahn} and \textit{H. R. Moon}, Econom. Theory 22, No. 3, 499--512 (2006; Zbl 1125.62128)
Ercolani, Joanne S.; Chambers, Marcus J. Estimation of differential-difference equation systems with unknown lag parameters. (English) Zbl 1125.62090 Econom. Theory 22, No. 3, 483-498 (2006). MSC: 62M09 62M10 62F12 60F05 PDFBibTeX XMLCite \textit{J. S. Ercolani} and \textit{M. J. Chambers}, Econom. Theory 22, No. 3, 483--498 (2006; Zbl 1125.62090) Full Text: DOI
Horváth, Lajos; Zitikis, Ričardas Testing goodness of fit based on densities of GARCH innovations. (English) Zbl 1125.62103 Econom. Theory 22, No. 3, 457-482 (2006). MSC: 62M10 62G20 62G07 62G10 PDFBibTeX XMLCite \textit{L. Horváth} and \textit{R. Zitikis}, Econom. Theory 22, No. 3, 457--482 (2006; Zbl 1125.62103) Full Text: DOI
McCabe, Brendan; Leybourne, Stephen; Harris, David A residual-based test for stochastic cointegration. (English) Zbl 1125.62105 Econom. Theory 22, No. 3, 429-456 (2006). MSC: 62M10 62M07 62H15 PDFBibTeX XMLCite \textit{B. McCabe} et al., Econom. Theory 22, No. 3, 429--456 (2006; Zbl 1125.62105)
Chan, Ngai Hang; Ling, Shiqing Empirical likelihood for GARCH models. (English) Zbl 1125.62097 Econom. Theory 22, No. 3, 403-428 (2006). MSC: 62M10 62E20 62G05 PDFBibTeX XMLCite \textit{N. H. Chan} and \textit{S. Ling}, Econom. Theory 22, No. 3, 403--428 (2006; Zbl 1125.62097) Full Text: DOI
Horváth, Lajos; Kokoszka, Piotr; Zhang, Aonan Monitoring constancy of variance in conditionally heteroskedastic time series. (English) Zbl 1125.62102 Econom. Theory 22, No. 3, 373-402 (2006). MSC: 62M10 62G20 65C60 60F17 PDFBibTeX XMLCite \textit{L. Horváth} et al., Econom. Theory 22, No. 3, 373--402 (2006; Zbl 1125.62102)
Cai, Ye; Shintani, Mototsugu On the alternative long-run variance ratio test for a unit root. (English) Zbl 1125.62096 Econom. Theory 22, No. 3, 347-372 (2006). MSC: 62M10 62G20 65C05 PDFBibTeX XMLCite \textit{Y. Cai} and \textit{M. Shintani}, Econom. Theory 22, No. 3, 347--372 (2006; Zbl 1125.62096) Full Text: DOI