Lu, Fang; Liu, Sisheng; Yang, Jing; Lu, Xuewen Automatic variable selection for semiparametric spatial autoregressive model. (English) Zbl 07739044 Econom. Rev. 42, No. 8, 655-675 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{F. Lu} et al., Econom. Rev. 42, No. 8, 655--675 (2023; Zbl 07739044) Full Text: DOI
Tian, Maoshan; Dixon, Huw The variances of non-parametric estimates of the cross-sectional distribution of durations. (English) Zbl 07716485 Econom. Rev. 41, No. 10, 1243-1264 (2022). MSC: 62P20 PDFBibTeX XMLCite \textit{M. Tian} and \textit{H. Dixon}, Econom. Rev. 41, No. 10, 1243--1264 (2022; Zbl 07716485) Full Text: DOI
Tiwari, Amaresh K. A control function approach to estimate panel data binary response model. (English) Zbl 07568837 Econom. Rev. 41, No. 5, 505-538 (2022). MSC: 62P20 PDFBibTeX XMLCite \textit{A. K. Tiwari}, Econom. Rev. 41, No. 5, 505--538 (2022; Zbl 07568837) Full Text: DOI arXiv
Lu, Xun; Miao, Ke; Su, Liangjun Determination of different types of fixed effects in three-dimensional panels. (English) Zbl 1490.62177 Econom. Rev. 40, No. 9, 867-898 (2021). MSC: 62J05 62P20 PDFBibTeX XMLCite \textit{X. Lu} et al., Econom. Rev. 40, No. 9, 867--898 (2021; Zbl 1490.62177) Full Text: DOI Link
Zhao, Shangwei; Ma, Yanyuan; Wan, Alan T. K.; Zhang, Xinyu; Wang, Shouyang Model averaging in a multiplicative heteroscedastic model. (English) Zbl 1490.62187 Econom. Rev. 39, No. 10, 1100-1124 (2020). MSC: 62J05 62F12 62P20 PDFBibTeX XMLCite \textit{S. Zhao} et al., Econom. Rev. 39, No. 10, 1100--1124 (2020; Zbl 1490.62187) Full Text: DOI
Chu, Ba M.; Jacho-Chávez, David T.; Linton, Oliver B. Standard errors for nonparametric regression. (English) Zbl 1480.62066 Econom. Rev. 39, No. 7, 674-690 (2020). MSC: 62G08 62G07 62G20 PDFBibTeX XMLCite \textit{B. M. Chu} et al., Econom. Rev. 39, No. 7, 674--690 (2020; Zbl 1480.62066) Full Text: DOI
Coudin, Elise; Dufour, Jean-Marie Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors. (English) Zbl 1490.62433 Econom. Rev. 39, No. 8, 763-791 (2020). MSC: 62P20 62M10 62J05 62F12 62F25 PDFBibTeX XMLCite \textit{E. Coudin} and \textit{J.-M. Dufour}, Econom. Rev. 39, No. 8, 763--791 (2020; Zbl 1490.62433) Full Text: DOI Link
Lin, Juan; Wu, Ximing A diagnostic test for specification of copulas under censorship. (English) Zbl 1490.62108 Econom. Rev. 39, No. 9, 930-946 (2020). MSC: 62G10 62H05 62G20 62P05 PDFBibTeX XMLCite \textit{J. Lin} and \textit{X. Wu}, Econom. Rev. 39, No. 9, 930--946 (2020; Zbl 1490.62108) Full Text: DOI
Cardot, Hervé; Musolesi, Antonio Modeling temporal treatment effects with zero inflated semi-parametric regression models: the case of local development policies in France. (English) Zbl 1490.62427 Econom. Rev. 39, No. 2, 135-157 (2020). MSC: 62P20 62G08 PDFBibTeX XMLCite \textit{H. Cardot} and \textit{A. Musolesi}, Econom. Rev. 39, No. 2, 135--157 (2020; Zbl 1490.62427) Full Text: DOI arXiv
Aristodemou, Katerina; He, Jian; Yu, Keming Binary quantile regression and variable selection: a new approach. (English) Zbl 1490.62414 Econom. Rev. 38, No. 6, 679-694 (2019). MSC: 62P20 62G08 62J07 PDFBibTeX XMLCite \textit{K. Aristodemou} et al., Econom. Rev. 38, No. 6, 679--694 (2019; Zbl 1490.62414) Full Text: DOI Link
Nielsen, Heino Bohn Estimation bias and bias correction in reduced rank autoregressions. (English) Zbl 1490.62263 Econom. Rev. 38, No. 3, 332-349 (2019). MSC: 62M10 62F40 62P20 91B84 PDFBibTeX XMLCite \textit{H. B. Nielsen}, Econom. Rev. 38, No. 3, 332--349 (2019; Zbl 1490.62263) Full Text: DOI
Lin, Eric S.; Chou, Ta-Sheng Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form. (English) Zbl 1490.62168 Econom. Rev. 37, No. 1, 1-28 (2018). MSC: 62J02 62H12 62P20 PDFBibTeX XMLCite \textit{E. S. Lin} and \textit{T.-S. Chou}, Econom. Rev. 37, No. 1, 1--28 (2018; Zbl 1490.62168) Full Text: DOI
Shi, Zhentao Estimation of sparse structural parameters with many endogenous variables. (English) Zbl 1491.62260 Econom. Rev. 35, No. 8-10, 1582-1608 (2016). MSC: 62P20 62J07 62J05 62G08 62F12 PDFBibTeX XMLCite \textit{Z. Shi}, Econom. Rev. 35, No. 8--10, 1582--1608 (2016; Zbl 1491.62260) Full Text: DOI
Lam, Clifford; Souza, Pedro C. L. Detection and estimation of block structure in spatial weight matrix. (English) Zbl 1491.62238 Econom. Rev. 35, No. 8-10, 1347-1376 (2016). MSC: 62P20 62J07 62H11 91B72 PDFBibTeX XMLCite \textit{C. Lam} and \textit{P. C. L. Souza}, Econom. Rev. 35, No. 8--10, 1347--1376 (2016; Zbl 1491.62238) Full Text: DOI Link
Meng, Xiao-Li; Xie, Xianchao I got more data, my model is more refined, but my estimator is getting worse! Am I just dumb? (English) Zbl 1491.62116 Econom. Rev. 33, No. 1-4, 218-250 (2014). MSC: 62M10 62A01 62E20 62F15 62P20 PDFBibTeX XMLCite \textit{X.-L. Meng} and \textit{X. Xie}, Econom. Rev. 33, No. 1--4, 218--250 (2014; Zbl 1491.62116) Full Text: DOI Link
Poirier, Dale J. Bayesian interpretations of heteroskedastic consistent covariance estimators using the informed Bayesian bootstrap. (English) Zbl 1217.62035 Econom. Rev. 30, No. 4, 457-468 (2011). MSC: 62F15 62H12 62F40 PDFBibTeX XMLCite \textit{D. J. Poirier}, Econom. Rev. 30, No. 4, 457--468 (2011; Zbl 1217.62035) Full Text: DOI Link
Simar, Léopold; Wilson, Paul W. Inferences from cross-sectional, stochastic frontier models. (English) Zbl 1180.62194 Econom. Rev. 29, No. 1, 62-98 (2010). MSC: 62P20 62F40 62F25 65C60 65C05 62K99 PDFBibTeX XMLCite \textit{L. Simar} and \textit{P. W. Wilson}, Econom. Rev. 29, No. 1, 62--98 (2010; Zbl 1180.62194) Full Text: DOI
Maasoumi, Esfandiar; Racine, Jeffrey S. A robust entropy-based test of asymmetry for discrete and continuous processes. (English) Zbl 1156.62054 Econom. Rev. 28, No. 1-3, 246-261 (2009). MSC: 62M07 62G07 62B10 62E15 65C05 62M10 62P20 PDFBibTeX XMLCite \textit{E. Maasoumi} and \textit{J. S. Racine}, Econom. Rev. 28, No. 1--3, 246--261 (2009; Zbl 1156.62054) Full Text: DOI
Racine, Jeffery S.; Hart, Jeffrey; Li, Qi Testing the significance of categorical predictor variables in nonparametric regression models. (English) Zbl 1106.62046 Econom. Rev. 25, No. 4, 523-544 (2006). MSC: 62G08 62G10 65C05 62P20 62G09 PDFBibTeX XMLCite \textit{J. S. Racine} et al., Econom. Rev. 25, No. 4, 523--544 (2006; Zbl 1106.62046) Full Text: DOI
Omtzigt, Pieter; Fachin, Stefano The size and power of bootstrap and Bartlett-corrected tests of hypotheses on the cointegrating vectors. (English) Zbl 1087.62099 Econom. Rev. 25, No. 1, 41-60 (2006). MSC: 62M10 62H15 62F40 65C05 PDFBibTeX XMLCite \textit{P. Omtzigt} and \textit{S. Fachin}, Econom. Rev. 25, No. 1, 41--60 (2006; Zbl 1087.62099) Full Text: DOI
Gospodinov, Nikolay Robust asymptotic inference in autoregressive models with martingale difference errors. (English) Zbl 1061.62037 Econom. Rev. 24, No. 1, 59-81 (2005). MSC: 62F12 62F35 62M10 62F25 62J05 62F05 65C05 PDFBibTeX XMLCite \textit{N. Gospodinov}, Econom. Rev. 24, No. 1, 59--81 (2005; Zbl 1061.62037) Full Text: DOI
Martin, Gael M. Bayesian analysis of a fractional cointegration model. (English) Zbl 1026.62025 Econom. Rev. 20, No. 2, 217-234 (2001). MSC: 62F15 62M10 PDFBibTeX XMLCite \textit{G. M. Martin}, Econom. Rev. 20, No. 2, 217--234 (2001; Zbl 1026.62025) Full Text: DOI
Berkowitz, Jeremy; Kilian, Lutz Recent developments in bootstrapping time series (with comment). (English) Zbl 0949.62022 Econom. Rev. 19, No. 1, 1-48 (2000). MSC: 62F40 62G09 62M10 PDFBibTeX XMLCite \textit{J. Berkowitz} and \textit{L. Kilian}, Econom. Rev. 19, No. 1, 1--48 (2000; Zbl 0949.62022) Full Text: DOI
Cribari-Neto, Francisco; Zarkos, Spyros G. Bootstrap methods for heteroskedastic regression models: Evidence on estimation and testing. (English) Zbl 0928.62049 Econom. Rev. 18, No. 2, 211-228 (1999). MSC: 62J05 62G09 65C05 62P20 PDFBibTeX XMLCite \textit{F. Cribari-Neto} and \textit{S. G. Zarkos}, Econom. Rev. 18, No. 2, 211--228 (1999; Zbl 0928.62049) Full Text: DOI
Psaradakis, Zacharias Bootstrap-based evaluation of Markov switching time series models. (English) Zbl 0906.62091 Econom. Rev. 17, No. 3, 275-288 (1998). MSC: 62M10 62P20 62F10 PDFBibTeX XMLCite \textit{Z. Psaradakis}, Econom. Rev. 17, No. 3, 275--288 (1998; Zbl 0906.62091) Full Text: DOI
Lavergne, Pascal Selection of regressors in econometrics: Parametric and nonparametric methods. (English) Zbl 0923.62079 Econom. Rev. 17, No. 3, 227-273 (1998). Reviewer: J.Lillestøl (Bergen) MSC: 62J99 62G99 PDFBibTeX XMLCite \textit{P. Lavergne}, Econom. Rev. 17, No. 3, 227--273 (1998; Zbl 0923.62079) Full Text: DOI
Kilian, Lutz Confidence intervals for impulse responses under departures from normality. (English) Zbl 0893.62040 Econom. Rev. 17, No. 1, 1-29 (1998). MSC: 62G15 62P20 62G09 PDFBibTeX XMLCite \textit{L. Kilian}, Econom. Rev. 17, No. 1, 1--29 (1998; Zbl 0893.62040) Full Text: DOI
Li, Hongyi; Maddala, G. S. Bootstrapping time series models. (With discussion). (English) Zbl 0855.62074 Econom. Rev. 15, No. 2, 115-195 (1996). MSC: 62M10 62P20 62G09 PDFBibTeX XMLCite \textit{H. Li} and \textit{G. S. Maddala}, Econom. Rev. 15, No. 2, 115--195 (1996; Zbl 0855.62074) Full Text: DOI
Dolado, Juan J.; Lütkepohl, Helmut Making Wald tests work for cointegrated VAR systems. (English) Zbl 0893.62085 Econom. Rev. 15, No. 4, 369-386 (1996). MSC: 62M10 62P20 62E20 62H15 PDFBibTeX XMLCite \textit{J. J. Dolado} and \textit{H. Lütkepohl}, Econom. Rev. 15, No. 4, 369--386 (1996; Zbl 0893.62085) Full Text: DOI
Cribari-Neto, Francisco; Cordeiro, Gauss M. On Bartlett and Bartlett-type corrections. (English) Zbl 0885.62021 Econom. Rev. 15, No. 4, 339-367 (1996). MSC: 62F05 62E17 62E20 PDFBibTeX XMLCite \textit{F. Cribari-Neto} and \textit{G. M. Cordeiro}, Econom. Rev. 15, No. 4, 339--367 (1996; Zbl 0885.62021) Full Text: DOI
Fan, Yanqin Bootstrapping a consistent nonparametric goodness-of-fit test. (English) Zbl 0832.62038 Econom. Rev. 14, No. 3, 367-382 (1995). MSC: 62G10 62G07 62E20 PDFBibTeX XMLCite \textit{Y. Fan}, Econom. Rev. 14, No. 3, 367--382 (1995; Zbl 0832.62038) Full Text: DOI
Breslaw, Jon A. Nonparametric estimation of welfare changes. (English) Zbl 0825.62945 Econom. Rev. 14, No. 2, 163-182 (1995). MSC: 62P20 62G05 PDFBibTeX XMLCite \textit{J. A. Breslaw}, Econom. Rev. 14, No. 2, 163--182 (1995; Zbl 0825.62945) Full Text: DOI
Windmeijer, Frank A. G. Goodness-of-fit measures in binary choice models. (With comments). (English) Zbl 0825.62944 Econom. Rev. 14, No. 1, 101-120 (1995). MSC: 62P20 PDFBibTeX XMLCite \textit{F. A. G. Windmeijer}, Econom. Rev. 14, No. 1, 101--120 (1995; Zbl 0825.62944) Full Text: DOI
Adkins, Lee C. Finite sample moments of a bootstrap estimator of the James-Stein rule. (English) Zbl 0850.62537 Econom. Rev. 11, No. 2, 173-193 (1992). MSC: 62J07 PDFBibTeX XMLCite \textit{L. C. Adkins}, Econom. Rev. 11, No. 2, 173--193 (1992; Zbl 0850.62537) Full Text: DOI
Peracchi, Franco [Powell, J. L.] Robust M-estimators (with comment by J. L. Powell and reply). (English) Zbl 0718.62073 Econom. Rev. 9, No. 1, 1-36 (1990). MSC: 62F35 62F10 PDFBibTeX XMLCite \textit{F. Peracchi}, Econom. Rev. 9, No. 1, 1--36 (1990; Zbl 0718.62073) Full Text: DOI