Chang, Jinyuan; Chen, Cheng; Qiao, Xinghao; Yao, Qiwei An autocovariance-based learning framework for high-dimensional functional time series. (English) Zbl 07814005 J. Econom. 239, No. 2, Article ID 105385, 25 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Chang} et al., J. Econom. 239, No. 2, Article ID 105385, 25 p. (2024; Zbl 07814005) Full Text: DOI arXiv
Bandi, Federico M.; Pirino, Davide; Renò, Roberto Systematic staleness. (English) Zbl 07803923 J. Econom. 238, No. 1, Article ID 105522, 38 p. (2024). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{F. M. Bandi} et al., J. Econom. 238, No. 1, Article ID 105522, 38 p. (2024; Zbl 07803923) Full Text: DOI
Hwang, Jungbin; Valdés, Gonzalo Finite-sample corrected inference for two-step GMM in time series. (English) Zbl 07674660 J. Econom. 234, No. 1, 327-352 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Hwang} and \textit{G. Valdés}, J. Econom. 234, No. 1, 327--352 (2023; Zbl 07674660) Full Text: DOI
Anatolyev, Stanislav; Mikusheva, Anna Factor models with many assets: strong factors, weak factors, and the two-pass procedure. (English) Zbl 07538792 J. Econom. 229, No. 1, 103-126 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Anatolyev} and \textit{A. Mikusheva}, J. Econom. 229, No. 1, 103--126 (2022; Zbl 07538792) Full Text: DOI arXiv
Rho, Seunghwa; Vogelsang, Timothy J. Inference in time series models using smoothed-clustered standard errors. (English) Zbl 07376510 J. Econom. 224, No. 1, 113-133 (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Rho} and \textit{T. J. Vogelsang}, J. Econom. 224, No. 1, 113--133 (2021; Zbl 07376510) Full Text: DOI
Casini, Alessandro; Perron, Pierre Continuous record Laplace-based inference about the break date in structural change models. (English) Zbl 07376505 J. Econom. 224, No. 1, 3-21 (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Casini} and \textit{P. Perron}, J. Econom. 224, No. 1, 3--21 (2021; Zbl 07376505) Full Text: DOI arXiv
Park, Joon Y.; Wang, Bin Nonparametric estimation of jump diffusion models. (English) Zbl 1471.62450 J. Econom. 222, No. 1, Part C, 688-715 (2021). MSC: 62M05 60J60 62G05 62P05 PDFBibTeX XMLCite \textit{J. Y. Park} and \textit{B. Wang}, J. Econom. 222, No. 1, Part C, 688--715 (2021; Zbl 1471.62450) Full Text: DOI
Norkutė, Milda; Westerlund, Joakim The factor analytical approach in near unit root interactive effects panels. (English) Zbl 1471.62473 J. Econom. 221, No. 2, 569-590 (2021). MSC: 62M10 62F12 62H25 62M07 62P20 PDFBibTeX XMLCite \textit{M. Norkutė} and \textit{J. Westerlund}, J. Econom. 221, No. 2, 569--590 (2021; Zbl 1471.62473) Full Text: DOI
Sun, Yixiao; Yang, Jingjing Testing-optimal kernel choice in HAR inference. (English) Zbl 1464.62394 J. Econom. 219, No. 1, 123-136 (2020). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{Y. Sun} and \textit{J. Yang}, J. Econom. 219, No. 1, 123--136 (2020; Zbl 1464.62394) Full Text: DOI
Galvao, Antonio F.; Gu, Jiaying; Volgushev, Stanislav On the unbiased asymptotic normality of quantile regression with fixed effects. (English) Zbl 1456.62283 J. Econom. 218, No. 1, 178-215 (2020). MSC: 62P20 62M10 62G08 62E20 PDFBibTeX XMLCite \textit{A. F. Galvao} et al., J. Econom. 218, No. 1, 178--215 (2020; Zbl 1456.62283) Full Text: DOI arXiv
Martínez-Iriarte, Julián; Sun, Yixiao; Wang, Xuexin Asymptotic F tests under possibly weak identification. (English) Zbl 1456.62211 J. Econom. 218, No. 1, 140-177 (2020). MSC: 62M10 62E20 62F05 62H12 62P20 PDFBibTeX XMLCite \textit{J. Martínez-Iriarte} et al., J. Econom. 218, No. 1, 140--177 (2020; Zbl 1456.62211) Full Text: DOI Link
Sabzikar, Farzad; Wang, Qiying; Phillips, Peter C. B. Asymptotic theory for near integrated processes driven by tempered linear processes. (English) Zbl 1456.62215 J. Econom. 216, No. 1, 192-202 (2020). MSC: 62M10 62P20 60G22 60F05 PDFBibTeX XMLCite \textit{F. Sabzikar} et al., J. Econom. 216, No. 1, 192--202 (2020; Zbl 1456.62215) Full Text: DOI Link
Jiang, Feiyu; Li, Dong; Zhu, Ke Non-standard inference for augmented double autoregressive models with null volatility coefficients. (English) Zbl 1456.62198 J. Econom. 215, No. 1, 165-183 (2020). MSC: 62M10 62F12 62E20 62G20 62P20 PDFBibTeX XMLCite \textit{F. Jiang} et al., J. Econom. 215, No. 1, 165--183 (2020; Zbl 1456.62198) Full Text: DOI arXiv
Salish, Nazarii; Gleim, Alexander A moment-based notion of time dependence for functional time series. (English) Zbl 1452.62678 J. Econom. 212, No. 2, 377-392 (2019). MSC: 62M10 62H25 62G20 62P20 PDFBibTeX XMLCite \textit{N. Salish} and \textit{A. Gleim}, J. Econom. 212, No. 2, 377--392 (2019; Zbl 1452.62678) Full Text: DOI
Sun, Yu; Yan, Karen X. Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach. (English) Zbl 1452.62963 J. Econom. 211, No. 2, 560-588 (2019). MSC: 62P20 62M10 62F12 62E20 PDFBibTeX XMLCite \textit{Y. Sun} and \textit{K. X. Yan}, J. Econom. 211, No. 2, 560--588 (2019; Zbl 1452.62963) Full Text: DOI
Liu, Cheng; Sun, Yixiao A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions. (English) Zbl 1452.62659 J. Econom. 210, No. 2, 327-362 (2019). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{C. Liu} and \textit{Y. Sun}, J. Econom. 210, No. 2, 327--362 (2019; Zbl 1452.62659) Full Text: DOI
Tao, Yubo; Phillips, Peter C. B.; Yu, Jun Random coefficient continuous systems: testing for extreme sample path behavior. (English) Zbl 1452.62682 J. Econom. 209, No. 2, 208-237 (2019). MSC: 62M10 62F12 62P05 62P20 PDFBibTeX XMLCite \textit{Y. Tao} et al., J. Econom. 209, No. 2, 208--237 (2019; Zbl 1452.62682) Full Text: DOI Link
Kong, Jianning; Phillips, Peter C. B.; Sul, Donggyu Weak \(\sigma\)-convergence: theory and applications. (English) Zbl 1452.62933 J. Econom. 209, No. 2, 185-207 (2019). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{J. Kong} et al., J. Econom. 209, No. 2, 185--207 (2019; Zbl 1452.62933) Full Text: DOI Link
Hwang, Jungbin; Sun, Yixiao Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework. (English) Zbl 1452.62649 J. Econom. 207, No. 2, 381-405 (2018). MSC: 62M10 62G20 62P20 PDFBibTeX XMLCite \textit{J. Hwang} and \textit{Y. Sun}, J. Econom. 207, No. 2, 381--405 (2018; Zbl 1452.62649) Full Text: DOI Link
Graham, Bryan S.; Hahn, Jinyong; Poirier, Alexandre; Powell, James L. A quantile correlated random coefficients panel data model. (English) Zbl 1452.62912 J. Econom. 206, No. 2, 305-335 (2018). MSC: 62P20 62G08 62G05 62G20 62J05 PDFBibTeX XMLCite \textit{B. S. Graham} et al., J. Econom. 206, No. 2, 305--335 (2018; Zbl 1452.62912) Full Text: DOI Link
Patra, Rohit Kumar; Seijo, Emilio; Sen, Bodhisattva A consistent bootstrap procedure for the maximum score estimator. (English) Zbl 1452.62254 J. Econom. 205, No. 2, 488-507 (2018). MSC: 62G05 62G09 62G20 62P20 PDFBibTeX XMLCite \textit{R. K. Patra} et al., J. Econom. 205, No. 2, 488--507 (2018; Zbl 1452.62254) Full Text: DOI arXiv
Jiang, Liang; Wang, Xiaohu; Yu, Jun New distribution theory for the estimation of structural break point in mean. (English) Zbl 1452.62187 J. Econom. 205, No. 1, 156-176 (2018). MSC: 62E15 62M05 62M10 62E20 62F12 62P20 PDFBibTeX XMLCite \textit{L. Jiang} et al., J. Econom. 205, No. 1, 156--176 (2018; Zbl 1452.62187) Full Text: DOI Link
Lee, Yoon-Jin; Okui, Ryo; Shintani, Mototsugu Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes. (English) Zbl 1452.62656 J. Econom. 204, No. 2, 147-158 (2018). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{Y.-J. Lee} et al., J. Econom. 204, No. 2, 147--158 (2018; Zbl 1452.62656) Full Text: DOI
Chen, Ye; Phillips, Peter C. B.; Yu, Jun Inference in continuous systems with mildly explosive regressors. (English) Zbl 1377.62177 J. Econom. 201, No. 2, 400-416 (2017). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{Y. Chen} et al., J. Econom. 201, No. 2, 400--416 (2017; Zbl 1377.62177) Full Text: DOI Link
McCloskey, Adam Bonferroni-based size-correction for nonstandard testing problems. (English) Zbl 1388.62371 J. Econom. 200, No. 1, 17-35 (2017). MSC: 62P20 62F03 62F05 PDFBibTeX XMLCite \textit{A. McCloskey}, J. Econom. 200, No. 1, 17--35 (2017; Zbl 1388.62371) Full Text: DOI Link
Hwang, Jungbin; Sun, Yixiao Asymptotic \(F\) and \(t\) tests in an efficient GMM setting. (English) Zbl 1395.62269 J. Econom. 198, No. 2, 277-295 (2017). MSC: 62M10 62F05 PDFBibTeX XMLCite \textit{J. Hwang} and \textit{Y. Sun}, J. Econom. 198, No. 2, 277--295 (2017; Zbl 1395.62269) Full Text: DOI
Kim, Min Seong; Sun, Yixiao; Yang, Jingjing A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data. (English) Zbl 1422.62151 J. Econom. 197, No. 2, 298-322 (2017). MSC: 62G08 62G10 62G20 62M10 91B84 PDFBibTeX XMLCite \textit{M. S. Kim} et al., J. Econom. 197, No. 2, 298--322 (2017; Zbl 1422.62151) Full Text: DOI
Kim, Jihyun; Park, Joon Y. Asymptotics for recurrent diffusions with application to high frequency regression. (English) Zbl 1443.60074 J. Econom. 196, No. 1, 37-54 (2017). MSC: 60J60 62M05 62M10 60J65 62P05 PDFBibTeX XMLCite \textit{J. Kim} and \textit{J. Y. Park}, J. Econom. 196, No. 1, 37--54 (2017; Zbl 1443.60074) Full Text: DOI
Zhang, Xianyang Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework. (English) Zbl 1420.62405 J. Econom. 193, No. 1, 123-146 (2016). MSC: 62M10 62G05 62E20 62G20 62G10 PDFBibTeX XMLCite \textit{X. Zhang}, J. Econom. 193, No. 1, 123--146 (2016; Zbl 1420.62405) Full Text: DOI
Wang, Xiaohu; Yu, Jun Double asymptotics for explosive continuous time models. (English) Zbl 1420.62400 J. Econom. 193, No. 1, 35-53 (2016). MSC: 62M10 62M05 60G51 62E20 62P20 PDFBibTeX XMLCite \textit{X. Wang} and \textit{J. Yu}, J. Econom. 193, No. 1, 35--53 (2016; Zbl 1420.62400) Full Text: DOI Link
Choi, Hwan-sik Information theory for maximum likelihood estimation of diffusion models. (English) Zbl 1390.62166 J. Econom. 191, No. 1, 110-128 (2016). MSC: 62M05 60J60 94A15 62B10 PDFBibTeX XMLCite \textit{H.-s. Choi}, J. Econom. 191, No. 1, 110--128 (2016; Zbl 1390.62166) Full Text: DOI
Hsiao, Cheng; Zhou, Qiankun Statistical inference for panel dynamic simultaneous equations models. (English) Zbl 1337.62371 J. Econom. 189, No. 2, 383-396 (2015). MSC: 62P20 62M10 62F12 62H12 PDFBibTeX XMLCite \textit{C. Hsiao} and \textit{Q. Zhou}, J. Econom. 189, No. 2, 383--396 (2015; Zbl 1337.62371) Full Text: DOI
Lee, Donghoon; Song, Kyungchul Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies. (English) Zbl 1337.91128 J. Econom. 187, No. 1, 131-153 (2015). MSC: 91G60 62P20 PDFBibTeX XMLCite \textit{D. Lee} and \textit{K. Song}, J. Econom. 187, No. 1, 131--153 (2015; Zbl 1337.91128) Full Text: DOI
Koo, Bonsoo; Seo, Myung Hwan Structural-break models under mis-specification: implications for forecasting. (English) Zbl 1337.62162 J. Econom. 188, No. 1, 166-181 (2015). MSC: 62J05 62M20 62F03 91B84 62P20 PDFBibTeX XMLCite \textit{B. Koo} and \textit{M. H. Seo}, J. Econom. 188, No. 1, 166--181 (2015; Zbl 1337.62162) Full Text: DOI Link
Song, Kyungchul Semiparametric models with single-index nuisance parameters. (English) Zbl 1293.62094 J. Econom. 178, Part 3, 471-483 (2014). MSC: 62G08 62G20 PDFBibTeX XMLCite \textit{K. Song}, J. Econom. 178, Part 3, 471--483 (2014; Zbl 1293.62094) Full Text: DOI arXiv
Lee, Yoon-Jin Testing a linear dynamic panel data model against nonlinear alternatives. (English) Zbl 1293.62195 J. Econom. 178, Part 1, 146-166 (2014). MSC: 62M10 62M07 62E20 62P20 91B82 PDFBibTeX XMLCite \textit{Y.-J. Lee}, J. Econom. 178, Part 1, 146--166 (2014; Zbl 1293.62195) Full Text: DOI
Vogelsang, Timothy J.; Wagner, Martin Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions. (English) Zbl 1293.62208 J. Econom. 178, No. 2, 741-760 (2014). MSC: 62M10 62G08 62G20 PDFBibTeX XMLCite \textit{T. J. Vogelsang} and \textit{M. Wagner}, J. Econom. 178, No. 2, 741--760 (2014; Zbl 1293.62208) Full Text: DOI
Battistin, Erich; Chesher, Andrew Treatment effect estimation with covariate measurement error. (English) Zbl 1293.62140 J. Econom. 178, No. 2, 707-715 (2014). MSC: 62J02 62G05 62G20 PDFBibTeX XMLCite \textit{E. Battistin} and \textit{A. Chesher}, J. Econom. 178, No. 2, 707--715 (2014; Zbl 1293.62140) Full Text: DOI Link
Kruiniger, Hugo Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions. (English) Zbl 1443.62480 J. Econom. 173, No. 2, 175-188 (2013). MSC: 62P20 62F12 62M10 PDFBibTeX XMLCite \textit{H. Kruiniger}, J. Econom. 173, No. 2, 175--188 (2013; Zbl 1443.62480) Full Text: DOI Link Link
Trapani, Lorenzo On bootstrapping panel factor series. (English) Zbl 1443.62289 J. Econom. 172, No. 1, 127-141 (2013). MSC: 62M10 62H25 62P20 PDFBibTeX XMLCite \textit{L. Trapani}, J. Econom. 172, No. 1, 127--141 (2013; Zbl 1443.62289) Full Text: DOI Link Link
Kim, Min Seong; Sun, Yixiao Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects. (English) Zbl 1285.62107 J. Econom. 177, No. 1, 85-108 (2013). MSC: 62M10 62J05 62M30 62F12 62E20 PDFBibTeX XMLCite \textit{M. S. Kim} and \textit{Y. Sun}, J. Econom. 177, No. 1, 85--108 (2013; Zbl 1285.62107) Full Text: DOI
Antoine, Bertille; Renault, Eric Efficient minimum distance estimation with multiple rates of convergence. (English) Zbl 1443.62421 J. Econom. 170, No. 2, 350-367 (2012). MSC: 62P20 62G07 62G20 PDFBibTeX XMLCite \textit{B. Antoine} and \textit{E. Renault}, J. Econom. 170, No. 2, 350--367 (2012; Zbl 1443.62421) Full Text: DOI Link
Kato, Kengo; Galvao, Antonio F. jun.; Montes-Rojas, Gabriel V. Asymptotics for panel quantile regression models with individual effects. (English) Zbl 1443.62475 J. Econom. 170, No. 1, 76-91 (2012). MSC: 62P20 62G08 62E20 PDFBibTeX XMLCite \textit{K. Kato} et al., J. Econom. 170, No. 1, 76--91 (2012; Zbl 1443.62475) Full Text: DOI Link Link
Ploberger, Werner; Phillips, Peter C. B. Optimal estimation under nonstandard conditions. (English) Zbl 1443.62285 J. Econom. 169, No. 2, 258-265 (2012). MSC: 62M10 62F15 62F12 62E20 62P20 PDFBibTeX XMLCite \textit{W. Ploberger} and \textit{P. C. B. Phillips}, J. Econom. 169, No. 2, 258--265 (2012; Zbl 1443.62285) Full Text: DOI Link Link
Aue, Alexander; Horváth, Lajos; Hušková, Marie Segmenting mean-nonstationary time series via trending regressions. (English) Zbl 1443.62425 J. Econom. 168, No. 2, 367-381 (2012). MSC: 62P20 62M10 62E20 62F05 PDFBibTeX XMLCite \textit{A. Aue} et al., J. Econom. 168, No. 2, 367--381 (2012; Zbl 1443.62425) Full Text: DOI Link
Vogelsang, Timothy J. Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects. (English) Zbl 1441.62897 J. Econom. 166, No. 2, 303-319 (2012). MSC: 62P20 PDFBibTeX XMLCite \textit{T. J. Vogelsang}, J. Econom. 166, No. 2, 303--319 (2012; Zbl 1441.62897) Full Text: DOI
Calhoun, Gray Hypothesis testing in linear regression when \(k/n\) is large. (English) Zbl 1441.62624 J. Econom. 165, No. 2, 163-174 (2011). MSC: 62P20 62J05 62E20 PDFBibTeX XMLCite \textit{G. Calhoun}, J. Econom. 165, No. 2, 163--174 (2011; Zbl 1441.62624) Full Text: DOI
Daouia, Abdelaati; Gijbels, Irène Robustness and inference in nonparametric partial frontier modeling. (English) Zbl 1441.62657 J. Econom. 161, No. 2, 147-165 (2011). MSC: 62P20 62G05 62G35 62G20 PDFBibTeX XMLCite \textit{A. Daouia} and \textit{I. Gijbels}, J. Econom. 161, No. 2, 147--165 (2011; Zbl 1441.62657) Full Text: DOI Link
Mikusheva, Anna Robust confidence sets in the presence of weak instruments. (English) Zbl 1400.62330 J. Econom. 157, No. 2, 236-247 (2010). MSC: 62P20 62F03 62F25 62F35 PDFBibTeX XMLCite \textit{A. Mikusheva}, J. Econom. 157, No. 2, 236--247 (2010; Zbl 1400.62330) Full Text: DOI Link
Kelejian, Harry H.; Prucha, Ingmar R. Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances. (English) Zbl 1431.62636 J. Econom. 157, No. 1, 53-67 (2010). MSC: 62P20 62M10 62M30 PDFBibTeX XMLCite \textit{H. H. Kelejian} and \textit{I. R. Prucha}, J. Econom. 157, No. 1, 53--67 (2010; Zbl 1431.62636) Full Text: DOI Link
Zaffaroni, Paolo Whittle estimation of EGARCH and other exponential volatility models. (English) Zbl 1431.62427 J. Econom. 151, No. 2, 190-200 (2009). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{P. Zaffaroni}, J. Econom. 151, No. 2, 190--200 (2009; Zbl 1431.62427) Full Text: DOI HAL
Kruiniger, Hugo Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model. (English) Zbl 1419.62513 J. Econom. 144, No. 2, 447-464 (2008); corrigendum ibid. 178, No. 2, 824 (2014). MSC: 62P20 62M10 62F12 PDFBibTeX XMLCite \textit{H. Kruiniger}, J. Econom. 144, No. 2, 447--464 (2008; Zbl 1419.62513) Full Text: DOI HAL
Chao, John; Swanson, Norman R. Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction. (English) Zbl 1360.62377 J. Econom. 137, No. 2, 515-555 (2007). MSC: 62J05 62P20 PDFBibTeX XMLCite \textit{J. Chao} and \textit{N. R. Swanson}, J. Econom. 137, No. 2, 515--555 (2007; Zbl 1360.62377) Full Text: DOI Link
Shin, Dong Wan; Lee, Oesook Asymmetry and nonstationarity for a seasonal time series model. (English) Zbl 1418.62357 J. Econom. 136, No. 1, 89-114 (2007). MSC: 62M10 62F03 62P20 PDFBibTeX XMLCite \textit{D. W. Shin} and \textit{O. Lee}, J. Econom. 136, No. 1, 89--114 (2007; Zbl 1418.62357) Full Text: DOI
Shin, Dong Wan; Kang, Seungho An instrumental variable approach for panel unit root tests under cross-sectional dependence. (English) Zbl 1418.62356 J. Econom. 134, No. 1, 215-234 (2006). MSC: 62M10 62M07 62F03 62F05 62P20 PDFBibTeX XMLCite \textit{D. W. Shin} and \textit{S. Kang}, J. Econom. 134, No. 1, 215--234 (2006; Zbl 1418.62356) Full Text: DOI
Andrews, Donald W. K.; Lieberman, Offer; Marmer, Vadim Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes. (English) Zbl 1345.62055 J. Econom. 133, No. 2, 673-702 (2006). MSC: 62F40 62M10 60G15 PDFBibTeX XMLCite \textit{D. W. K. Andrews} et al., J. Econom. 133, No. 2, 673--702 (2006; Zbl 1345.62055) Full Text: DOI
Dufour, Jean-Marie Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics. (English) Zbl 1345.62037 J. Econom. 133, No. 2, 443-477 (2006). MSC: 62F03 65C05 PDFBibTeX XMLCite \textit{J.-M. Dufour}, J. Econom. 133, No. 2, 443--477 (2006; Zbl 1345.62037) Full Text: DOI Link
Müller, Ulrich K. Size and power of tests of stationarity in highly autocorrelated time series. (English) Zbl 1337.62224 J. Econom. 128, No. 2, 195-213 (2005). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{U. K. Müller}, J. Econom. 128, No. 2, 195--213 (2005; Zbl 1337.62224) Full Text: DOI Link
Fraser, D. A. S.; Rekkas, M.; Wong, A. Highly accurate likelihood analysis for the seemingly unrelated regression problem. (English) Zbl 1336.62140 J. Econom. 127, No. 1, 17-33 (2005). MSC: 62H15 62J05 62J02 PDFBibTeX XMLCite \textit{D. A. S. Fraser} et al., J. Econom. 127, No. 1, 17--33 (2005; Zbl 1336.62140) Full Text: DOI
Fernández-Villaverde, Jesús; Rubio-Ramıŕez, Juan Francisco Comparing dynamic equilibrium models to data: a Bayesian approach. (English) Zbl 1328.62163 J. Econom. 123, No. 1, 153-187 (2004). MSC: 62F15 91B82 91B52 PDFBibTeX XMLCite \textit{J. Fernández-Villaverde} and \textit{J. F. Rubio-Ramıŕez}, J. Econom. 123, No. 1, 153--187 (2004; Zbl 1328.62163) Full Text: DOI Link
Moon, Hyungsik Roger; Perron, Benoit Testing for a unit root in panels with dynamic factors. (English) Zbl 1282.62201 J. Econom. 122, No. 1, 81-126 (2004). MSC: 62M10 62M07 91B84 PDFBibTeX XMLCite \textit{H. R. Moon} and \textit{B. Perron}, J. Econom. 122, No. 1, 81--126 (2004; Zbl 1282.62201) Full Text: DOI
Gospodinov, Nikolay Median unbiased forecasts for highly persistent autoregressive processes. (English) Zbl 1025.62031 J. Econom. 111, No. 1, 85-101 (2002). MSC: 62M20 62G09 62F40 PDFBibTeX XMLCite \textit{N. Gospodinov}, J. Econom. 111, No. 1, 85--101 (2002; Zbl 1025.62031) Full Text: DOI
Phillips, Peter C. B. New unit root asymptotics in the presence of deterministic trends. (English) Zbl 1051.62084 J. Econom. 111, No. 2, 323-353 (2002). MSC: 62M10 62F05 62P20 PDFBibTeX XMLCite \textit{P. C. B. Phillips}, J. Econom. 111, No. 2, 323--353 (2002; Zbl 1051.62084) Full Text: DOI
Chesher, Andrew; Dumangane, Montezuma; Smith, Richard J. Duration response measurement error. (English) Zbl 1020.62119 J. Econom. 111, No. 2, 169-194 (2002). MSC: 62P20 62H15 PDFBibTeX XMLCite \textit{A. Chesher} et al., J. Econom. 111, No. 2, 169--194 (2002; Zbl 1020.62119) Full Text: DOI
Phillips, Peter C. B. Impulse response and forecast error variance asymptotics in nonstationary VARs. (English) Zbl 0919.62131 J. Econom. 83, No. 1-2, 21-56 (1998). Reviewer: Georgi Boshnakov (Manchester, UK) MSC: 62P20 62M10 91B84 PDFBibTeX XMLCite \textit{P. C. B. Phillips}, J. Econom. 83, No. 1--2, 21--56 (1998; Zbl 0919.62131) Full Text: DOI
Kiviet, Jan F.; Phillips, Garry D. A. Bias assessment and reduction in linear error-correction models. (English) Zbl 0807.62092 J. Econom. 63, No. 1, 215-243 (1994). MSC: 62P20 62M10 62E20 PDFBibTeX XMLCite \textit{J. F. Kiviet} and \textit{G. D. A. Phillips}, J. Econom. 63, No. 1, 215--243 (1994; Zbl 0807.62092) Full Text: DOI
Phillips, Peter C. B.; Loretan, Mico The Durbin-Watson ratio under infinite-variance errors. (English) Zbl 0722.62059 J. Econom. 47, No. 1, 85-114 (1991). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{P. C. B. Phillips} and \textit{M. Loretan}, J. Econom. 47, No. 1, 85--114 (1991; Zbl 0722.62059) Full Text: DOI