Okui, Ryo Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects. (English) Zbl 1499.62317 J. Time Ser. Econom. 6, No. 2, 129-181 (2014). MSC: 62M10 62F12 62P20 PDFBibTeX XMLCite \textit{R. Okui}, J. Time Ser. Econom. 6, No. 2, 129--181 (2014; Zbl 1499.62317) Full Text: DOI
Okui, Ryo Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends. (English) Zbl 1217.62136 Econ. Lett. 112, No. 1, 49-52 (2011). MSC: 62M10 62F12 PDFBibTeX XMLCite \textit{R. Okui}, Econ. Lett. 112, No. 1, 49--52 (2011; Zbl 1217.62136) Full Text: DOI
Lemonte, Artur J.; Ferrari, Silvia L. P. Signed likelihood ratio tests in the Birnbaum-Saunders regression model. (English) Zbl 1200.62124 J. Stat. Plann. Inference 141, No. 2, 1031-1040 (2011). MSC: 62N03 62N05 62H15 62E20 65C60 PDFBibTeX XMLCite \textit{A. J. Lemonte} and \textit{S. L. P. Ferrari}, J. Stat. Plann. Inference 141, No. 2, 1031--1040 (2011; Zbl 1200.62124) Full Text: DOI
Okui, Ryo Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators. (English) Zbl 1171.62052 Math. Comput. Simul. 79, No. 9, 2897-2909 (2009). MSC: 62M10 62F03 62F12 65C05 62E20 PDFBibTeX XMLCite \textit{R. Okui}, Math. Comput. Simul. 79, No. 9, 2897--2909 (2009; Zbl 1171.62052) Full Text: DOI
Ferrari, Silvia L. P.; Lucambio, Fernando; Cribari-Neto, Francisco Improved profile likelihood inference. (English) Zbl 1066.62030 J. Stat. Plann. Inference 134, No. 2, 373-391 (2005). MSC: 62F05 62J12 62F12 PDFBibTeX XMLCite \textit{S. L. P. Ferrari} et al., J. Stat. Plann. Inference 134, No. 2, 373--391 (2005; Zbl 1066.62030) Full Text: DOI