-
1
-
-
0141981616
-
Efficient estimation of models with conditional moment restrictions conditioning unknown functions
-
Ai, C. & X. Chen (2003) Efficient estimation of models with conditional moment restrictions conditioning unknown functions. Econometrica 71, 1795-1843.
-
(2003)
Econometrica
, vol.71
, pp. 1795-1843
-
-
Ai, C.1
Chen, X.2
-
4
-
-
0036000742
-
On instrumental variable estimation of semiparametric dynamic panel data models
-
Baltagi, B. & Q. Li (2002) On instrumental variable estimation of semiparametric dynamic panel data models. Economics Letters 76, 1-9.
-
(2002)
Economics Letters
, vol.76
, pp. 1-9
-
-
Baltagi, B.1
Li, Q.2
-
5
-
-
0036003751
-
Regression quantiles for time series data
-
Cai, Z. (2002) Regression quantiles for time series data. Econometric Theory 18, 169-192.
-
(2002)
Econometric Theory
, vol.18
, pp. 169-192
-
-
Cai, Z.1
-
6
-
-
0037405466
-
Nonparametric estimation equations for time series data
-
Cai, Z. (2003) Nonparametric estimation equations for time series data. Statistics and Probability Letters 62, 379-390.
-
(2003)
Statistics and Probability Letters
, vol.62
, pp. 379-390
-
-
Cai, Z.1
-
7
-
-
33745807586
-
Functional-coefficient instrumental variables models
-
Cai, Z., M. Das, H. Xiong, & X. Wu (2006) Functional-coefficient instrumental variables models. Journal of Econometrics 133, 207-241.
-
(2006)
Journal of Econometrics
, vol.133
, pp. 207-241
-
-
Cai, Z.1
Das, M.2
Xiong, H.3
Wu, X.4
-
11
-
-
0036003734
-
Mixing and moment properties of various GARCH and stochastic volatility models
-
Carrasco, M. & X. Chen (2002) Mixing and moment properties of various GARCH and stochastic volatility models. Econometric Theory 18, 17-39.
-
(2002)
Econometric Theory
, vol.18
, pp. 17-39
-
-
Carrasco, M.1
Chen, X.2
-
13
-
-
9644295704
-
Instrumental variables estimators for nonparametric models with discrete endogenous regressors
-
Das, M. (2005) Instrumental variables estimators for nonparametric models with discrete endogenous regressors. Journal of Econometrics 124, 335-361.
-
(2005)
Journal of Econometrics
, vol.124
, pp. 335-361
-
-
Das, M.1
-
15
-
-
33746996329
-
-
Working paper, Department of Economic Statistics, Stockholm School of Economics
-
González, A., T. Teräsvirta, & D. van Dijk (2005) Panel Smooth Transition Regression Models. Working paper, Department of Economic Statistics, Stockholm School of Economics.
-
(2005)
Panel Smooth Transition Regression Models
-
-
González, A.1
Teräsvirta, T.2
van Dijk, D.3
-
19
-
-
0000549127
-
Threshold effects in non-dynamic panels: Estimation, testing, and inference
-
Hansen, B.E. (1999) Threshold effects in non-dynamic panels: Estimation, testing, and inference. Journal of Econometrics 93, 345-368.
-
(1999)
Journal of Econometrics
, vol.93
, pp. 345-368
-
-
Hansen, B.E.1
-
20
-
-
0000414660
-
Large sample properties of generalized method of moments estimators
-
Hansen, P.L. (1982) Large sample properties of generalized method of moments estimators. Econometrica 50, 1029-1054.
-
(1982)
Econometrica
, vol.50
, pp. 1029-1054
-
-
Hansen, P.L.1
-
22
-
-
0242510033
-
Inference and forecast of exchange rates via generalized spectrum and nonlinear time series models
-
Hong, Y. & T.-H. Lee (2003) Inference and forecast of exchange rates via generalized spectrum and nonlinear time series models. Review of Economics and Statistics 85, 1048-1062.
-
(2003)
Review of Economics and Statistics
, vol.85
, pp. 1048-1062
-
-
Hong, Y.1
Lee, T.-H.2
-
23
-
-
0001343732
-
Semiparametric estimation of regression models for panel data
-
Horowitz, J.L. & M. Markatou (1996) Semiparametric estimation of regression models for panel data. Review of Economic Studies 63, 145-168.
-
(1996)
Review of Economic Studies
, vol.63
, pp. 145-168
-
-
Horowitz, J.L.1
Markatou, M.2
-
24
-
-
0003559593
-
-
2nd ed. Cambridge University Press
-
Hsiao, C. (2003) Analysis of Panel Data, 2nd ed. Cambridge University Press.
-
(2003)
Analysis of Panel Data
-
-
Hsiao, C.1
-
26
-
-
49549113278
-
Functional-coefficient models under unit root behavior
-
Juhl, T. (2005) Functional-coefficient models under unit root behavior. Econometrics Journal 8, 197-213.
-
(2005)
Econometrics Journal
, vol.8
, pp. 197-213
-
-
Juhl, T.1
-
27
-
-
0036488316
-
Nonlinearity in dynamic adjustment: Semiparametric estimation of panel labor supply
-
Kniesner, T.J. & Q. Li (2002) Nonlinearity in dynamic adjustment: Semiparametric estimation of panel labor supply. Empirical Economics 27, 131-148.
-
(2002)
Empirical Economics
, vol.27
, pp. 131-148
-
-
Kniesner, T.J.1
Li, Q.2
-
28
-
-
0000999239
-
Testing serial correlation in semiparametric panel data models
-
Li, Q. & C. Hsiao (1998) Testing serial correlation in semiparametric panel data models. Journal of Econometrics 87, 207-237.
-
(1998)
Journal of Econometrics
, vol.87
, pp. 207-237
-
-
Li, Q.1
Hsiao, C.2
-
29
-
-
0035998175
-
Semiparametric smooth coefficient model
-
Li, Q., C. Huang, D. Li, & F. Fu (2002) Semiparametric smooth coefficient model. Journal of Business & Economic Statistics 20, 412-422.
-
(2002)
Journal of Business & Economic Statistics
, vol.20
, pp. 412-422
-
-
Li, Q.1
Huang, C.2
Li, D.3
Fu, F.4
-
30
-
-
0000002467
-
Semiparametric estimation of partially linear panel data model
-
Li, Q. & T. Stengos (1996) Semiparametric estimation of partially linear panel data model. Journal of Econometrics 71, 389-397.
-
(1996)
Journal of Econometrics
, vol.71
, pp. 389-397
-
-
Li, Q.1
Stengos, T.2
-
31
-
-
0000827902
-
Efficient instrumental variables estimation of nonlinear models
-
Newey, W.K. (1990) Efficient instrumental variables estimation of nonlinear models. Econometrica 58, 809-837.
-
(1990)
Econometrica
, vol.58
, pp. 809-837
-
-
Newey, W.K.1
-
32
-
-
58149365138
-
Estimating long-run relationships from dynamic heterogeneous panels
-
Pesaran, M.H. & R. Smith (1995) Estimating long-run relationships from dynamic heterogeneous panels. Journal of Econometrics 68, 79-113.
-
(1995)
Journal of Econometrics
, vol.68
, pp. 79-113
-
-
Pesaran, M.H.1
Smith, R.2
-
34
-
-
0030376915
-
Weak convergence of weighted empirical processes of dependent sequences
-
Shao, Q. & H. Yu (1996) Weak convergence of weighted empirical processes of dependent sequences. Annals of Probability 24, 2098-2127.
-
(1996)
Annals of Probability
, vol.24
, pp. 2098-2127
-
-
Shao, Q.1
Yu, H.2
|