Hits 31-40 within 40 documents
Edgeworth expansions and normalizing transforms for inequality measures [journal article]
Source: Journal of Econometrics, 150 (2009) 1. p.16-29
A likelihood ratio test for stationarity of rating transitions [journal article]
Source: Journal of Econometrics, 155 (2009) 2. p.188-194
The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators [journal article]
Source: Journal of Econometrics, 148 (2009) 2. p.124-130
Dynamic invariant multinomial probit model: identification, pretesting and estimation [journal article]
Source: Journal of Econometrics, 155 (2009) 2. p.117-127
The effect of microaggregation by individual ranking on the estimation of moments [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.174-182
Predictive density estimators for daily volatility based on the use of realized measures [journal article]
Source: Journal of Econometrics, 150 (2009) 2. p.119-138
An improved bootstrap test of stochastic dominance [journal article]
Source: Journal of Econometrics, 154 (2009) 2. p.186-202
Mixture models of choice under risk [journal article]
Source: Journal of Econometrics, 162 (2009) 1. p.79-88
A Wald test for the cointegration rank in nonstationary fractional systems [journal article]
Source: Journal of Econometrics, 151 (2009) 2. p.178-189
Micro versus macro cointegration in heterogeneous panels [journal article]
Source: Journal of Econometrics, 155 (2009) 1. p.1-18