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- Cited by 4
COMBINING ESTIMATES OF CONDITIONAL TREATMENT EFFECTS
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- Published online by Cambridge University Press:
- 06 November 2018, pp. 1089-1110
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MODEL-FREE INFERENCE FOR TAIL RISK MEASURES
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- Published online by Cambridge University Press:
- 10 November 2014, pp. 122-153
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CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS
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- Published online by Cambridge University Press:
- 22 February 2019, pp. 1-47
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TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS
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- Published online by Cambridge University Press:
- 31 March 2005, pp. 455-469
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AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS
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- Published online by Cambridge University Press:
- 08 February 2022, pp. 412-441
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04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares
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- Published online by Cambridge University Press:
- 05 March 2004, pp. 223-224
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The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 682-704
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INTEGRATED MARKOV-SWITCHING GARCH PROCESS
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- Published online by Cambridge University Press:
- 01 October 2009, pp. 1277-1288
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Estimation of a Single Structural Equation with Structural Change
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 86-96
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AN EFFICIENT LINEAR GMM ESTIMATOR FOR THE COVARIANCE STATIONARY AR(1)/UNIT ROOT MODEL FOR PANEL DATA
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- Published online by Cambridge University Press:
- 05 April 2007, pp. 519-535
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BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA
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- Published online by Cambridge University Press:
- 12 April 2022, pp. 659-692
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EMPIRICAL LIKELIHOOD TEST FOR CAUSALITY OF BIVARIATE AR(1) PROCESSES
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- Published online by Cambridge University Press:
- 10 October 2013, pp. 357-371
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Iterative Estimation in Partitioned Regression Models
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 869-870
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Proffessor E. J. Hannnan
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 263-290
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The Asymptotic Distribution of the Iterated Gauss-Newton Estimators of an ARIMA Process
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- 11 February 2009, pp. 490-494
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Interviewed by Peter E. Rossi
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- 18 October 2010, pp. 287-317
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Ancillarity and the Limited Information Maximum-Likelihood Estimation of a Structural Equation in a Simultaneous Equation System
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 385-404
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Model-free Asymptotically Best Forecasting of Stationary Economic Time Series
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 348-383
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UNBALANCED COINTEGRATION
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- Published online by Cambridge University Press:
- 30 August 2006, pp. 765-814
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Approximate Solutions to Stochastic Dynamic Programs
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 392-405
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