| 1 |
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Unit root tests in three-regime SETAR models
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Kapetanios, G.; Shin, Y.
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Blackwell Publishers: The Royal Economic Society
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2006
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| 2 |
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Cross-validation and non-parametric k nearest-neighbour estimation:
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Ouyang, D.; Li, D.; Li, Q.
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Blackwell Publishers: The Royal Economic Society
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2006
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| 3 |
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The asymptotic distribution of the F-test statistic for individual effects:
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Orme, C. D.; Yamagata, T.
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Blackwell Publishers: The Royal Economic Society
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2006
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| 4 |
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Non-parametric regression for binary dependent variables:
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Frolich, M.
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Blackwell Publishers: The Royal Economic Society
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2006
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| 5 |
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A bootstrap approach to moment selection
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Inoue, A.
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Blackwell Publishers: The Royal Economic Society
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2006
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| 6 |
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Consistent estimation of binary-choice panel data models with heterogeneous linear trends
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Thomas, A.
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Blackwell Publishers: The Royal Economic Society
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2006
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| 7 |
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Instrumental variables estimation of stationary and non-stationary cointegrating regressions
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Robinson, P. M.; Gerolimetto, M.
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Blackwell Publishers: The Royal Economic Society
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2006
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| 8 |
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A comparison of alternative asymptotic frameworks to analyse a structural change in a linear time trend:
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Deng, A.; Perron, P.
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Blackwell Publishers: The Royal Economic Society
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2006
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| 9 |
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Semiparametric estimation of single-index hazard functions without proportional hazards
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Gorgens, T.
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Blackwell Publishers: The Royal Economic Society
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2006
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| 10 |
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Dynamic adjustment cost models with forward-looking behaviour
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Fanelli, L.
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Blackwell Publishers: The Royal Economic Society
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2006
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