The Refinement of Econometric Estimation and Test Procedures
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Published By Cambridge University Press

9780511493157, 9780521870535

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Cornish-Fisher Size Corrected t and F Statistics for the Linear Regression Model with Heteroscedastic Errors

The Refinement of Econometric Estimation and Test Procedures ◽

10.1017/cbo9780511493157.010 ◽

2009 ◽

pp. 173-204

Author(s):

Spyridon D. Symeonides ◽

Helen Kandilorou ◽

Elias Tzavalis

Keyword(s):

Linear Regression ◽

Regression Model ◽

Linear Regression Model ◽

Heteroscedastic Errors

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Conditional Response Analysis

The Refinement of Econometric Estimation and Test Procedures ◽

10.1017/cbo9780511493157.017 ◽

2009 ◽

pp. 347-367

Author(s):

Grayham E. Mizon ◽

Anna Staszewska

Keyword(s):

Response Analysis ◽

Conditional Response

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Local GEL Methods for Conditional Moment Restrictions

The Refinement of Econometric Estimation and Test Procedures ◽

10.1017/cbo9780511493157.007 ◽

2009 ◽

pp. 100-122 ◽

Cited By ~ 3

Author(s):

Richard J. Smith

Keyword(s):

Conditional Moment ◽

Moment Restrictions

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Limit Theory for Moderate Deviations From a Unit Root Under Weak Dependence

The Refinement of Econometric Estimation and Test Procedures ◽

10.1017/cbo9780511493157.008 ◽

2009 ◽

pp. 123-162 ◽

Cited By ~ 24

Author(s):

Peter C.B. Phillips ◽

Tassos Magdalinos

Keyword(s):

Unit Root ◽

Weak Dependence ◽

Moderate Deviations ◽

Limit Theory

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The Structure of Multiparameter Tests

The Refinement of Econometric Estimation and Test Procedures ◽

10.1017/cbo9780511493157.009 ◽

2009 ◽

pp. 163-172

Author(s):

Christopher L. Cavanagh ◽

Thomas J. Rothenberg

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Nagar-Type Moment Approximations in Simultaneous Equation Models: Some Further Results

The Refinement of Econometric Estimation and Test Procedures ◽

10.1017/cbo9780511493157.006 ◽

2009 ◽

pp. 60-99 ◽

Cited By ~ 1

Author(s):

Garry D.A. Phillips

Keyword(s):

Simultaneous Equation ◽

Simultaneous Equation Models

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Conditional Heteroskedasticity Models with Pearson Disturbances

The Refinement of Econometric Estimation and Test Procedures ◽

10.1017/cbo9780511493157.004 ◽

2009 ◽

pp. 1-33 ◽

Cited By ~ 5

Author(s):

Michael A. Magdalinos ◽

George P. Mitsopoulos

Keyword(s):

Conditional Heteroskedasticity

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Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling Asset Returns

The Refinement of Econometric Estimation and Test Procedures ◽

10.1017/cbo9780511493157.013 ◽

2009 ◽

pp. 239-281 ◽

Cited By ~ 13

Author(s):

George Kapetanios ◽

M. Hashem Pesaran

Keyword(s):

Asset Returns ◽

Small Sample ◽

Alternative Approaches

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Non-Parametric Specification Testing of Non-Nested Econometric Models

The Refinement of Econometric Estimation and Test Procedures ◽

10.1017/cbo9780511493157.011 ◽

2009 ◽

pp. 205-219 ◽

Cited By ~ 1

Author(s):

Qi Li ◽

Thanasis Stengos

Keyword(s):

Econometric Models ◽

Specification Testing ◽

Parametric Specification ◽

Non Parametric

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Testing for Autocorrelation in Systems of Equations

The Refinement of Econometric Estimation and Test Procedures ◽

10.1017/cbo9780511493157.012 ◽

2009 ◽

pp. 220-238

Author(s):

Phoebus J. Dhrymes

Keyword(s):

Systems Of Equations

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The Refinement of Econometric Estimation and Test ProceduresLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Cambridge University Press

Cornish-Fisher Size Corrected t and F Statistics for the Linear Regression Model with Heteroscedastic Errors

Conditional Response Analysis

Local GEL Methods for Conditional Moment Restrictions

Limit Theory for Moderate Deviations From a Unit Root Under Weak Dependence

The Structure of Multiparameter Tests

Nagar-Type Moment Approximations in Simultaneous Equation Models: Some Further Results

Conditional Heteroskedasticity Models with Pearson Disturbances

Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling Asset Returns

Non-Parametric Specification Testing of Non-Nested Econometric Models

Testing for Autocorrelation in Systems of Equations

The Refinement of Econometric Estimation and Test Procedures
Latest Publications