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Further results on projection-based inference in IV regressions with weak, collinear or missing instruments, и . Journal of Econometrics, 139 (1): 133--153 (июля 2007)Resampling methods in econometrics, и . Journal of Econometrics, 133 (2): 411--419 (августа 2006)Exact tests in single equation autoregressive distributed lag models, и . Journal of Econometrics, 80 (2): 325--353 (октября 1997)Simplified conditions for noncausality between vectors in multivariate ARMA models, , и . Journal of Econometrics, 63 (1): 271--287 (июля 1994)Estimators of the disturbance variance in econometric models : Small-sample bias and the existence of moments. Journal of Econometrics, 37 (2): 277--292 (февраля 1988)Generalized runs tests for heteroscedastic time series, , и . Journal of Nonparametric Statistics, 9 (1): 39--86 (1998)Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments, и . Econometrica, 73 (4): 1351--1365 (182 07 2005)doi: 10.1111/j.1468-0262.2005.00618.x.Advances in Econometrics, и . Volume 20, Part 1, глава On a Simple Two-Stage Closed-form Estimator for a Stochastic Volatility in a General Linear Regression, стр. 259--288. JAI, (2006)Some robust exact results on sample autocorrelations and tests of randomness, и . Journal of Econometrics, 29 (3): 257--273 (сентября 1985)Finite-sample simulation-based inference in VAR models with application to Granger causality testing, и . Journal of Econometrics, 135 (1-2): 229--254 (00 2006)