ARC: Connections: ELMAR: TOC areas: methods: journals

Journal of Econometrics  Relevant ARCategory: Marketing Journals

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On the distribution of the sample autocorrelation coefficients
–Raymond Kan, Xiaolu Wang [Publisher] [Google Scholar]

Testing for heteroskedasticity and serial correlation in a random effects panel data model
–Badi H. Baltagi, Byoung Cheol Jung, Seuck Heun Song [Publisher] [Google Scholar]

Activity signature functions for high-frequency data analysis?
–Viktor Todorov, George Tauchen [Publisher] [Google Scholar]

A comparison of two model averaging techniques with an application to growth empirics
–Jan R. Magnus, Owen Powell, Patricia Pr?fer [Publisher] [Google Scholar]

Estimating a class of triangular simultaneous equations models without exclusion restrictions?
–Roger Klein, Francis Vella [Publisher] [Google Scholar]

Estimation of spatial autoregressive panel data models with fixed effects?
–Lung-fei Lee, Jihai Yu [Publisher] [Google Scholar]

An improved bootstrap test of stochastic dominance
–Oliver Linton, Kyungchul Song, Yoon-Jae Whang [Publisher] [Google Scholar]

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