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

Journal of Econometrics  Relevant ARCategory: Marketing Journals

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The Hausman test and weak instruments
–Jinyong Hahn, John C. Ham, Hyungsik Roger Moon [Publisher] [Google Scholar]

Robust tests for heteroskedasticity in the one-way error components model
–Gabriel Montes-Rojas, Walter Sosa-Escudero [Publisher] [Google Scholar]

Multivariate contemporaneous-threshold autoregressive models
–Michael J. Dueker, Zacharias Psaradakis, Martin Sola, Fabio Spagnolo [Publisher] [Google Scholar]

Panels with non-stationary multifactor error structures
–G. Kapetanios, M. Hashem Pesaran, T. Yamagata [Publisher] [Google Scholar]

Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
–Min Seong Kim, Yixiao Sun [Publisher] [Google Scholar]

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