Econometric theory and practice : frontiers of analysis and applied research
Econometric theory and practice : frontiers of analysis and applied research
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计量经济学理论与实践：分析与应用研究的前沿
DOI：
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发表时间：
2006
期刊：
影响因子：
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通讯作者：
B. Hansen
中科院分区：
文献类型：
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作者：
Dean Corbae;S. Durlauf;B. Hansen
第一部分.高阶渐近性：1.非线性约束下wald和GMM统计量的Edgeworth展开布鲁斯E.汉森2.条件异方差模型中GMM的矩选择和偏差减小。第二部分.器械不足：3件。规范测试与工具变量和秩亏北村雄一4.在大量弱工具情形下，单方程估计的渐近正态性Chao和Norman R.斯旺森5.弱工具下部分可识别工具变量回归中的推理第三部分。非平稳性：6。从非平稳数据中提取周期Dean Cordine和Sam Ouliaris 7.非平稳非线性：新机遇的展望。八号公园。多重结构变化模型：一个模拟分析白居山和皮埃尔Perron第四部分。LAD和分位数回归：9。关于协整模型中的有效、鲁棒和自适应估计道格拉斯J.霍奇森10.使用m估计检验平稳性Roger Koenker和Zhijie Xiao 11.分位数回归模型的一致性规范检验Yoon-Jae Whang Part V. Nonstationary Panels：12.截面相关面板的组合单位根检验Choi 13.非线性IV面板单位根检验。
Part I. Higher-Order Asymptotics: 1. Edgeworth expansions for the wald and GMM statistics for nonlinear restrictions Bruce E. Hansen 2. Moment selection and bias reduction for GMM in conditionally heteroskedastic models Guido M. Kuersteiner Part II. Deficient Instruments: 3. Specification tests with instrumental variables and rank deficiency Yuichi Kitamura 4. Asymptotic normality of single-equation estimators for the case with a large number of weak instruments John C. Chao and Norman R. Swanson 5. Inference in partially identified instrumental variables regression with weak instruments Eric Zivot Part III. Nonstationarity: 6. Extracting cycles from nonstationary data Dean Corbae and Sam Ouliaris 7. Nonstationary nonlinearity: an outlook for new opportunities Joon Y. Park 8. Multiple structural change models: a simulation analysis Jushan Bai and Pierre Perron Part IV. LAD and Quantile Regression: 9. On efficient, robust and adaptive estimation in cointegrated models Douglas J. Hodgson 10. Testing stationarity using m-estimation Roger Koenker and Zhijie Xiao 11. Consistent specification testing for quantile regression models Yoon-Jae Whang Part V. Nonstationary Panels: 12. Combination unit root tests for cross-sectionally correlated panels In Choi 13. Nonlinear IV panel unit root tests Yoosoon Chang.