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A SIMPLE ITERATIVE Z-ESTIMATOR FOR SEMIPARAMETRIC MODELS
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- Published online by Cambridge University Press:
- 12 April 2018, pp. 111-141
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FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
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- 25 April 2007, pp. 767-773
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SPECIFICATION OF VARIANCE MATRICES FOR PANEL DATA MODELS
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- 19 June 2009, pp. 301-310
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ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE
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- 23 September 2016, pp. 1218-1241
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Interviewed by Peter E. Rossi
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- 18 October 2010, pp. 287-317
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Approximate Solutions to Stochastic Dynamic Programs
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- 11 February 2009, pp. 392-405
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Model-free Asymptotically Best Forecasting of Stationary Economic Time Series
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- 11 February 2009, pp. 348-383
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UNBALANCED COINTEGRATION
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- Published online by Cambridge University Press:
- 30 August 2006, pp. 765-814
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DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS
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- 22 August 2017, pp. 1101-1131
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Estimation of Time-Series Regressions with Autoregressive Disturbances and Missing Observations
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- 11 February 2009, p. 889
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HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA
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- 25 May 2018, pp. 601-629
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ASYMPTOTIC EFFICIENCY OF THE ORDINARY LEAST SQUARES ESTIMATOR FOR REGRESSIONS WITH UNSTABLE REGRESSORS
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- 17 July 2002, pp. 1121-1138
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Continuous Time Econometric ModellingA.R. Bergstrom Oxford University Press, 1991
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- 18 October 2010, pp. 571-579
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AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM
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- 06 December 2006, pp. 106-154
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03.6.1 The Central Limit Theorem for Student's Distribution—Solution
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- 01 December 2004, pp. 1261-1263
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TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL
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- 09 June 2021, pp. 536-561
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Median Unbiasedness of Estimators of Panel Data Censored Regression Models
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- 11 February 2009, pp. 499-503
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THE ET INTERVIEW: PROFESSOR JAN KMENTA
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- 22 April 2005, pp. 621-645
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IDENTIFICATION IN DISCRETE MARKOV DECISION MODELS
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- 23 September 2014, pp. 521-538
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SEMIPARAMETRIC EFFICIENCY BOUNDS FOR CONDITIONAL MOMENT RESTRICTION MODELS WITH DIFFERENT CONDITIONING VARIABLES
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- 15 April 2015, pp. 917-946
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