剑桥大学出版社期刊
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作者:Zhipeng Liao , Peter C. B. Phillips
来源:[J].Econometric Theory(IF 1.477), 2015, Vol.31 (3), pp.581-646Cambridge U Press
摘要:Model selection and associated issues of post-model selection inference present well known challenges in empirical econometric research. These modeling issues are manifest in all applied work but they are particularly acute in multivariate time series settings such as cointegrate...
作者:Peter C. B. Phillips
来源:[J].Econometric Theory(IF 1.477), 2015, Vol.31 (3), pp.423-425Cambridge U Press
来源:[J].Econometric Theory(IF 1.477), 2016, Vol.32 (6), pp.b1-b2Cambridge U Press
来源:[J].Econometric Theory(IF 1.477), 2016, Vol.32 (5), pp.b1-b5Cambridge U Press
来源:[J].Econometric Theory(IF 1.477), 2016, Vol.32 (5), pp.f1-f2Cambridge U Press
来源:[J].Econometric Theory(IF 1.477), 2016, Vol.32 (4), pp.f1-f2Cambridge U Press
作者:Min Seong Kim , Yixiao Sun
来源:[J].Econometric Theory(IF 1.477), 2016, Vol.32 (6), pp.1523-1568Cambridge U Press
摘要:Because of the incidental parameters problem, the fixed effects maximum likelihood estimator in a nonlinear panel data model is in general inconsistent when the time series length T is short and fixed. Even if T approaches infinity but at a rate not faster than the cross sectiona...
来源:[J].Econometric Theory(IF 1.477), 2016, Vol.32 (6), pp.f1-f2Cambridge U Press
来源:[J].Econometric Theory(IF 1.477), 2016, Vol.32 (4), pp.b1-b2Cambridge U Press
来源:[J].Econometric Theory(IF 1.477), 2016, Vol.33 (1), pp.b1-b5Cambridge U Press

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