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DateTitle Authors
2001 Criterion-based inference for GMM in autoregressive panel data modelsBond, Stephen / Bowsher, Clive / Windmeijer, Frank
2000 A finite sample correction for the variance of linear two-step GMM estimatorsWindmeijer, Frank
2009 How much can we trust causal interpretations of fixed-effects estimators in the context of criminality?Bjerk, David
2011 Testing for IIA with the Hausman-McFadden testVijverberg, Wim P.
2011 Calculating confidence intervals for continuous and discontinuous functions of estimated parametersHam, John C. / Woutersen, Tiemen
2009 Adaptive rate-optimal detection of small autocorrelation coefficientGuay, Alain / Guerre, Emmanuel / Lazarová, Štepána
2009 A new approach to unit root testingHerwartz, Helmut / Siedenburg, Florian
2007 A new approach to bootstrap inference in functional coefficient modelsHerwartz, Helmut / Xu, Fang
2007 A robust bootstrap approach to the Hausman test in stationary panel data modelsHerwartz, Helmut / Neumann, Michael H.
2013 Testing for structural stability of factor augmented forecasting modelsValentina Corradi / Norman Swanson

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