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Relevant ARCategory:

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Annals Journal of Econometrics: Nonlinear and Nonparametric Methods in Econometrics
–Songnian Chen, Qi Li [] []

Efficient estimation of the semiparametric spatial autoregressive model
–P.M. Robinson [] []

Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models?
–Liangjun Su, Sainan Jin [] []

GMM estimation of spatial autoregressive models with unknown heteroskedasticity
–Xu Lin, Lung-fei Lee [] []

Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
–Harry H. Kelejian, Ingmar R. Prucha [] []

Indirect inference for dynamic panel models
–Christian Gouriéroux, Peter C.B. Phillips, Jun Yu [] []

Common breaks in means and variances for panel data
–Jushan Bai [] []

An alternative root-nn consistent estimator for panel data binary choice models
–Chunrong Ai, Li Gan [] []

A generalized nonlinear IV unit root test for panel data with cross-sectional dependence
–Shaoping Wang, Peng Wang, Jisheng Yang, Zinai Li [] []

The construction of empirical credit scoring rules based on maximization principles?
–Robert P. Lieli, Halbert White [] []

Indirect inference in structural econometric models
–Tong Li [] []

Estimation and model selection of semiparametric multivariate survival functions under general censorship
–Xiaohong Chen, Yanqin Fan, Demian Pouzo, Zhiliang Ying [] []

Semiparametric and nonparametric estimation of sample selection models under symmetry
–Songnian Chen, Yahong Zhou [] []

Nonparametric transfer function models
–Jun M. Liu, Rong Chen, Qiwei Yao [] []

A semiparametric cointegrating regression: Investigating the effects of age distributions on consumption and saving?
–Joon Y. Park, Kwanho Shin, Yoon-Jae Whang [] []

Nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters?
–Dong Li, Qi Li [] []

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