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isPartOf:"The American economic review"
subject:"Panel"
~isPartOf:"Computational economics"
~isPartOf:"Economic modelling"
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Search: subject_exact:"Estimation theory"
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Panel
Estimation theory
271
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Estimation
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Wu, Jianhong
3
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2
Rudebusch, Glenn D.
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The American economic review
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Journal of econometrics
156
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
The econometrics journal
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Memorandum / Department of Economics, University of Oslo
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The Oxford handbook of panel data
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ECONIS (ZBW)
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1
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
2
Time-varying individual effects in a panel data probit model with an application to female labor force participation
Xin, Kai
;
Zhang, ZhengYu
;
Zhou, YaHong
;
Zhu, Pingfang
- In:
Economic modelling
95
(
2021
),
pp. 181-191
Persistent link: https://www.econbiz.de/10012695925
Saved in:
3
Inference on time-invariant variables using panel data : a pretest estimator
Chatelain, Jean-Bernard
;
Ralf, Kirsten
- In:
Economic modelling
97
(
2021
),
pp. 157-166
Persistent link: https://www.econbiz.de/10012793313
Saved in:
4
Dynamics of government spending cyclicality
Jalles, João Tovar
- In:
Economic modelling
97
(
2021
),
pp. 411-427
Persistent link: https://www.econbiz.de/10012793485
Saved in:
5
Testing for individual and time effects in the two-way error component model with time-invariant regressors
Chen, Jing
;
Yue, Rongxian
;
Wu, Jianhong
- In:
Economic modelling
92
(
2020
),
pp. 216-229
Persistent link: https://www.econbiz.de/10012429659
Saved in:
6
Hodges-Lehmann estimation of static panel models with spatially correlated disturbances
Strumann, Christoph
- In:
Computational economics
53
(
2019
)
1
,
pp. 141-168
Persistent link: https://www.econbiz.de/10012134595
Saved in:
7
Quantile regression for dynamic panel data using Hausman-Taylor instrumental variables
Tao, Li
;
Zhang, Yuanjie
;
Tian, Maozai
- In:
Computational economics
53
(
2019
)
3
,
pp. 1033-1069
Persistent link: https://www.econbiz.de/10012135108
Saved in:
8
Pre-event trends in the panel event-study design
Freyaldenhoven, Simon
;
Hansen, Christian Bailey
; …
- In:
The American economic review
109
(
2019
)
9
,
pp. 3307-3338
Persistent link: https://www.econbiz.de/10012107126
Saved in:
9
A moving blocks empirical likelihood method for panel linear fixed effects models with serial correlations and cross-sectional dependences
Qiu, Jin
;
Ma, Qing
;
Wu, Lang
- In:
Economic modelling
83
(
2019
),
pp. 394-405
Persistent link: https://www.econbiz.de/10012206477
Saved in:
10
Testing for unit roots in dynamic panels with smooth breaks and cross-sectionally dependent errors
Omay, Tolga
;
Hasanov, Mübariz
;
Shin, Yongcheol
- In:
Computational economics
52
(
2018
)
1
,
pp. 167-193
Persistent link: https://www.econbiz.de/10012052928
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