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Interpolation and backdating with a large information set
Angelini, Elena, (2003)
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Estimating systems of equations with different instruments for different equations
Woolridge, Jeffrey M., (1996)
The initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
Woolridge, Jeffrey M., (2000)
Fixed-effects and related estimators for correlated random-coefficient and treatment-effect panel data models
Woolridge, Jeffrey M., (2005)