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Bias-corrected instrumental variable estimation in linear dynamic panel data models
Chen, Weihao, (2023)
Panel data models with nonadditive unobserved heterogeneity : estimation and inference
Fernández-Val, Iván, (2013)
Efficient GMM estimation of a Cliff and Ord panel data model with random effects
Piras, Gianfranco, (2013)
Tests of nonnested hypotheses in nonstationary regressions with an application to modeling industrial production
Chao, John C., (2000)
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C., (1999)
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
Chao, John C., (1998)