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Nonlinear panel data models with distribution-free correlated random effects
Hsu, Yu-Chin
;
Shiu, Ji-Liang
- In:
Econometric theory
37
(
2021
)
6
,
pp. 1075-1099
Persistent link: https://www.econbiz.de/10012704805
Saved in:
2
A portmanteau test for correlation in short panels
Jochmans, Koen
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1159-1166
Persistent link: https://www.econbiz.de/10012404094
Saved in:
3
Dynamic asset correlations based on vines
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric theory
35
(
2019
)
1
,
pp. 167-197
Persistent link: https://www.econbiz.de/10012146127
Saved in:
4
On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David
;
Malongo, Hassan
- In:
Econometric theory
33
(
2017
)
3
,
pp. 636-663
Persistent link: https://www.econbiz.de/10011810178
Saved in:
5
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
- In:
Econometric theory
33
(
2017
)
3
,
pp. 691-716
Persistent link: https://www.econbiz.de/10011810186
Saved in:
6
Refined tests for spatial correlation
Robinson, Peter M.
;
Rossi, Francesca
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1249-1280
Persistent link: https://www.econbiz.de/10011545542
Saved in:
7
The correlation structure of spatial autoregressions
Martellosio, Federico
- In:
Econometric theory
28
(
2012
)
6
,
pp. 1373-1391
Persistent link: https://www.econbiz.de/10009743170
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8
On rank estimation in symmetric matrices : the case of indefinite matrix estimators
Donald, Stephen G.
;
Fortuna, Natércia
;
Pipiras, Vladas
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1217-1232
Persistent link: https://www.econbiz.de/10003591865
Saved in:
9
Long-run covariance matrices for fractionally integrated processes
Phillips, Peter C. B.
;
Kim, Chang Sik
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1233-1247
Persistent link: https://www.econbiz.de/10003591877
Saved in:
10
Determinants of covariance matrices of differenced AR(1) processes
Han, Chirok
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1248-1253
Persistent link: https://www.econbiz.de/10003591886
Saved in:
11
A portmanteau test for serially correlated errors in fixed effects models
Inoue, Atsushi
;
Solon, Gary
- In:
Econometric theory
22
(
2006
)
5
,
pp. 835-851
Persistent link: https://www.econbiz.de/10003379100
Saved in:
12
Some limit theory for autocovariances whose order depends on sample size
Harris, David
;
McCabe, Brendan Peter Martin
;
Leybourne, …
- In:
Econometric theory
19
(
2003
)
5
,
pp. 829-864
Persistent link: https://www.econbiz.de/10001802822
Saved in:
13
Consistent covariance matrix estimation for linear processes
Jansson, Michael
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1449-1459
Persistent link: https://www.econbiz.de/10001716914
Saved in:
14
Testing for serial correlation of unknown form using wavelet methods
Lee, Jin
;
Hong, Yongmiao
- In:
Econometric theory
17
(
2001
)
2
,
pp. 386-423
Persistent link: https://www.econbiz.de/10001568402
Saved in:
15
On the range of correlation coefficients of bivariate ordered discrete random variables
Lee, Lung-fei
- In:
Econometric theory
17
(
2001
)
1
,
pp. 247-256
Persistent link: https://www.econbiz.de/10001556118
Saved in:
16
A strong consistency proof for heteroskedasticity and autocorrelation consistent covariance matrix estimators
Jong, Robert M. de
- In:
Econometric theory
16
(
2000
)
2
,
pp. 262-268
Persistent link: https://www.econbiz.de/10001483373
Saved in:
17
A general method to estimate correlated discrete random variables
Ophem, Hans van
- In:
Econometric theory
15
(
1999
)
2
,
pp. 228-237
Persistent link: https://www.econbiz.de/10001381847
Saved in:
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