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Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England : a dynamic intensity model
Boldea, Otilia
;
Cornea-Madeira, Adriana
;
Madeira, João
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 444-466
Persistent link: https://www.econbiz.de/10014391706
Saved in:
2
Designed quadrature to approximate integrals in maximum simulated likelihood estimation
Bansal, Prateek
;
Keshavarzzadeh, Vahid
;
Guevara, Angelo
; …
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 301-321
Persistent link: https://www.econbiz.de/10013253833
Saved in:
3
Estimation of dynamic models of recurrent events with censored data
Lee, Sanghyeok
;
Gørgens, Tue
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 199-224
Persistent link: https://www.econbiz.de/10012594987
Saved in:
4
Online estimation of DSGE models
Cai, Michael
;
Del Negro, Marco
;
Herbst, Edward P.
; …
- In:
The econometrics journal
24
(
2021
)
1
,
pp. C33-C58
Persistent link: https://www.econbiz.de/10012504440
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5
Panel kink threshold regression model with a covariate-dependent threshold
Yang, Lixiong
;
Zhang, Chunli
;
Lee, Chingnun
;
Chen, I-Po
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 462-481
Persistent link: https://www.econbiz.de/10012620718
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6
Dynamic variable selection in dynamic logistic regression : an application to Internet subscription
Ramírez, Andrés
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012259995
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7
Hide-and-Seek with time-series filters : a model-based Monte Carlo study
Kufenko, Vadim
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
5
,
pp. 2335-2361
Persistent link: https://www.econbiz.de/10012313746
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8
Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure
Pospíšil, Jan
;
Sobotka, Tomáš
;
Ziegler, Philipp
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1935-1958
Persistent link: https://www.econbiz.de/10012215941
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9
Revisiting the FDI impact on GDP growth in errors-in-variables models : a panel data GMM analysis allowing for error memory
Biørn, Erik
;
Han, Xuehui
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
4
,
pp. 1379-1398
Persistent link: https://www.econbiz.de/10012019369
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10
Spatial econometric Monte Carlo studies: raising the bar
Lesage, James P.
;
Pace, R. Kelley
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011949744
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11
Rank based cointegration testing for dynamic panels with fixed T
Juodis, Artūras
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 349-389
Persistent link: https://www.econbiz.de/10011949797
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12
Size-corrected inference in fiscal policy reaction functions : a three country assessment
Herwartz, Helmut
;
Rengel, Malte
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 391-416
Persistent link: https://www.econbiz.de/10011949801
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13
A Monte Carlo comparison of estimating the number of dynamic factors
Zhao, Zhao
;
Cui, Guowei
;
Wang, Shaoping
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
3
,
pp. 1217-1241
Persistent link: https://www.econbiz.de/10011893009
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14
Robust estimation of the Pareto tail index : a Monte Carlo analysis
Brzezinski, Michal
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011515460
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15
A Monte Carlo study of the BE estimator for growth regressions
Ditzen, Jan
;
Gundlach, Erich
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
1
,
pp. 31-55
Persistent link: https://www.econbiz.de/10011515468
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16
A class of indirect inference estimators : higher-order asymptotics and approximate bias correction
Arvanitis, Stelios
;
Dēmos, Antōnēs A.
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 200-241
Persistent link: https://www.econbiz.de/10011378482
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17
Confidence sets for the break date based on optimal tests
Kurozumi, Eiji
;
Yamamoto, Yohei
- In:
The econometrics journal
18
(
2015
)
3
,
pp. 412-435
Persistent link: https://www.econbiz.de/10011473814
Saved in:
18
Panel data dynamics with mis-measured variables : modeling and GMM estimation
Biørn, Erik
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10011292296
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19
Radius matching on the propensity score with bias adjustment : tuning parameters and finite sample behaviour
Huber, Martin
;
Lechner, Michael
;
Steinmayr, Andreas
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011317709
Saved in:
20
Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.
;
Franses, Philip Hans
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 363-387
Persistent link: https://www.econbiz.de/10011326579
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21
Estimation of state-space models with endogenous Markov regime-switching parameters
Kang, Kyu Ho
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 56-82
Persistent link: https://www.econbiz.de/10010498759
Saved in:
22
Estimating the effect of technological factors from samples affected by collinearity : a data-weighted entropy approach
Fernández-Vázquez, Esteban
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
2
,
pp. 717-731
Persistent link: https://www.econbiz.de/10010391109
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23
On the power of bootstrap tests for stationarity : a Monte Carlo comparison
Gulesserian, Sevan G.
;
Kejriwal, Mohitosh
- In:
Empirical economics : a journal of the Institute for …
46
(
2014
)
3
,
pp. 973-998
Persistent link: https://www.econbiz.de/10010344368
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24
Detecting cointegration relationships under nonlinear models : Monte Carlo analysis and some applications
Maki, Daiki
- In:
Empirical economics : a journal of the Institute for …
45
(
2013
)
1
,
pp. 605-625
Persistent link: https://www.econbiz.de/10009780025
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25
Decomposing the persistence of real exchange rates
Malliaropulos, Dimitrios
;
Panopulu, Aikaterinē
; …
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
3
,
pp. 1217-1242
Persistent link: https://www.econbiz.de/10009748342
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26
Robust estimation of the simplified multivariate GARCH model
Iqbal, Farhat
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
3
,
pp. 1353-1372
Persistent link: https://www.econbiz.de/10009749477
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27
Propensity score matching and variations on the balancing test
Lee, Wang-Sheng
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
1
,
pp. 47-80
Persistent link: https://www.econbiz.de/10009703638
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28
Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood
Calzolari, Giorgio
;
Magazzini, Laura
- In:
Empirical economics : a journal of the Institute for …
43
(
2012
)
1
,
pp. 145-152
Persistent link: https://www.econbiz.de/10009582138
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29
Interval regression models with endogenous explanatory variables
Bettin, Giulia
;
Lucchetti, Riccardo
- In:
Empirical economics : a journal of the Institute for …
43
(
2012
)
2
,
pp. 475-498
Persistent link: https://www.econbiz.de/10009630352
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30
Testing for structural breaks in panel varying coefficient models : with an application to OECD health expenditure
Liu, Dandan
;
Li, Rui
;
Wang, Zijun
- In:
Empirical economics : a journal of the Institute for …
40
(
2011
)
1
,
pp. 95-118
Persistent link: https://www.econbiz.de/10008859111
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31
Cointegration tests under multiple regime shifts : an application to the stock price-dividend relationship
Gabriel, Vasco J.
;
Martins, Luís Filipe
- In:
Empirical economics : a journal of the Institute for …
41
(
2011
)
3
,
pp. 639-662
Persistent link: https://www.econbiz.de/10009381348
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32
Likelihood estimation of Lévy-driven stochastic volatility models through realized variance measures
Veraart, Almut E. D.
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 204-240
Persistent link: https://www.econbiz.de/10009381879
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33
Accounting for missing data in M-estimation : a general matching approach
Flossmann, Anton Leonhard
- In:
Empirical economics : a journal of the Institute for …
38
(
2010
)
1
,
pp. 85-117
Persistent link: https://www.econbiz.de/10003938684
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34
Testing the null of a low dimensional growth model
Jensen, Peter Sandholt
- In:
Empirical economics : a journal of the Institute for …
38
(
2010
)
1
,
pp. 193-215
Persistent link: https://www.econbiz.de/10003938699
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35
A reappraisal of the evidence on PPP : a systematic investigation into MA roots in panel unit root tests and their implications
Fischer, Christoph
;
Porath, Daniel
- In:
Empirical economics : a journal of the Institute for …
39
(
2010
)
3
,
pp. 767-792
Persistent link: https://www.econbiz.de/10008747607
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36
Testing for cointegration using the Johansen methodology when variables are near-integrated : size distortions and partial remedies
Hjalmarsson, Erik
;
Österholm, Pär
- In:
Empirical economics : a journal of the Institute for …
39
(
2010
)
1
,
pp. 51-76
Persistent link: https://www.econbiz.de/10003992868
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37
The demand for marijuana, tobacco and alcohol : inter-commodity interactions with uncertainty
Clements, Kenneth W.
;
Lan, Yihui
;
Zhao, Xueyan
- In:
Empirical economics : a journal of the Institute for …
39
(
2010
)
1
,
pp. 203-239
Persistent link: https://www.econbiz.de/10003992903
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38
Is the relative risk aversion parameter constant over time? : A multi-country study
Das, Samarjit
;
Sarkar, Nityananda
- In:
Empirical economics : a journal of the Institute for …
38
(
2010
)
3
,
pp. 605-617
Persistent link: https://www.econbiz.de/10003951628
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39
A note on the use of the LLC panel unit root test
Westerlund, Joakim
- In:
Empirical economics : a journal of the Institute for …
37
(
2009
)
3
,
pp. 517-531
Persistent link: https://www.econbiz.de/10003900930
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40
Critical values for the augmented efficient Wald test for fractional unit roots
Sephton, Peter S.
- In:
Empirical economics : a journal of the Institute for …
37
(
2009
)
3
,
pp. 615-626
Persistent link: https://www.econbiz.de/10003900971
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41
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
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42
Critical values of the augmented fractional Dickey-Fuller test
Sephton, Peter S.
- In:
Empirical economics : a journal of the Institute for …
35
(
2008
)
3
,
pp. 437-450
Persistent link: https://www.econbiz.de/10003776707
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43
Tests for cointegration with two unknown regime shifts with an application to financial market integration
Hatemi-J, Abdulnasser
- In:
Empirical economics : a journal of the Institute for …
35
(
2008
)
3
,
pp. 497-505
Persistent link: https://www.econbiz.de/10003776737
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44
Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors : the case of stationary and non-stationary...
Baltagi, Badi H.
;
Kao, Chihwa
;
Liu, Long
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 554-572
Persistent link: https://www.econbiz.de/10003802390
Saved in:
45
Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent
Sandberg, Rickard
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 638-647
Persistent link: https://www.econbiz.de/10003802469
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46
A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices
Fingleton, Bernard
- In:
Empirical economics : a journal of the Institute for …
34
(
2008
)
1
,
pp. 35-57
Persistent link: https://www.econbiz.de/10003636723
Saved in:
47
Measuring uncertainty of the euro area NAIRU : Monte Carlo and empirical evidence for alternative confidence intervals in a state space framework
Schumacher, Christian
- In:
Empirical economics : a journal of the Institute for …
34
(
2008
)
2
,
pp. 357-379
Persistent link: https://www.econbiz.de/10003674896
Saved in:
48
How useful are tests for uni-root in distinguishing unit-root processes from stationary but non-linear processes?
Choi, Chi-young
;
Moh, Young-kyu
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 82-112
Persistent link: https://www.econbiz.de/10003451749
Saved in:
49
Minimum distance estimation of stationary and non-stationary ARFIMA processes
Mayoral, Laura
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 124-148
Persistent link: https://www.econbiz.de/10003451751
Saved in:
50
Measuring chronic and transient components of poverty : a Bayesian approach
Hasegawa, Hikaru
;
Ueda, Kazuhiro
- In:
Empirical economics : a journal of the Institute for …
33
(
2007
)
3
,
pp. 469-490
Persistent link: https://www.econbiz.de/10003574312
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