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Inflation differentials and excess returns in the European Monetary System

Vlaar, P. J. G.; Palm, F. C. - In: Journal of International Financial Markets, … 7 (1997) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10005403446

Linear regression using both temporally aggregated and temporally disaggregated data

Palm, F. C.; Nijman, T. E. - In: Journal of Econometrics 19 (1982) 2-3, pp. 333-343

Persistent link: https://www.econbiz.de/10005122808

Dynamic models of R&D, innovation and productivity : panel data evidence for Dutch and French manufacturing

Raymond, Wladimir; Mairesse, Jacques; Mohnen, Pierre A.; … - 2013

Persistent link: https://www.econbiz.de/10009755755

Dynamic models of R & D, innovation and productivity : panel data evidence for Dutch and French manufacturing

Raymond, Wladimir; Mairesse, Jacques; Mohnen, Pierre A.; … - In: European economic review : EER 78 (2015), pp. 285-306

Persistent link: https://www.econbiz.de/10011523791

On the univariate representation of BEKK models with common factors

Hecq, Alain W. J.; Laurent, Sébastien; Palm, Franz C. - In: Journal of time series econometrics 8 (2016) 2, pp. 91-113

Persistent link: https://www.econbiz.de/10011582755

Econometric analysis of panel data models with multifactor error structures

Karabiyik, Hande; Palm, Franz C.; Urbain, Jean-Pierre - In: Annual review of economics 11 (2019), pp. 495-522

Persistent link: https://www.econbiz.de/10012623785

Robust estimation of wage dispersion with censored data : an application to occupational earnings risk and risk attitudes

Pollmann, Daniel; Dohmen, Thomas; Palm, Franz C. - In: De economist : Netherlands Economic Review 168 (2020) 4, pp. 519-540

Persistent link: https://www.econbiz.de/10012308783

Focused information criterion for locally misspecified vector autoregressive models

Lohmeyer, Jan; Palm, Franz C.; Reuvers, Hanno; Urbain, … - In: Econometric reviews 38 (2019) 7, pp. 763-792

Persistent link: https://www.econbiz.de/10012181357

Testing for common cyclical features in nonstationary panel data models

Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 131-160). 2001

In this chapter we extend the concept of serial correlation common features to panel data models. This analysis is motivated both by the need to develop a methodology to systematically study and test for common structures and comovements in panel data with autocorrelation present and by an...

Persistent link: https://www.econbiz.de/10015390076