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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
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Partial effects in non-linear panel data models with correlated random effects
Abrevaya, Jason; Hsu, Yu-Chin - In: The econometrics journal 24 (2021) 3, pp. 519-535
Persistent link: https://www.econbiz.de/10012620726
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Testing for nonlinearity in conditional covariances
Sanhaji, Bilel - In: Journal of time series econometrics 9 (2017) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10011701865
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Estimating and testing nonlinear local dependence between two time series
Lacal, Virginia; Tjostheim, Dag - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 648-660
Persistent link: https://www.econbiz.de/10012179003
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Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation
Agiakloglou, Christos N.; Bera, Anil K.; Deligiannakis, … - In: Journal of economics and finance : JEF 46 (2022) 3, pp. 535-552
Persistent link: https://www.econbiz.de/10013442210
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Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli; Kang, Jian; Silvennoinen, Annastiina; … - In: Journal of econometrics 239 (2024) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10015073960
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Determinism and non-linear behaviour of log-return and conditional volatility : empirical analysis for 26 stock markets
Dhifaoui, Zouhaier - In: South Asian journal of macroeconomics and public finance 11 (2022) 1, pp. 69-94
Persistent link: https://www.econbiz.de/10013256597
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Estimating the intergenerational elasticity of expected income with short-run income measures : a generalized error-in-variables model
Mitnik, Pablo A. - In: Empirical economics : a quarterly journal of the … 65 (2023) 6, pp. 2779-2803
Persistent link: https://www.econbiz.de/10014388982
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Semiparametric single-index panel data models with cross-sectional dependence
Dong, Chaohua; Gao, Jiti; Peng, Bin - In: Journal of econometrics 188 (2015) 1, pp. 301-312
Persistent link: https://www.econbiz.de/10011500361
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Estimation of some nonlinear panel data models with both time-varying and time-invariant explanatory variables
Honoré, Bo E.; Kesina, Michaela - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 543-558
Persistent link: https://www.econbiz.de/10011893782