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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Journal of econometrics"
~subject:"Estimation theory"
~subject:"Estimation"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
663
Economics letters
633
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Europäische Hochschulschriften / 5
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Oxford bulletin of economics and statistics
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Journal of quantitative economics : official journal of the Indian Econometric Society
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International review of economics & finance : IREF
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Journal of empirical finance
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Working paper series
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American journal of agricultural economics
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Discussion paper / Center for Economic Research, Tilburg University
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Journal of forecasting
113
International journal of forecasting
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ECONIS (ZBW)
733
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1
QML estimation of dynamic panel data models with spatial errors
Su, Liangjun
;
Yang, Zhenlin
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 230-258
Persistent link: https://www.econbiz.de/10011339865
Saved in:
2
Misclassification in binary choice models
Meyer, Bruce D.
;
Mittag, Nikolas
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 295-311
Persistent link: https://www.econbiz.de/10011917256
Saved in:
3
Consistent estimation of linear regression models using matched data
Hirukawa, Masayuki
;
Prokhorov, Artem
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 344-358
Persistent link: https://www.econbiz.de/10011974687
Saved in:
4
Evidence of randomisation
bias
in a large-scale social
experiment
: the case of ERA
Sianesi, Barbara
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 41-64
Persistent link: https://www.econbiz.de/10011818368
Saved in:
5
Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study
Wang, Qihua
;
Härdle, Wolfgang
-
2002
Persistent link: https://www.econbiz.de/10001730389
Saved in:
6
Reducing size distortions of parametric stationarity tests
Lanne, Markku
;
Saikkonen, Pentti
-
2000
Persistent link: https://www.econbiz.de/10001470392
Saved in:
7
Trending time-varying coefficient time series models with serially correlated errors
Cai, Zongwu
- In:
Journal of econometrics
136
(
2007
)
1
,
pp. 163-188
Persistent link: https://www.econbiz.de/10003401651
Saved in:
8
Quantile regression for dynamic panel data with fixed effects
Galvão Júnior, Antônio Fialho
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 142-157
Persistent link: https://www.econbiz.de/10009270393
Saved in:
9
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.
;
Kiviet, J. F.
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 409-444
Persistent link: https://www.econbiz.de/10003348774
Saved in:
10
Bias
in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
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