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A parametric approach to the estimation of cointegration vectors in panel data
Breitung, Jörg - In: Econometric reviews 24 (2005) 2, pp. 151-173
Persistent link: https://www.econbiz.de/10003002298
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Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models
Liesenfeld, Roman; Richard, Jean-François - In: Econometric reviews 25 (2006) 2-3, pp. 335-360
Persistent link: https://www.econbiz.de/10007283041
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Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman; Richard, Jean-François - In: Econometric reviews 25 (2006) 2/3, pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
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The Gibbs sampler with particle efficient importance sampling for state-space models
Grothe, Oliver; Kleppe, Tore Selland; Liesenfeld, Roman - In: Econometric reviews 38 (2019) 10, pp. 1152-1175
Persistent link: https://www.econbiz.de/10012181399
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A Parametric approach to the Estimation of Cointegration Vectors in Panel Data
Breitung, Jörg - In: Econometric reviews 24 (2005) 2, pp. 151-174
Persistent link: https://www.econbiz.de/10006875843
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Lessons from a decade of IPS and LLC
Westerlund, Joakim; Breitung, Jörg - In: Econometric reviews 32 (2013) 5/6, pp. 547-591
Persistent link: https://www.econbiz.de/10009758633
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Testing for serial correlation in fixed-effects panel data models
Born, Benjamin; Breitung, Jörg - In: Econometric reviews 35 (2016) 5/7, pp. 1290-1316
Persistent link: https://www.econbiz.de/10011591304
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Double filter instrumental variable estimation of panel data models with weakly exogenous variables
Hayakawa, Kazuhiko; Qi, Meng; Breitung, Jörg - In: Econometric reviews 38 (2019) 9, pp. 1055-1088
Persistent link: https://www.econbiz.de/10012181383