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BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
Hahn, Jinyong; Kuersteiner, Guido - In: Econometric theory 27 (2011) 6, pp. 1152-1192
Persistent link: https://www.econbiz.de/10009804262
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Bias reduction for dynamic nonlinear panel models with fixed effects
Hahn, Jinyong; Kuersteiner, Guido M. - In: Econometric theory 27 (2011) 6, pp. 1152-1191
Persistent link: https://www.econbiz.de/10009489716
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Joint time-series and cross-section limit theory under mixingale assumptions
Hahn, Jinyong; Kuersteiner, Guido M.; Mazzocco, Maurizio - In: Econometric theory 38 (2022) 5, pp. 942-958
Persistent link: https://www.econbiz.de/10013469685
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Central limit theory for combined cross section and time series with an application to aggregate productivity shocks
Hahn, Jinyong; Kuersteiner, Guido M.; Mazzocco, Maurizio - In: Econometric theory 40 (2024) 1, pp. 162-212
Persistent link: https://www.econbiz.de/10014484602
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Efficient IV estimation for autoregressive models with conditional heteroskedasticity
Kuersteiner, Guido M. - In: Econometric theory 18 (2002) 3, pp. 547-583
Persistent link: https://www.econbiz.de/10001673346
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Automatic inference for infinite order vector autoregressions
Kuersteiner, Guido M. - In: Econometric theory 21 (2005) 1, pp. 85-115
Persistent link: https://www.econbiz.de/10002674639
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Guest editors' introduction part two, special dual issue of econometric theory on Yale 2018 Conference in honor of Peter C.B. Phillips
Andrews, Donald W. K.; Kitamura, Yuichi; Kuersteiner, … - In: Econometric theory 38 (2022) 6, pp. 1069-1072
Persistent link: https://www.econbiz.de/10013539187
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Guest editors' introduction part one, special dual issue of econometric theory on Yale 2018 Conference in honor of Peter C. B. Phillips
Andrews, Donald W. K.; Kitamura, Yuichi; Kuersteiner, … - In: Econometric theory 38 (2022) 5, pp. 841-844
Persistent link: https://www.econbiz.de/10013469678
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The information bound of a dynamic panel logit model with fixed effects
Hahn, Jinyong - In: Econometric theory 17 (2001) 5, pp. 913-932
Persistent link: https://www.econbiz.de/10001609163
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Bootstrapping quantile regression estimators
Hahn, Jinyong - In: Econometric theory 11 (1995) 1, pp. 105-121
Persistent link: https://www.econbiz.de/10001176349