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Identification problem of GMM estimators for short panel data models with interactive fixed effects
Hayakawa, Kazuhiko - In: Economics letters 139 (2016), pp. 22-26
Persistent link: https://www.econbiz.de/10011615611
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Exploiting information from singletons in panel data analysis : a GMM approach
Bruno, Randolph; Magazzini, Laura; Stampini, Marco - In: Economics letters 186 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012503722
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An alternative two-step generalized method of moments estimator based on a reduced form model
Kim, Doosoo - In: Economics letters 192 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012508715
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A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX
Yun, Jaeho - In: Economics letters 186 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012500329
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Moment redundancy test with application to efficiency-improving copulas
Hao, Bowen; Prokhorov, Artem; Qian, Hailong - In: Economics letters 171 (2018), pp. 29-33
Persistent link: https://www.econbiz.de/10012021844
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Half-panel jackknife estimation for dynamic panel models
Mehic, Adrian - In: Economics letters 190 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228135
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Inference on conditional moment restriction models with generated variables
Kimoto, Ryo; Otsu, Taisuke - In: Economics letters 215 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013448196
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Some tests on the effects of inflation targeting in New Zealand, Canada, and the UK
Honda, Yuzo - In: Economics letters 66 (2000) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10001435903
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A lag augmentation test for the cointegrating rank of a VAR process
Lütkepohl, Helmut; Saikkonen, Pentti - In: Economics letters 63 (1999) 1, pp. 23-27
Persistent link: https://www.econbiz.de/10001398784
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Calculation of aggregate demand and supply disturbances from a common trends model
Hansson, Jesper - In: Economics letters 65 (1999) 3, pp. 309-314
Persistent link: https://www.econbiz.de/10001422789