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Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
Okui, Ryo - In: Economics letters 112 (2011) 1, pp. 49-52
Persistent link: https://www.econbiz.de/10009242156
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Panel AR(1) estimators under misspecification
Okui, Ryo - In: Economics letters 101 (2008) 3, pp. 210-213
Persistent link: https://www.econbiz.de/10003801298
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Panel AR(1) estimators under misspecification
Okui, Ryo - In: Economics letters 101 (2008) 3, pp. 210-213
Persistent link: https://www.econbiz.de/10008143060
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Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
Okui, Ryo - In: Economics letters 112 (2011) 1, pp. 49-53
Persistent link: https://www.econbiz.de/10009133537
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Panel AR(1) estimators under misspecification
Okui, Ryo - In: Economics letters 101 (2008) 3, pp. 210-214
Persistent link: https://www.econbiz.de/10008897548
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On the sparsity of Mallows model averaging estimator
Feng, Yang; Liu, Qingfeng; Okui, Ryo - In: Economics letters 187 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012504406
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Convergence rate of estimators of clustered panel models with misclassification
Dzemski, Andreas; Okui, Ryo - In: Economics letters 203 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012607313
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Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data
Yang, Kun; Shintani, Mototsugu - In: Economics letters 93 (2006) 2, pp. 255-260
Persistent link: https://www.econbiz.de/10007387230
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Nonparametric lag selection for nonlinear additive autoregressive models
Guo, Zheng-Feng; Shintani, Mototsugu - In: Economics letters 111 (2011) 2, pp. 131-135
Persistent link: https://www.econbiz.de/10008931511
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Nonparametric lag selection for nonlinear additive autoregressive models
Guo, Zheng-feng; Shintani, Mototsugu - In: Economics letters 111 (2011) 2, pp. 131-134
Persistent link: https://www.econbiz.de/10009242396