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ARDL bounds test for cointegration : Replicating the Pesaran et al. (2001) results for the UK earnings equation using R
Natsiopoulos, Kleanthis; Tzeremes, Nickolaos G. - In: Journal of applied econometrics 37 (2022) 5, pp. 1079-1090
Persistent link: https://www.econbiz.de/10013464657
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The demand for money at the zero interest rate bound
Watanabe, Tsutomu; Tomoyoshi, Yabu - In: Journal of applied econometrics 38 (2023) 6, pp. 968-976
Persistent link: https://www.econbiz.de/10014432204
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The error structure of time series cross-section hedonic models with sporadic event timing and serial correlation
Amacher, Gregory S.; Hellerstein, Daniel - In: Journal of applied econometrics 14 (1999) 3, pp. 233-252
Persistent link: https://www.econbiz.de/10001405126
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Correlations between sisters and neighbouring girls in their subsequent income as adults
Page, Marianne E.; Solon, Gary - In: Journal of applied econometrics 18 (2003) 5, pp. 545-562
Persistent link: https://www.econbiz.de/10001802599
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Panel unit root tests and spatial dependence
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Journal of applied econometrics 22 (2007) 2, pp. 339-360
Persistent link: https://www.econbiz.de/10003455449
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A unified approach to standardized-residuals-based correlation tests for GARCH-type models
Chen, Yi-ting - In: Journal of applied econometrics 23 (2008) 1, pp. 111-133
Persistent link: https://www.econbiz.de/10003682856
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Panel probit with flexible correlated effects : quantifying technology spillovers in the presence of latent heterogeneity
Burda, Martin; Harding, Matthew C. - In: Journal of applied econometrics 28 (2013) 6, pp. 956-981
Persistent link: https://www.econbiz.de/10010351089
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A blocking and regularization approach to high-dimensional realized covariance estimation
Hautsch, Nikolaus; Kyj, Lada M.; Oomen, Roel C. A. - In: Journal of applied econometrics 27 (2012) 4, pp. 625-645
Persistent link: https://www.econbiz.de/10009618510
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Isolating the roles of individual covariates in reweighting estimation
Elder, Todd E.; Goddeeris, John Henry; Haider, Steven - In: Journal of applied econometrics 30 (2015) 7, pp. 1144-1168
Persistent link: https://www.econbiz.de/10011431747
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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - In: Journal of applied econometrics 31 (2016) 6, pp. 929-960
Persistent link: https://www.econbiz.de/10011686163