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Discrete time duration models with group-level heterogeneity
Frederiksen, Anders; Honoré, Bo E.; Hu, Luojia - In: Journal of econometrics 141 (2007) 2, pp. 1014-1043
Persistent link: https://www.econbiz.de/10003571387
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Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
Yu, Jihai; Jong, Robert M. de; Lee, Lung-fei - In: Journal of econometrics 146 (2008) 1, pp. 118-134
Persistent link: https://www.econbiz.de/10003778230
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Forecasting economic time series using targeted predictors
Bai, Jushan; Ng, Serena - In: Journal of econometrics 146 (2008) 2, pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
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Fixed effects estimation of structural parameters and marginal effects in panel probit models
Fernández-Val, Iván - In: Journal of econometrics 150 (2009) 1, pp. 71-85
Persistent link: https://www.econbiz.de/10003847513
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Identifying latent group structures in spatial dynamic panels
Su, Liangjun; Wang, Wuyi; Xu, Xingbai - In: Journal of econometrics 235 (2023) 2, pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
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Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii; Ball, Ryan T.; Ghysels, Eric; Striaukas, … - In: Journal of econometrics 237 (2023) 2,3, pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
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High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua; Poon, Aubrey; Zhu, Dan - In: Journal of econometrics 236 (2023) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
Khalaf, Lynda; Saunders, Charles J. - In: Journal of econometrics 218 (2020) 2, pp. 419-434
Persistent link: https://www.econbiz.de/10012483164
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Randomization inference for difference-in-differences with few treated clusters
MacKinnon, James G.; Webb, Matthew - In: Journal of econometrics 218 (2020) 2, pp. 435-450
Persistent link: https://www.econbiz.de/10012483166
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Bootstrapping factor models with cross sectional dependence
Gonçalves, Sílvia; Perron, Benoit - In: Journal of econometrics 218 (2020) 2, pp. 476-495
Persistent link: https://www.econbiz.de/10012483168