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Turning from crime : a dynamic perspective
Sickles, Robin C.; Williams, Jenny - In: Journal of econometrics 145 (2008) 1/2, pp. 158-173
Persistent link: https://www.econbiz.de/10003776436
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Instrumental variable and variable addition based inference in predictive regressions
Breitung, Jörg; Demetrescu, Matei - In: Journal of econometrics 187 (2015) 1, pp. 358-375
Persistent link: https://www.econbiz.de/10011499478
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Efficient estimation of panel data models with strictly exogenous explanatory variables
Im, KyungSo (contributor) - In: Journal of econometrics 93 (1999) 1, pp. 177-201
Persistent link: https://www.econbiz.de/10001406650
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How informative is the initial condition in the dynamic panel model with fixed effects?
Hahn, Jinyong - In: Journal of econometrics 93 (1999) 2, pp. 309-326
Persistent link: https://www.econbiz.de/10001406659
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Threshold effects in non-dynamic panels : estimation, testing, and inference
Hansen, Bruce E. - In: Journal of econometrics 93 (1999) 2, pp. 345-368
Persistent link: https://www.econbiz.de/10001406664
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Inference for unit roots in dynamic panels where the time dimension is fixed
Harris, Richard D. F.; Tzavalis, Elias - In: Journal of econometrics 91 (1999) 2, pp. 201-226
Persistent link: https://www.econbiz.de/10001382078
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Two-step estimation of panel data models with censored endogenous variables and selection bias
Vella, Francis; Verbeek, Marno - In: Journal of econometrics 90 (1999) 2, pp. 239-263
Persistent link: https://www.econbiz.de/10001382120
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IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large
Hsiao, Cheng; Zhang, Junwei - In: Journal of econometrics 187 (2015) 1, pp. 312-322
Persistent link: https://www.econbiz.de/10011499447
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New tools for understanding the local asymptotic power of panel unit root tests
Westerlund, Joakim; Larsson, Rolf - In: Journal of econometrics 188 (2015) 1, pp. 59-93
Persistent link: https://www.econbiz.de/10011500261
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Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko; Pesaran, M. Hashem - In: Journal of econometrics 188 (2015) 1, pp. 110-134
Persistent link: https://www.econbiz.de/10011500265