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Estimation and variable selection for high-dimensional spatial dynamic panel data models
Hou, Li; Jin, Baisuo; Wu, Yuehua - In: Journal of econometrics 238 (2024) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10015073895
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On factor models with random missing : EM estimation, inference, and cross validation
Jin, Sainan; Miao, Ke; Su, Liangjun - In: Journal of econometrics 222 (2021) 1,3, pp. 745-777
Persistent link: https://www.econbiz.de/10012619784
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Identifying latent group structures in nonlinear panels
Wang, Wuyi; Su, Liangjun - In: Journal of econometrics 220 (2021) 2, pp. 272-295
Persistent link: https://www.econbiz.de/10012618514
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Impulse response analysis in nonlinear multivariate models
Koop, Gary; Pesaran, M. Hashem; Potter, Simon M. - In: Journal of econometrics 74 (1996) 1, pp. 119-147
Persistent link: https://www.econbiz.de/10001755367
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Inference on the cointegration rank in fractionally integrated processes
Breitung, Jörg; Hassler, Uwe - In: Journal of econometrics 110 (2002) 2, pp. 167-185
Persistent link: https://www.econbiz.de/10001703506
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Alternative sampling methods for estimating multivariative normal probabilities
Sándor, Zsolt; András, Péter - In: Journal of econometrics 120 (2004) 2, pp. 207-234
Persistent link: https://www.econbiz.de/10002028628
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The generalized dynamic factor model consistency and rates
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: Journal of econometrics 119 (2004) 2, pp. 231-255
Persistent link: https://www.econbiz.de/10001956174
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Testing for common deterministic trend slopes
Vogelsang, Timothy J.; Franses, Philip Hans - In: Journal of econometrics 126 (2005) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10002538623
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Testing for the cointegration rank when some cointegrating directions are changing
Andrade, Philippe; Bruneau, Catherine; Grégoir, Stéphane - In: Journal of econometrics 124 (2005) 2, pp. 269-310
Persistent link: https://www.econbiz.de/10002515549
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A condition for the identification of multivariate models with binary instruments
Gunsilius, Florian F. - In: Journal of econometrics 235 (2023) 1, pp. 220-238
Persistent link: https://www.econbiz.de/10014434391