Narrow search
Showing 1 - 10 of 43
Cover Image
Estimation of a panel data model with parametric temporal variation in individual effects
Han, Chirok; Orea, Luis; Schmidt, Peter - In: Journal of econometrics 126 (2005) 2, pp. 241-267
Persistent link: https://www.econbiz.de/10002647754
Cover Image
First difference maximum likelihood and dynamic panel estimation
Han, Chirok; Phillips, Peter C. B. - In: Journal of econometrics 175 (2013) 1, pp. 35-45
Persistent link: https://www.econbiz.de/10009749365
Cover Image
Asymptotic distribution of factor augmented estimators for panel regression
Greenaway-McGrevy, Ryan; Han, Chirok; Sul, Donggyu - In: Journal of econometrics 169 (2012) 1, pp. 48-53
Persistent link: https://www.econbiz.de/10009666767
Cover Image
Estimation of a panel data model with parametric temporal variation in individual effects
Han, Chirok; Orea, Luis; Schmidt, Peter - In: Journal of econometrics 126 (2005) 2, pp. 241-268
Persistent link: https://www.econbiz.de/10006752677
Cover Image
Asymptotic distribution of factor augmented estimators for panel regression
Greenaway-McGrevy, Ryan; Han, Chirok; Sul, Donggyu - In: Journal of econometrics 169 (2012) 1, pp. 48-54
Persistent link: https://www.econbiz.de/10009979011
Cover Image
Local Whittle estimation of fractional integration and some of its variants
Shimotsu, Katsumi; Phillips, Peter C.B. - In: Journal of econometrics 130 (2006) 2, pp. 209-234
Persistent link: https://www.econbiz.de/10006748300
Cover Image
Nonstationary discrete choice
Hu, Ling; Phillips, Peter C.B. - In: Journal of econometrics 120 (2004) 1, pp. 103-138
Persistent link: https://www.econbiz.de/10006757760
Cover Image
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.; Phillips, Peter C.B. - In: Journal of econometrics 91 (1999) 2, pp. 227-272
Persistent link: https://www.econbiz.de/10006785378
Cover Image
Impulse response and forecast error variance asymptotics in nonstationary VARs
Phillips, Peter C.B. - In: Journal of econometrics 83 (1998) 1-2, pp. 21-56
Persistent link: https://www.econbiz.de/10006790182
Cover Image
Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments
Kitamura, Yuichi; Phillips, Peter C.B. - In: Journal of econometrics 80 (1997) 1, pp. 85-124
Persistent link: https://www.econbiz.de/10006791928