Narrow search
Showing 1 - 10 of 1,716
Cover Image
Large sample properties of the matrix exponential spatial specification with an application to FDI
Debarsy, Nicolas; Jin, Fei; Lee, Lung-fei - In: Journal of econometrics 188 (2015) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10011500241
Cover Image
Spatial weights matrix selection and model averaging for spatial autoregressive models
Zhang, Xinyu; Yu, Jihai - In: Journal of econometrics 203 (2018) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011974585
Cover Image
Testing against constant factor loading matrix with large panel high-frequency data
Kong, Xin-bing; Liu, Cheng - In: Journal of econometrics 204 (2018) 2, pp. 301-319
Persistent link: https://www.econbiz.de/10011974736
Cover Image
Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data
Zadrozny, Peter A. - In: Journal of econometrics 193 (2016) 2, pp. 438-446
Persistent link: https://www.econbiz.de/10011704992
Cover Image
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon; Kim, Donggyu - In: Journal of econometrics 235 (2023) 2, pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Cover Image
Most powerful test against a sequence of high dimensional local alternatives
He, Yi; Jaidee, Sombut; Gao, Jiti - In: Journal of econometrics 234 (2023) 1, pp. 151-177
Persistent link: https://www.econbiz.de/10014364694
Cover Image
Design-free estimation of variance matrices
Abadir, Karim Maher; Distaso, Walter; Žikeš, Filip - In: Journal of econometrics 181 (2014) 2, pp. 165-180
Persistent link: https://www.econbiz.de/10010473319
Cover Image
A matrix exponential spatial specification
Lesage, James P.; Pace, R. Kelley - In: Journal of econometrics 140 (2007) 1, pp. 190-214
Persistent link: https://www.econbiz.de/10003579956
Cover Image
Pythagorean generalization of testing the equality of two symmetric positive definite matrices
Cho, Jin Seo; Phillips, Peter C. B. - In: Journal of econometrics 202 (2018) 1, pp. 45-56
Persistent link: https://www.econbiz.de/10011974552
Cover Image
Inferences in panel data with interactive effects using large covariance matrices
Bai, Jushan; Liao, Yuan - In: Journal of econometrics 200 (2017) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10011897698