Narrow search
Showing 1 - 10 of 647
Cover Image
Dynamic clustering of multivariate panel data
João, Igor Custodio; Lucas, André; Schaumburg, Julia; … - In: Journal of econometrics 237 (2023) 2,2, pp. 1-18
Persistent link: https://www.econbiz.de/10014471521
Cover Image
Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
Klein, Nadja; Herwartz, Helmut; Kneib, Thomas - In: Journal of econometrics 214 (2020) 2, pp. 513-539
Persistent link: https://www.econbiz.de/10012439076
Cover Image
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie; Torrès, Olivier - In: Journal of econometrics 99 (2000) 2, pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
Cover Image
Infinite-dimensional VARs and factor models
Chudik, Alexander; Pesaran, M. Hashem - In: Journal of econometrics 163 (2011) 1, pp. 4-22
Persistent link: https://www.econbiz.de/10009270601
Cover Image
Testing for structural breaks in dynamic factor models
Breitung, Jörg; Eickmeier, Sandra - In: Journal of econometrics 163 (2011) 1, pp. 71-84
Persistent link: https://www.econbiz.de/10009270447
Cover Image
Nonlinearity, nonstationarity, and thick tails : how they interact to generate persistence in memory
Miller, J. Isaac; Park, Joon Y. - In: Journal of econometrics 155 (2010) 1, pp. 83-89
Persistent link: https://www.econbiz.de/10003965416
Cover Image
Asymptotic theory for clustered samples
Hansen, Bruce E.; Lee, Seojeong - In: Journal of econometrics 210 (2019) 2, pp. 268-290
Persistent link: https://www.econbiz.de/10012303520
Cover Image
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
Cover Image
A robust procedure to build dynamic factor models with cluster structure
Alonso, Andrés M.; Galeano, Pedro; Peña, Daniel - In: Journal of econometrics 216 (2020) 1, pp. 35-52
Persistent link: https://www.econbiz.de/10012439635
Cover Image
Multiscale clustering of nonparametric regression curves
Vogt, Michael; Linton, Oliver - In: Journal of econometrics 216 (2020) 1, pp. 305-325
Persistent link: https://www.econbiz.de/10012439696