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Journal of econometrics
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ECONIS (ZBW)
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1
Portal nodes screening for large scale social networks
Zhu, Xuening
;
Chang, Xiangyu
;
Li, Runze
;
Wang, Hansheng
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 145-157
Persistent link: https://www.econbiz.de/10012302544
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2
An econometric model of network formation with an application to board interlocks between firms
Gualdani, Cristina
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 345-370
Persistent link: https://www.econbiz.de/10013275387
Saved in:
3
The spread of COVID-19 in London : network effects and optimal lockdowns
Julliard, Christian
;
Shi, Ran
;
Yuan, Kathy
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2125-2154
Persistent link: https://www.econbiz.de/10014471447
Saved in:
4
On the robustness of location estimators in models of firm growth under heavy-tailedness
Ibragimov, Rustam Ju.
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 25-33
Persistent link: https://www.econbiz.de/10010473439
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5
Revisiting the location of FDI in China : a panel data approach with heterogeneous shocks
Hou, Lei
;
Li, Kunpeng
;
Li, Qi
;
Ouyang, Min
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10012619246
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6
Understanding migration aversion using elicited counterfactual choice probabilities
Koşar, Gizem
;
Ransom, Tyler
;
Klaauw, Wilbert van der
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 123-147
Persistent link: https://www.econbiz.de/10013441973
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7
Robust out-of-sample inference
McCracken, Michael W.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 195-223
Persistent link: https://www.econbiz.de/10001511967
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8
Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances
Turkington, Darrell A.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 225-253
Persistent link: https://www.econbiz.de/10001511968
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9
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
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10
Spectral tests of the martingale hypothesis under conditional heteroscedasticity
Deo, Rohit S.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 291-315
Persistent link: https://www.econbiz.de/10001511972
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