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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
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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
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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
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Generalized high-dimensional trace regression via nuclear norm regularization
Fan, Jianqing; Gong, Wenyan; Zhu, Ziwei - In: Journal of econometrics 212 (2019) 1, pp. 177-202
Persistent link: https://www.econbiz.de/10012303917
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An econometric model of birth inputs and outputs for Native Americans
Li, Kai; Poirier, Dale J. - In: Journal of econometrics 113 (2003) 2, pp. 337-361
Persistent link: https://www.econbiz.de/10001738902
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The benefits of prenatal care : evidence from the PAT bus strike
Evans, William N.; Lien, Diana S. - In: Journal of econometrics 125 (2005) 1/2, pp. 207-239
Persistent link: https://www.econbiz.de/10002527007
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Birth-spacing, fertility and neonatal mortality in India : dynamics, frailty and fecundity
Bhalotra, Sonia; Soest, Arthur van - In: Journal of econometrics 143 (2008) 2, pp. 274-290
Persistent link: https://www.econbiz.de/10003722602
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Instrumental variable estimation in functional linear models
Florens, Jean-Pierre; Van Bellegem, Sébastien - In: Journal of econometrics 186 (2015) 2, pp. 465-476
Persistent link: https://www.econbiz.de/10011349445
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GMM estimation with cross sectional dependence
Conley, Timothy G. - In: Journal of econometrics 92 (1999) 1, pp. 1-45
Persistent link: https://www.econbiz.de/10001400085
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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