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1
Aggregation in large dynamic panels
Pesaran, M. Hashem
;
Chudik, Alexander
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
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2
Variable selection in
panel
models with breaks
Smith, Simon C.
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 323-344
Persistent link: https://www.econbiz.de/10012303949
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3
Detecting granular time series in large panels
Brownlees, Christian
;
Mesters, Geert
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 544-561
Persistent link: https://www.econbiz.de/10012618565
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4
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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5
Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence
Arellano, Manuel
;
Blundell, Richard W.
;
Bonhomme, Stéphane
- In:
Journal of econometrics
240
(
2024
)
2
,
pp. 1-45
Persistent link: https://www.econbiz.de/10015075135
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6
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
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7
Estimation
of fixed effects
panel
regression models with separable and nonseparable space-time filters
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 174-192
Persistent link: https://www.econbiz.de/10011326795
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8
Generalized Yule-Walker
estimation
for spatio-temporal models with unknown diagonal coefficients
Dou, Baojun
;
Parrella, Maria Lucia
;
Yao, Qiwei
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 369-382
Persistent link: https://www.econbiz.de/10011705211
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9
Efficient inference on fractionally integrated
panel
data models with fixed effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 435-452
Persistent link: https://www.econbiz.de/10011348967
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10
Estimation
of fractionally integrated panels with fixed effects and cross-section dependence
Ergemen, Yunus Emre
;
Velasco, Carlos
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 248-258
Persistent link: https://www.econbiz.de/10011818289
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