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Regularized LIML for many instruments
Carrasco, Marine; Tchuente, Guy - In: Journal of econometrics 186 (2015) 2, pp. 427-442
Persistent link: https://www.econbiz.de/10011349451
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Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak; Swanson, Norman R. - In: Journal of econometrics 178 (2014) 1, pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
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Instrumental variables estimation with many weak instruments using regularized JIVE
Hansen, Christian Bailey; Kozbur, Damian - In: Journal of econometrics 182 (2014) 2, pp. 290-308
Persistent link: https://www.econbiz.de/10010497082
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We modeled long memory with just one lag!
Bauwens, Luc; Chevillon, Guillaume; Laurent, Sébastien - In: Journal of econometrics 236 (2023) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
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A nonlinear panel data model of cross-sectional dependence
Kapetanios, George; Mitchell, James; Shin, Yongcheol - In: Journal of econometrics 179 (2014) 2, pp. 134-157
Persistent link: https://www.econbiz.de/10010372654
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Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang; Zheng, Xu; Pan, Zhiyuan - In: Journal of econometrics 184 (2015) 1, pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
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Maximum likelihood estimation of stochastic frontier models with endogeneity
Centorrino, Samuele; Pérez-Urdiales, María - In: Journal of econometrics 234 (2023) 1, pp. 82-105
Persistent link: https://www.econbiz.de/10014364670
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Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US
Bhargava, Alok - In: Journal of econometrics 183 (2014) 2, pp. 241-250
Persistent link: https://www.econbiz.de/10010506049
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Estimation of heterogeneous autoregressive parameters with short panel data
Mavroeidis, Sophocles; Sasaki, Yuya; Welch, Ivo - In: Journal of econometrics 188 (2015) 1, pp. 219-235
Persistent link: https://www.econbiz.de/10011500332
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Maximum likelihood estimation of a spatial autoregressive Tobit model
Xu, Xingbai; Lee, Lung-fei - In: Journal of econometrics 188 (2015) 1, pp. 264-280
Persistent link: https://www.econbiz.de/10011500347