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Phillips, Peter C. B.
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Journal of econometrics
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ECONIS (ZBW)
1,695
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1
Estimation of a panel data model with parametric temporal variation in individual effects
Han, Chirok
;
Orea, Luis
;
Schmidt, Peter
- In:
Journal of econometrics
126
(
2005
)
2
,
pp. 241-267
Persistent link: https://www.econbiz.de/10002647754
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2
A double-hurdle rational addiction model with heterogeneity : estimating the demand for tobacco
Labeaga, José M.
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 49-72
Persistent link: https://www.econbiz.de/10001406637
Saved in:
3
Estimating the probability of leaving unemployment using uncompleted spells from repeated cross-section data
Güell, Maia
;
Hu, Luojia
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 307-341
Persistent link: https://www.econbiz.de/10003354579
Saved in:
4
Better
bunching
, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
5
Counting rotten apples : student achievement and score
manipulation
in Italian elementary Schools
Battistin, Erich
;
De Nadai, Michele
;
Vuri, Daniela
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 344-362
Persistent link: https://www.econbiz.de/10011917264
Saved in:
6
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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7
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
Saved in:
8
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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9
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
Saved in:
10
Trend estimation and de-trending via rational square-wave filters
Pollock, David Stephen G.
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 317-334
Persistent link: https://www.econbiz.de/10001511974
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