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A spatio-temporal model of house prices in the USA
Holly, Sean; Pesaran, M. Hashem; Yamagata, Takashi - In: Journal of econometrics 158 (2010) 1, pp. 160-173
Persistent link: https://www.econbiz.de/10008826865
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Commercial and residential mortgage defaults : spatial dependence with frailty
Babii, Andrii; Chen, Xi; Ghysels, Eric - In: Journal of econometrics 212 (2019) 1, pp. 47-77
Persistent link: https://www.econbiz.de/10012303871
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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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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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Rational expectations, inflation and the nominal interest rate
Crockett, Jean A. - In: Journal of econometrics 83 (1998) 1, pp. 349-363
Persistent link: https://www.econbiz.de/10001336942
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Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben - In: Journal of econometrics 77 (1997) 2, pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
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Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A.; Schotman, Peter C.; Tschernig, Rolf - In: Journal of econometrics 74 (1996) 1, pp. 149-176
Persistent link: https://www.econbiz.de/10001755396
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Unit root testing under a local break in trend
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 167 (2012) 1, pp. 140-167
Persistent link: https://www.econbiz.de/10009551428
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Quasi-likelihood estimation of a threshold diffusion process
Su, Fei; Chan, Kung-sik - In: Journal of econometrics 189 (2015) 2, pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
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Infinite Markov pooling of predictive distributions
Jin, Xin; Maheu, John M.; Yang, Qiao - In: Journal of econometrics 228 (2022) 2, pp. 302-321
Persistent link: https://www.econbiz.de/10013441752