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Tests for overidentifying restrictions in Factor-Augmented VAR models
Han, Xu - In: Journal of econometrics 184 (2015) 2, pp. 394-419
Persistent link: https://www.econbiz.de/10011339283
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A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections
Girma, Sourafel - In: Journal of econometrics 98 (2000) 2, pp. 365-383
Persistent link: https://www.econbiz.de/10001497793
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Efficient estimation of panel data models with strictly exogenous explanatory variables
Im, KyungSo (contributor) - In: Journal of econometrics 93 (1999) 1, pp. 177-201
Persistent link: https://www.econbiz.de/10001406650
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How informative is the initial condition in the dynamic panel model with fixed effects?
Hahn, Jinyong - In: Journal of econometrics 93 (1999) 2, pp. 309-326
Persistent link: https://www.econbiz.de/10001406659
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Threshold effects in non-dynamic panels : estimation, testing, and inference
Hansen, Bruce E. - In: Journal of econometrics 93 (1999) 2, pp. 345-368
Persistent link: https://www.econbiz.de/10001406664
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Estimation of a censored regression panel data model using conditional moment restrictions efficiently
Charlier, Erwin; Melenberg, Bertrand; Soest, Arthur van - In: Journal of econometrics 95 (2000) 1, pp. 25-56
Persistent link: https://www.econbiz.de/10001432515
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Inference for unit roots in dynamic panels where the time dimension is fixed
Harris, Richard D. F.; Tzavalis, Elias - In: Journal of econometrics 91 (1999) 2, pp. 201-226
Persistent link: https://www.econbiz.de/10001382078
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Two-step estimation of panel data models with censored endogenous variables and selection bias
Vella, Francis; Verbeek, Marno - In: Journal of econometrics 90 (1999) 2, pp. 239-263
Persistent link: https://www.econbiz.de/10001382120
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An analysis of housing expenditure using semiparametric models and panel data
Charlier, Erwin; Melenberg, Bertrand; Soest, Arthur van - In: Journal of econometrics 101 (2001) 1, pp. 71-107
Persistent link: https://www.econbiz.de/10001545118
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Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
Andrews, Donald W. K.; Lu, Biao - In: Journal of econometrics 101 (2001) 1, pp. 123-164
Persistent link: https://www.econbiz.de/10001545258