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Hansen, Lars Peter
43
Sentana, Enrique
31
Sargent, Thomas J.
14
Arellano, Manuel
8
Fiorentini, Gabriele
8
Heaton, John
5
Mencía, Javier
5
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4
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Journal of econometrics
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Econometric theory
5
Working paper / National Bureau of Economic Research, Inc
5
Journal of economic theory
4
The review of financial studies
4
The review of economic studies
3
International economic review
2
Journal of economic dynamics & control
2
Journal of monetary economics
2
Macroeconomic dynamics
2
Moneda y crédito : revista de economía
2
NBER macroeconomics annual
2
Technical working paper / National Bureau of Economic Research
2
The American economic review
2
Annales d'économie et de statistique
1
Annual review of economics
1
Economica
1
Economics letters
1
Finance and stochastics
1
Journal of economic literature
1
Journal of financial economics
1
Journal of political economy
1
Monetary and economic studies
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of economic dynamics
1
The econometrics journal
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
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1
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1
Another look at the instrumental variable estimation of error-components models
Arellano, Manuel
;
Bover, Olympia
- In:
Journal of econometrics
68
(
1995
)
1
,
pp. 29-52
Persistent link: https://www.econbiz.de/10006797954
Saved in:
2
On the testing of correlated effects with panel data
Arellano, Manuel
- In:
Journal of econometrics
59
(
1993
)
1-2
,
pp. 87-98
Persistent link: https://www.econbiz.de/10006805256
Saved in:
3
Sargan's Instrumental Variables Estimation and the Generalized Method of Moments
Arellano, Manuel
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
4
,
pp. 450-459
Persistent link: https://www.econbiz.de/10008216103
Saved in:
4
Symmetrically Normalized Instrumental-Variables Estimation Using Panel Data
Alonso-Borrego, Cesar
;
Arellano, Manuel
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 36-49
Persistent link: https://www.econbiz.de/10008218714
Saved in:
5
Nonlinear panel data analysis
Arellano, Manuel
;
Bonhomme, Stéphane
- In:
Annual review of economics
3
(
2011
),
pp. 395-424
Persistent link: https://www.econbiz.de/10009904922
Saved in:
6
Robust Priors in Nonlinear Panel Data Models
Arellano, Manuel
;
Bonhomme, Stéphane
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
2
,
pp. 489-536
Persistent link: https://www.econbiz.de/10008224948
Saved in:
7
The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
Alvarez, Javier
;
Arellano, Manuel
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
4
,
pp. 1121-1160
Persistent link: https://www.econbiz.de/10006760884
Saved in:
8
Binary choice panel data models with predetermined variables
Arellano, Manuel
;
Carrasco, Raquel
- In:
Journal of econometrics
115
(
2003
)
1
,
pp. 125-158
Persistent link: https://www.econbiz.de/10006762902
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9
Likelihood-Based Estimation of Latent Generalized ARCH Structures
Fiorentini, Gabriele
;
Sentana, Enrique
;
Shephard, Neil
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
5
,
pp. 1481-1518
Persistent link: https://www.econbiz.de/10006755901
Saved in:
10
On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
- In:
Economics letters
83
(
2004
)
3
,
pp. 307-312
Persistent link: https://www.econbiz.de/10006757217
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