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A note on the Anderson-Hsiao estimator for panel data
Arellano, Manuel - In: Economics letters 31 (1989) 4, pp. 337-341
Persistent link: https://www.econbiz.de/10001080242
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Panel data econometrics
Arellano, Manuel - 2003
Persistent link: https://www.econbiz.de/10001571890
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Panel data models : some recent developments
Arellano, Manuel - 2001
Persistent link: https://www.econbiz.de/10001631143
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Quadratic ARCH models
Sentana, Enrique - 1995
Persistent link: https://www.econbiz.de/10000924230
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Quadratic ARCH models
Sentana, Enrique - In: The review of economic studies 62 (1995) 4, pp. 639-661
Persistent link: https://www.econbiz.de/10001189784
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Financial markets and the real economy : discussion
Hansen, Lars Peter - In: Handbook of the equity risk premium, (pp. 326-329). 2008
Persistent link: https://www.econbiz.de/10003598625
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Time-series econometrics in macroeconomics and finance
Hansen, Lars Peter - In: Journal of political economy 125 (2017) 6, pp. 1774-1782
Persistent link: https://www.econbiz.de/10011833290
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Autoregressive models with sample selectivity for panel data
Arellano, Manuel; Bover, Olympia; Labeaga, José M. - In: Analysis of panels and limited dependent variable …, (pp. 23-48). 1999
Persistent link: https://www.econbiz.de/10001445095
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Autoregressive models with sample selectivity for panel data
Arellano, Manuel; Bover, Olympia; Labeaga, José M. - 1997
Persistent link: https://www.econbiz.de/10000969373
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The time series and cross-section asymptotics of dynamic panel data estimators
Alvarez, Javier; Arellano, Manuel - 1998
Persistent link: https://www.econbiz.de/10001361941