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Attrition in longitudinal panel data, and the empirical analysis of dynamic labour market behaviour

Berg, Gerard J. van den; Lindeboom, Maarten; Ridder, Geert - 1991

Persistent link: https://www.econbiz.de/10000813452

Attrition in longitudinal panel data, and the empirical analysis of dynamic labour market behaviour

Berg, Gerard J. van den; Lindeboom, Maarten; Ridder, Geert - 1991

Persistent link: https://www.econbiz.de/10000814713

Forecasting economic time series

Clements, Michael P.; Hendry, David F. - 1998 - 1. publ.

Persistent link: https://www.econbiz.de/10000672571

Attrition in longitudinal panel data, and the empirical analysis of dynamic labour market behaviour

Berg, Gerard J. van den; Lindeboom, Maarten; Ridder, Geert - 1993

Persistent link: https://www.econbiz.de/10000864935

Die Arbeitsnachfrage niedersächsischer Industriebetriebe : eine dynamische Paneldatenanalyse mit Zeitreihenmethoden

Breitung, Jörg - In: Firmenpanelstudien in Deutschland : konzeptionelle …, (pp. 17-38). 1994

Persistent link: https://www.econbiz.de/10001314044

Panel evidence on the speed of convergence

Cogley, Timothy; Spiegel, Mark M. - 1997

Persistent link: https://www.econbiz.de/10001362958

Microeconomic models for long memory in the volatility of financial time series

Kirman, Alan P. (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 5 (2001) 4, pp. 281-302

Persistent link: https://www.econbiz.de/10001769757

Attrition in longitudinal panel data and the empirical analysis of dynamic labour market behaviour

Berg, Gerard J. van den - In: Journal of applied econometrics 9 (1994) 4, pp. 421-435

Persistent link: https://www.econbiz.de/10001170308

Microeconomic models for long-memory in the volatility of financial time series

Kirman, Alan P.; Teyssière, Gilles - 2002

Persistent link: https://www.econbiz.de/10001720507

Frequency domain principal components estimation of fractionally cointegrated processes

Morana, Claudio - 2004

In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...

Persistent link: https://www.econbiz.de/10009636544