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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Working papers / Penn Institute for Economic Research"
~person:"Baltagi, Badi H."
~person:"Kapetanios, George"
~subject:"Autocorrelation"
~subject:"Regression analysis"
~subject:"Risikoprämie"
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Panel
Stochastic process
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Risikoprämie
Estimation theory
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Baltagi, Badi H.
Kapetanios, George
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Working papers / Penn Institute for Economic Research
Econometric reviews
9
Economics letters
9
Journal of econometrics
8
Center for Policy Research Working Paper
6
Discussion paper series / IZA
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Working paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Econometric theory
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Econometrics : open access journal
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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Oxford bulletin of economics and statistics
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Regional science & urban economics
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Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
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The Oxford handbook of panel data
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Working papers / University of Connecticut, Department of Economics
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30th anniversary edition
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Advances in econometrics
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Advances in econometrics : a research annual
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An Elgar reference collection
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Annales d'économie et de statistique
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CRREP working paper serie 2017-06
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FRB of New York Staff Report
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international money and finance
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Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2611-2659
Persistent link: https://www.econbiz.de/10014329005
Saved in:
2
On robust inference in time series regression
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
Persistent link: https://www.econbiz.de/10013384711
Saved in:
3
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
-
This draft: November 3, 2022
Persistent link: https://www.econbiz.de/10013502181
Saved in:
4
Robust dynamic space-time panel data models using ε-contamination : an application to crop yields and climate change
Baltagi, Badi H.
;
Bresson, Georges
;
Chaturvedi, Anoop
; …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2475-2509
Persistent link: https://www.econbiz.de/10014328993
Saved in:
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