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~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~person:"Schafgans, Marcia M. A."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"Bootstrap approach"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Regression analysis"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
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Schafgans, Marcia M. A.
Galvão Júnior, Antônio Fialho
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Inference without smoothing for large panels with cross-sectional and temporal dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 125-160
Persistent link: https://www.econbiz.de/10012619963
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Inference and testing breaks in large dynamic panels with strong cross sectional dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 259-274
Persistent link: https://www.econbiz.de/10011818291
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