Narrow search
Showing 81 - 90 of 140
Cover Image
Estimation and inference of change points in high-dimensional factor models
Bai, Jushan; Han, Xu; Shi, Yutang - In: Journal of econometrics 219 (2020) 1, pp. 66-100
Persistent link: https://www.econbiz.de/10012483190
Cover Image
Abortion costs and single parenthood : A life-cycle model of fertility and partnership behavior
Forsstrom, Matthew P. - In: Labour economics : official journal of the European … 69 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012627747
Cover Image
Gender matters in language and economic behaviour : can we measure a causal cognition effect of speaking?
Beblo, Miriam; Görges, Luise; Markowsky, Eva - In: Labour economics : official journal of the European … 65 (2020)
Persistent link: https://www.econbiz.de/10012519497
Cover Image
History dependence in wages and cyclical selection : evidence from Germany
Bauer, Anja; Lochner, Benjamin - In: Labour economics : official journal of the European … 67 (2020)
Persistent link: https://www.econbiz.de/10012520726
Cover Image
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Kapetanios, George; Serlenga, Laura; Shin, Yongcheol - In: Journal of econometrics 220 (2021) 2, pp. 504-531
Persistent link: https://www.econbiz.de/10012618527
Cover Image
Hierarchical Markov-switching models for multivariate integer-valued time-series
Catania, Leopoldo; Di Mari, Roberto - In: Journal of econometrics 221 (2021) 1, pp. 118-137
Persistent link: https://www.econbiz.de/10012618804
Cover Image
Testing continuity of a density via g-order statistics in the regression discontinuity design
Bugni, Federico A.; Canay, Ivan A. - In: Journal of econometrics 221 (2021) 1, pp. 138-159
Persistent link: https://www.econbiz.de/10012618809
Cover Image
Nonstationary panel models with latent group structures and cross-section dependence
Huang, Wenxin; Jin, Sainan; Phillips, Peter C. B.; Su, … - In: Journal of econometrics 221 (2021) 1, pp. 198-222
Persistent link: https://www.econbiz.de/10012618820
Cover Image
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing; Ke, Yuan; Liao, Yuan - In: Journal of econometrics 222 (2021) 1,2, pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Cover Image
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano; … - In: Journal of econometrics 222 (2021) 1,2, pp. 324-343
Persistent link: https://www.econbiz.de/10012619427