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Unit root inference in generally trending and cross-correlated fixed-T panels
Robertson, Donald; Sarafidis, Vasilis; Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 493-504
Persistent link: https://www.econbiz.de/10012249189
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Sieve estimation of time-varying panel data models with latent structures
Su, Liangjun; Wang, Xia; Jin, Sainan - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 334-349
Persistent link: https://www.econbiz.de/10012177362
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System estimation of panel data models under long-range dependence
Ergemen, Yunus Emre - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 13-26
Persistent link: https://www.econbiz.de/10012175866
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Varying-coefficient panel data models with nonstationarity and partially observed factor structure
Dong, Chaohua; Gao, Jiti; Peng, Bin - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 700-711
Persistent link: https://www.econbiz.de/10012588008
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Detecting variance change-points for blocked time series and dependent panel data
Xu, Minya; Zhong, Ping-Shou; Wang, Wei - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 213-226
Persistent link: https://www.econbiz.de/10011691311
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Testing for common trends in nonstationary large datasets
Barigozzi, Matteo; Trapani, Lorenzo - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1107-1122
Persistent link: https://www.econbiz.de/10013539462
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Testing for trend specifications in panel data models
Wu, Jilin; Song, Xiaojun; Xiao, Zhijie - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 453-466
Persistent link: https://www.econbiz.de/10014448241
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Treatment effects with unobserved heterogeneity : a set identification approach
Jun, Sung Jae; Lee, Yoonseok; Shin, Youngki - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 302-311
Persistent link: https://www.econbiz.de/10011691357
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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 313-338
Persistent link: https://www.econbiz.de/10011691438
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Root-N consistent estimation of a panel data binary response model with unknown correlated random effects
Chen, Songnian; Si, Jichun; Zhang, Hanghui; Zhou, Yahong - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 559-571
Persistent link: https://www.econbiz.de/10011893790