models, and parameter estimation in the presence of multiple breaks. …

infrequency of purchase : Bayesian estimation of a linear expenditure system / Ma. Rebecca Valenzuela -- Introduction / Carter …

data / J(c)·org Breitung -- On the estimation and inference of a cointegrated regression in panel data / Chihwa Kao, Min … variable estimation of semiparametric dynamic panel data models : Monte Carlo results on several new and existing estimators …-convergence equation : a Monte Carlo study / Nazrul Islam -- Estimation in dynamic panel data models : improving on the performance of the …

specification, estimation, and application of DFMs. Examples include further developments in DFM for mixed-frequency data settings … factor augmented error correction models, and in many other related aspects. A number of contributions propose new estimation …