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~isPartOf:"Annual review of financial economics"
~isPartOf:"Handbook of econometrics ; Vol. 6B"
~isPartOf:"Identification and inference for econometric models : essays in honor of Thomas Rothenberg"
~type_genre:"Aufsatz im Buch"
~type_genre:"Systematic review"
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Annual review of financial economics
Handbook of econometrics ; Vol. 6B
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
The Oxford handbook of panel data
33
The econometrics of panel data : fundamentals and recent developments in theory and practice ; with 13 figures and 43 tables
23
Nonstationary panels, panel cointegration, and dynamic panels
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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
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Panel data econometrics : theoretical contributions and empirical applications
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25 Wellen Sozio-oekonomisches Panel
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Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
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Selected topics in applied econometrics
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Statistical inference, econometric analysis and matrix algebra : Festschrift in honour of Götz Trenkler
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Handbook of applied econometrics and statistical inference
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Annual review of economics
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Conjoint measurement : methods and applications
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Fortschritte der informationellen Infrastruktur in Deutschland : Festschrift für Johann Hahlen zum 65. Geburtstag und Hans-Jürgen Krupp zum 75. Geburtstag
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Möglichkeiten einer wissenschaftlichen Nutzung von Unternehmensdaten aus der amtlichen Statistik
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Advances in macroeconometric modeling : papers and proceedings of the 3rd IWH Workshop in Macroeconometrics ; [held in November 2002 at the Halle Institute]
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1
Consumption-based asset pricing, part 1: classic theory and tests, measurement issues, and limited participation
Breeden, Douglas T.
;
Litzenberger, Robert H.
;
Jia, Tingyan
- In:
Annual review of financial economics
7
(
2015
),
pp. 35-83
Persistent link: https://www.econbiz.de/10011567485
Saved in:
2
Estimating and testing continuous-time models in finance : the role of transition densities
Aït-Sahalia, Yacine
- In:
Annual review of financial economics
1
(
2009
),
pp. 341-359
Persistent link: https://www.econbiz.de/10003924504
Saved in:
3
Testing for weak instruments in linear IV regression
Stock, James H.
;
Yogo, Motohiro
- In:
Identification and inference for econometric models : …
,
(pp. 80-120)
.
2005
Persistent link: https://www.econbiz.de/10003351925
Saved in:
4
Tests of the null hypothesis of cointegration based on efficient tests for a unit MA root
Jansson, Michael
- In:
Identification and inference for econometric models : …
,
(pp. 357-374)
.
2005
Persistent link: https://www.econbiz.de/10003352578
Saved in:
5
A unified approach to testing for stationarity and unit roots
Harvey, Andrew C.
- In:
Identification and inference for econometric models : …
,
(pp. 403-425)
.
2005
Persistent link: https://www.econbiz.de/10003352588
Saved in:
6
Nonparametric testing of an exclusion restriction
Bickel, Peter J.
;
Ritov, Ya'acov
;
Stoker, Thomas Martin
- In:
Identification and inference for econometric models : …
,
(pp. 505-519)
.
2005
Persistent link: https://www.econbiz.de/10003352620
Saved in:
7
Large sample sieve estimation of semi-nonparametric models
Chen, Xiaohong
-
2007
Persistent link: https://www.econbiz.de/10003601887
Saved in:
8
A new look at
panel
testing of stationarity and PPP hypothesis
Bai, Jushan
;
Ng, Serena
- In:
Identification and inference for econometric models : …
,
(pp. 426-450)
.
2005
Persistent link: https://www.econbiz.de/10003352593
Saved in:
9
Testing for unit roots in
panel
data : an exploration using real and simulated data
Hall, Bronwyn H.
;
Mairesse, Jacques
- In:
Identification and inference for econometric models : …
,
(pp. 451-479)
.
2005
Persistent link: https://www.econbiz.de/10003352603
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