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Real-time forecast of DSGE models with time-varying volatility in GARCH form
Ivashchenko, Sergey; Ҫekin, Semih Emre; Gupta, Rangan - 2022
Persistent link: https://www.econbiz.de/10012800653
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Time-varying parameter four-equation DSGE model
Gupta, Rangan; Sun, Xiaojin - 2022
Persistent link: https://www.econbiz.de/10013341328
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Kernel weighted smoothed maximum score estimation for applied work
Krief, J. M. - 2010
Persistent link: https://www.econbiz.de/10008857151
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Two stage semi parametric quantile regression
Krief, J. M. - 2009
Persistent link: https://www.econbiz.de/10008857305
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Shrinkage estimation in the random parameters logit model
Zeng, Tong; Hill, Rufus Carter - 2014
Persistent link: https://www.econbiz.de/10011302576
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GMM and IV estimation of dynamic panel models with heterogeneous trend
Tang, Niansheng; Cao, Shiyun; Zhang, Yonghui; Zhou, Qiankun - 2018 - This version December 17, 2018
Persistent link: https://www.econbiz.de/10011968817
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Specification tests for time-varying coefficient panel models
Atak, Alev; Zhang, Yonghui; Zhou, Qiankun - 2019
Persistent link: https://www.econbiz.de/10011968819
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Identification and estimation in panel models with overspecified number of groups
Liu, Ruiqi; Schick, Anton; Shang, Zuofeng; Zhang, Yonghui; … - 2018 - This version: February 11, 2018
Persistent link: https://www.econbiz.de/10011891577
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Estimation and inference of treatment effects using a new panel data approach : measuring the impact of US SYG law
Geng, Huayan; Zhou, Qiankun - 2019 - This Version February 19, 2019
Persistent link: https://www.econbiz.de/10012211955
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JIVE for panel dynamic simultaneous equations models
Hsiao, Cheng; Zhou, Qiankun - 2017
Persistent link: https://www.econbiz.de/10011788725