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Special issue: Dependence in cross-section, time series, and panel data
Baltagi, Badi H. (contributor) - 2013
Persistent link: https://www.econbiz.de/10009758621
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An overview of dependence in cross-section, time-series, and panel data
Baltagi, Badi H.; Maasoumi, Esfandiar - In: Econometric reviews 32 (2013) 5/6, pp. 543-546
Persistent link: https://www.econbiz.de/10009758635
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Estimation bias and bias correction in reduced rank autoregressions
Bohn Nielsen, Heino - In: Econometric reviews 38 (2019) 3, pp. 332-349
Persistent link: https://www.econbiz.de/10012181296
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Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending
Carrion i Silvestre, Josep Lluís; Kim, Dukpa - In: Econometric reviews 38 (2019) 8, pp. 881-898
Persistent link: https://www.econbiz.de/10012181371
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The co-integrated vector autoregression with errors-in-variables
Bohn Nielsen, Heino - In: Econometric reviews 35 (2016) 1/4, pp. 169-200
Persistent link: https://www.econbiz.de/10011549904
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Local linear estimation of a nonparametric cointegration model
Liang, Zhongwen; Lin, Zhongjian; Hsiao, Cheng - In: Econometric reviews 34 (2015) 6/10, pp. 882-906
Persistent link: https://www.econbiz.de/10011483398
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Conditionally efficient estimation of long-run relationships using mixed-frequency time series
Miller, J. Isaac - In: Econometric reviews 35 (2016) 5/7, pp. 1142-1171
Persistent link: https://www.econbiz.de/10011591156
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Functional-coefficient cointegration models in the presence of deterministic trends
Hirukawa, Masayuki; Sakudo, Mari - In: Econometric reviews 37 (2018) 1/5, pp. 507-533
Persistent link: https://www.econbiz.de/10012039377
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Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan; Sögner, Leopold - In: Econometric reviews 38 (2019) 6, pp. 597-635
Persistent link: https://www.econbiz.de/10012181339
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Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming
Chevillon, Guillaume - In: Econometric reviews 36 (2017) 5, pp. 514-545
Persistent link: https://www.econbiz.de/10011795260