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First difference transformation in panel VAR models : robustness, estimation, and inference
Juodis, Artūras - In: Econometric reviews 37 (2018) 6/10, pp. 650-693
Persistent link: https://www.econbiz.de/10012040399
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An augmented Anderson-Hsiao estimator for dynamic short-T panels
Chudik, Alexander; Pesaran, M. Hashem - In: Econometric reviews 41 (2022) 4, pp. 416-447
Persistent link: https://www.econbiz.de/10013364889
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Maximum likelihood estimation of dynamic panel threshold models
Ramírez-Rondán, N. R. - In: Econometric reviews 39 (2020) 3, pp. 260-276
Persistent link: https://www.econbiz.de/10012181448
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Fixed T dynamic panel data estimators with multifactor errors
Juodis, Artūras; Sarafidis, Vasilis - In: Econometric reviews 37 (2018) 6/10, pp. 893-929
Persistent link: https://www.econbiz.de/10012040421
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Two-way fixed effects versus panel factor-augmented estimators : asymptotic comparison among pretesting procedures
Han, Minyu; Kwak, Jihun; Sul, Donggyu - In: Econometric reviews 41 (2022) 3, pp. 291-320
it is not, practitioners need to run the so-called panel factor augmented regression instead. There are two pretesting …
Persistent link: https://www.econbiz.de/10013364881
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Empirical characteristic functions estimation and its applications
Yu, Jun - In: Econometric reviews 23 (2004) 2, pp. 93-123
Persistent link: https://www.econbiz.de/10002131153
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An approximated exponentially tilted empirical likelihood estimator of moment condition models
Jin, Fei; Wang, Yuqin - In: Econometric reviews 43 (2024) 6, pp. 405-433
Persistent link: https://www.econbiz.de/10014551538
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Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman; Richard, Jean-François - In: Econometric reviews 25 (2006) 2/3, pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
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Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.; Koopman, Siem Jan; Ooms, Marius - In: Econometric reviews 35 (2016) 1/4, pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
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Fixed effects and bias due to the incidental parameters problem in the tobit model
Greene, William H. - In: Econometric reviews 23 (2004) 2, pp. 125-147
Persistent link: https://www.econbiz.de/10002131162