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Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors
Zhang, Ruohao; Kumbhakar, Subal; Lai, Hung-pin - In: Econometric reviews 40 (2021) 4, pp. 415-432
Persistent link: https://www.econbiz.de/10012515607
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Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets
Tu, Yundong; Wang, Ying - In: Econometric reviews 39 (2020) 3, pp. 299-318
Persistent link: https://www.econbiz.de/10012181451
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Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter; Cavaliere, Giuseppe; De Angelis, Luca - In: Econometric reviews 42 (2023) 9/10, pp. 725-757
Persistent link: https://www.econbiz.de/10014420355