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Particle learning for fat-tailed distributions
Lopes, Hedibert Freitas; Polson, Nicholas G. - In: Econometric reviews 35 (2016) 8/10, pp. 1666-1691
Persistent link: https://www.econbiz.de/10011592384
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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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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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Estimation of time-invariant effects in static panel data models
Pesaran, M. Hashem; Zhou, Qiankun - In: Econometric reviews 37 (2018) 6/10, pp. 1137-1171
Persistent link: https://www.econbiz.de/10012040544
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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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Semiparametric estimation of partially varying-coefficient dynamic panel data models
Cai, Zongwu; Chen, Linna; Fang, Ying - In: Econometric reviews 34 (2015) 6/10, pp. 695-719
Persistent link: https://www.econbiz.de/10011483372
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Estimation of dynamic panel data models with a lot of heterogeneity
Kruiniger, Hugo - In: Econometric reviews 41 (2022) 2, pp. 117-146
Persistent link: https://www.econbiz.de/10013167590
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Sequential and efficient GMM estimation of dynamic short panel data models
Jin, Fei; Lee, Lung-fei; Yu, Jihai - In: Econometric reviews 40 (2021) 10, pp. 1007-1037
Persistent link: https://www.econbiz.de/10012624570
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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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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