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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - In: Econometric theory 21 (2005) 4, pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
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Real-time econometrics
Pesaran, M. Hashem; Timmermann, Allan - In: Econometric theory 21 (2005) 1, pp. 212-231
Persistent link: https://www.econbiz.de/10002674695
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Multivariate linear rational expectations models : characterization of the nature of the solutions and their fully recursive computation
Binder, Michael - In: Econometric theory 13 (1997) 6, pp. 877-888
Persistent link: https://www.econbiz.de/10001236160
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A unified approach to robust, regression-based specification tests
Wooldridge, Jeffrey M. - In: Econometric theory 6 (1990) 1, pp. 17-43
Persistent link: https://www.econbiz.de/10001085419
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Some invariance principles and central limit theorems for dependent heterogeneous processes
Wooldridge, Jeffrey M. - In: Econometric theory 4 (1988) 2, pp. 210-230
Persistent link: https://www.econbiz.de/10001052659
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Multiplicative panel data models without the strict exogeneity assumption
Wooldridge, Jeffrey M. - In: Econometric theory 13 (1997) 5, pp. 667-678
Persistent link: https://www.econbiz.de/10001232221
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Semiparametric estimation of partially linear models for dependent data with generated regressors
Li, Qi; Wooldridge, Jeffrey M. - In: Econometric theory 18 (2002) 3, pp. 625-645
Persistent link: https://www.econbiz.de/10001673440
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Asymptotic properties of weighted M-estimators for standard stratified samples
Wooldridge, Jeffrey M. - In: Econometric theory 17 (2001) 2, pp. 451-470
Persistent link: https://www.econbiz.de/10001568404
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A test for functional form against nonparametric alternatives
Wooldridge, Jeffrey M. - In: Econometric theory 8 (1992) 4, pp. 452-475
Persistent link: https://www.econbiz.de/10001137705