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A new panel data treatment for heterogeneity in time trends
Kneip, Alois; Sickles, Robin C.; Song, Wonho - In: Econometric theory 28 (2012) 3, pp. 590-628
Persistent link: https://www.econbiz.de/10009545823
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Specification of variance matrices for panel data models
Magnus, Jan R.; Muris, Chris - In: Econometric theory 26 (2010) 1, pp. 301-310
Persistent link: https://www.econbiz.de/10003968583
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Nonparametric additive models for panels of time series
Mammen, Enno; Støve, Bård; Tjøstheim, Dag - In: Econometric theory 25 (2009) 2, pp. 442-481
Persistent link: https://www.econbiz.de/10003818336
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Asymptotically efficient model selection for panel data forecasting
Greenaway-McGrevy, Ryan - In: Econometric theory 35 (2019) 4, pp. 842-899
Persistent link: https://www.econbiz.de/10012386845
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Higher order moemnts of Markov switching varma models
Cavicchioli, Maddalena - In: Econometric theory 33 (2017) 6, pp. 1502-1515
Persistent link: https://www.econbiz.de/10011810429
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Modeling cyclical behavior with differential-difference equations in an unobserved components framework
Chambers, Marcus J.; MacGarry, Joanne - In: Econometric theory 18 (2002) 2, pp. 387-419
Persistent link: https://www.econbiz.de/10001661304
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The impact of persistent cycles on zero frequency unit root tests
Barrio Castro, Tomás del; Rodrigues, Paulo M. M.; … - In: Econometric theory 29 (2013) 6, pp. 1289-1313
Persistent link: https://www.econbiz.de/10010343724
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The New Zealand business cycle
Hall, Vivian Bruce; McDermott, C. John - In: Econometric theory 25 (2009) 4, pp. 1050-1069
Persistent link: https://www.econbiz.de/10003875929
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Jive for panel dynamic simultaneous equations models
Hsiao, Cheng; Zhou, Qiankun - In: Econometric theory 34 (2018) 6, pp. 1325-1369
Persistent link: https://www.econbiz.de/10012038070
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Bootstrap and k-step bootstrap bias corrections for the fixed effects estimator in nonlinear panel data models
Kim, Min Seong; Sun, Yixiao - In: Econometric theory 32 (2016) 6, pp. 1523-1568
Persistent link: https://www.econbiz.de/10011661994