Narrow search
Showing 1 - 10 of 789
Cover Image
Identification robust inference for moments-based analysis of linear dynamic panel data models
Bun, Maurice J. G.; Kleibergen, Frank - In: Econometric theory 38 (2022) 4, pp. 689-751
Persistent link: https://www.econbiz.de/10013366924
Cover Image
A simple efficient instrumental variable estimator for panel AR(p) models when both N and T are large
Hayakawa, Kazuhiko - In: Econometric theory 25 (2009) 3, pp. 873-890
Persistent link: https://www.econbiz.de/10003864220
Cover Image
Estimation of unit root spatial dynamic panel data models
Yu, Jihai; Lee, Lung-fei - In: Econometric theory 26 (2010) 5, pp. 1332-1362
Persistent link: https://www.econbiz.de/10008662668
Cover Image
Asymptotically unbiased estimation of autocovariances and autocorrelations with long panel data
Okui, Ryo - In: Econometric theory 26 (2010) 5, pp. 1263-1304
Persistent link: https://www.econbiz.de/10008662672
Cover Image
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
Cover Image
Panel data models with finite number of multiple equilibria
Hahn, Jinyong; Moon, Hyungsik Roger - In: Econometric theory 26 (2010) 3, pp. 863-881
Persistent link: https://www.econbiz.de/10003992439
Cover Image
The moving blocks bootstrap for panel linear regression models with individual fixed effects
Gonçalves, Sílvia - In: Econometric theory 27 (2011) 5, pp. 1048-1082
Persistent link: https://www.econbiz.de/10009379757
Cover Image
Asymptotic theory in fixed effects panel data seemingly unrelated partially linear regression models
You, Jinhong; Zhou, Xian - In: Econometric theory 30 (2014) 2, pp. 407-435
Persistent link: https://www.econbiz.de/10010399756
Cover Image
Panel structural modeling with weak instrumentation and covariance restrictions
Chao, John C. - In: Econometric theory 30 (2014) 4, pp. 839-881
Persistent link: https://www.econbiz.de/10010502140
Cover Image
Semiparametric estimation of nonstationary censored panel data models with time varying factor loads
Chen, Songnian; Khan, Shakeeb - In: Econometric theory 24 (2008) 5, pp. 1149-1173
Persistent link: https://www.econbiz.de/10003748733