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Identifying latent structures in panel data
Su, Liangjun; Shi, Zhentao; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 6, pp. 2215-2264
Persistent link: https://www.econbiz.de/10011791226
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Nearly efficient likelihood ratio tests of the unit root hypothesis
Jansson, Michael; Nielsen, Ørregaard - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 5, pp. 2321-2332
Persistent link: https://www.econbiz.de/10009665449
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Asymptotic distributions of quasi-maximum likelihood estimators for spatial autoregressive models
Lee, Lung-fei - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 6, pp. 1899-1925
Persistent link: https://www.econbiz.de/10002435617
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The density of the maximum likelihood estimator
Hillier, Grant H.; Armstrong, Mark - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 6, pp. 1459-1470
Persistent link: https://www.econbiz.de/10001429219
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A small sample correction for the test of cointegrating rank in the vector autoregressive model
Johansen, Søren - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 5, pp. 1929-1961
Persistent link: https://www.econbiz.de/10001702250
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Asymptotically unbiased inference for a dynamic panel model with fixed effects when both n and T are large
Hahn, Jinyong; Kuersteiner, Guido M. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 4, pp. 1639-1657
Persistent link: https://www.econbiz.de/10001688100
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Maximum likelihood estimation of discretely sampled diffusions : a closed-form approximation approach
Aït-Sahalia, Yacine - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 1, pp. 223-262
Persistent link: https://www.econbiz.de/10001648106
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Nonstationary binary choice
Park, Joon Y.; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1249-1280
Persistent link: https://www.econbiz.de/10001510582
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On the measurement of polarization
Esteban Marquillas, Joan María - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 4, pp. 819-851
Persistent link: https://www.econbiz.de/10001252922
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Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao; Phillips, Peter C. B.; Jin, Sainan - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 1, pp. 175-194
Persistent link: https://www.econbiz.de/10003726590