Similar Search Results

Functional form and spatial dependence in dynamic panels

Yang, Zhenlin; Li, Chenwei; Tse, Y.K. - In: Economics Letters 91 (2006) 1, pp. 138-145

Persistent link: https://www.econbiz.de/10005296862

A modified family of power transformations

Yang, Zhenlin - In: Economics Letters 92 (2006) 1, pp. 14-19

Persistent link: https://www.econbiz.de/10005307672

Tests of transformation in nonlinear regression

Yang, Zhenlin; Chen, Gemai - In: Economics Letters 84 (2004) 3, pp. 391-398

Persistent link: https://www.econbiz.de/10005288215

A score test for Box-Cox functional form

Yang, Zhenlin; Abeysinghe, Tilak - In: Economics Letters 79 (2003) 1, pp. 107-115

Persistent link: https://www.econbiz.de/10005288236

An explicit variance formula for the Box-Cox functional form estimator

Yang, Zhenlin; Abeysinghe, Tilak - In: Economics Letters 76 (2002) 2, pp. 259-265

Persistent link: https://www.econbiz.de/10005275662

More efficient estimation of nonparametric panel data models with random effects

Su, Liangjun; Ullah, Aman - In: Economics Letters 96 (2007) 3, pp. 375-380

Persistent link: https://www.econbiz.de/10005296759

Profile likelihood estimation of partially linear panel data models with fixed effects

Su, Liangjun; Ullah, Aman - In: Economics Letters 92 (2006) 1, pp. 75-81

Persistent link: https://www.econbiz.de/10005307754

A simple test for multivariate conditional symmetry

Su, Liangjun - In: Economics Letters 93 (2006) 3, pp. 374-378

Persistent link: https://www.econbiz.de/10005355344

Structural change estimation in time series regressions with endogenous variables

Qian, Junhui; Su, Liangjun - In: Economics Letters 125 (2014) 3, pp. 415-421

We propose to apply the group fused Lasso to estimate time series models with endogenous regressors and an unknown number of breaks. It can correctly determine the number of breaks and estimate the break dates asymptotically. Simulations and applications are given.

Persistent link: https://www.econbiz.de/10011116212