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The exact bias of s 2 in linear panel regressions with spatial autocorrelation
Hanck, Christoph; Krämer, Walter - In: Economics letters 110 (2011) 1, pp. 67-70
Persistent link: https://www.econbiz.de/10009241559
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Model selection for regression with heteroskedastic and autocorrelated errors
Mao, Guangyu - In: Economics letters 118 (2013) 3, pp. 497-501
Persistent link: https://www.econbiz.de/10009729118
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A joint test for serial correlation and heteroscedasticity in fixed-T panel regression models with interactive effects
Wu, Jianhong - In: Economics letters 197 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012511002
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On the serial correlation in multi-horizon predictive quantile regression
Xu, Ke-Li - In: Economics letters 200 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012606823
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On spurious regressions with partial unit root processes
Tu, Yundong - In: Economics letters 150 (2017), pp. 142-145
Persistent link: https://www.econbiz.de/10011765085
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A simple test for linearity against exponential smooth transition models with endogenous variables
Massacci, Daniele - In: Economics letters 117 (2012) 3, pp. 851-856
Persistent link: https://www.econbiz.de/10009682577
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Double-length regressions for the Box-Cox difference model with heteroskedasticity or autocorrelation
Baltagi, Badi H.; Li, Dong - In: Economics letters 69 (2000) 1, pp. 9-14
Persistent link: https://www.econbiz.de/10001512715
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The effects of small sample bias in Threshold Autoregressive models
Ahmad, Yamin S. - In: Economics letters 101 (2008) 1, pp. 6-8
Persistent link: https://www.econbiz.de/10003787413
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An improved generalized moments estimator for a spatial moving average error model
Baltagi, Badi H.; Liu, Long - In: Economics letters 113 (2011) 3, pp. 282-284
Persistent link: https://www.econbiz.de/10009503063
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Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
Okui, Ryo - In: Economics letters 112 (2011) 1, pp. 49-52
Persistent link: https://www.econbiz.de/10009242156