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Seemingly unrelated nonparametric models with positive correlation and constrained error variances
Qinfeng Xu; You, Jinhong; Zhou, Bin - In: Economics letters 99 (2008) 2, pp. 223-227
Persistent link: https://www.econbiz.de/10003723669
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Detecting serial dependence in tail events : a test dual to the BDS test
Diks, Cees G. H. - In: Economics letters 79 (2003) 3, pp. 319-324
Persistent link: https://www.econbiz.de/10001755276
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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/10003504680
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A nonparametric test for path dependence in discrete panel data
Kasy, Maximilian - In: Economics letters 113 (2011) 2, pp. 172-175
Persistent link: https://www.econbiz.de/10009375562
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Semiparametric estimation of a nonstationary panel data transformation model under symmetry
Zhou, Yahong - In: Economics letters 99 (2008) 1, pp. 107-110
Persistent link: https://www.econbiz.de/10003723251
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The inequality-growth plateau
Henderson, Daniel J.; Qian, Junhui; Wang, Le - In: Economics letters 128 (2015), pp. 17-20
Persistent link: https://www.econbiz.de/10011382981
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Identification for difference in differences with cross-section and panel data
Lee, Myoung-jae; Kang, Changhui - In: Economics letters 92 (2006) 2, pp. 270-276
Persistent link: https://www.econbiz.de/10003360876
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On instrumental variable estimation of semiparametric dynamic panel data models
Baltagi, Badi H.; Li, Qi - In: Economics letters 76 (2002) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001671967
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Some identification results in a correlated random coefficients sample selection model
Zhu, Xun; Jin, Zequn - In: Economics letters 233 (2023), pp. 1-3
Persistent link: https://www.econbiz.de/10014505133
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Covariates distributions balancing for continuous treatment
Jiang, Qingshan; Xu, Li; Huang, Can - In: Economics letters 217 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013465162