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Rank based cointegration testing for dynamic panels with fixed T
Juodis, Artūras - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 349-389
Persistent link: https://www.econbiz.de/10011949797
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Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood
Calzolari, Giorgio; Magazzini, Laura - In: Empirical economics : a journal of the Institute for … 43 (2012) 1, pp. 145-152
Persistent link: https://www.econbiz.de/10009582138
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Revisiting the FDI impact on GDP growth in errors-in-variables models : a panel data GMM analysis allowing for error memory
Biørn, Erik; Han, Xuehui - In: Empirical economics : a journal of the Institute for … 53 (2017) 4, pp. 1379-1398
Persistent link: https://www.econbiz.de/10012019369
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Panel data dynamics with mis-measured variables : modeling and GMM estimation
Biørn, Erik - In: Empirical economics : a journal of the Institute for … 48 (2015) 2, pp. 517-535
Persistent link: https://www.econbiz.de/10011292296
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Testing the null hypothesis of no regime switching with an application to GDP growth rates
Marmer, Vadim - In: Empirical economics : a journal of the Institute for … 35 (2008) 1, pp. 101-122
Persistent link: https://www.econbiz.de/10003746418
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Comparison of SML and GMM estimators for the random coefficient logit model using aggregate data
Park, Sungho; Gupta, Sachin - In: Empirical economics : a journal of the Institute for … 43 (2012) 3, pp. 1353-1372
Persistent link: https://www.econbiz.de/10009682791
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Interval regression models with endogenous explanatory variables
Bettin, Giulia; Lucchetti, Riccardo - In: Empirical economics : a journal of the Institute for … 43 (2012) 2, pp. 475-498
Persistent link: https://www.econbiz.de/10009630352
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Econometric estimation of a variable rate of depreciation of the capital stock
Hernández, José A.; Mauleón Torres, Ignacio - In: Empirical economics : a journal of the Institute for … 30 (2005) 3, pp. 575-595
Persistent link: https://www.econbiz.de/10003108784
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A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices
Fingleton, Bernard - In: Empirical economics : a journal of the Institute for … 34 (2008) 1, pp. 35-57
Persistent link: https://www.econbiz.de/10003636723
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A matrix exponential spatial specification approach to panel data models
Figueiredo, Calebe; Silva, Alan Ricardo da - In: Empirical economics : a journal of the Institute for … 49 (2015) 1, pp. 115-129
Persistent link: https://www.econbiz.de/10011318299