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Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper; Nielsen, Morten Ørregaard - In: Journal of econometrics 133 (2006) 1, pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
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Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
Chen, Xiaohong; Fan, Yanqin - In: Journal of econometrics 135 (2006) 1/2, pp. 125-154
Persistent link: https://www.econbiz.de/10003376080
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Identification of counterfactuals and payoffs in dynamic discrete choice with an application to land use
Kalouptsidi, Myrto; Scott, Paul T.; Rodrigues, Eduardo … - 2015
Persistent link: https://www.econbiz.de/10011348990
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Quantile regression with panel data
Graham, Bryan S.; Hahn, Jinyong; Poirier, Alexandre; … - 2015
Persistent link: https://www.econbiz.de/10010510034
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A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Baltagi, Badi H.; Feng, Qu; Kao, Chihwa - In: Journal of econometrics 170 (2012) 1, pp. 164-177
Persistent link: https://www.econbiz.de/10009673119
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Heterogeneity and selection in dynamic panel data
Sasaki, Yuya - In: Journal of econometrics 188 (2015) 1, pp. 236-249
Persistent link: https://www.econbiz.de/10011500335
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Extremal quantile regressions for selection models and the black-white wage gap
D'Haultfœuille, Xavier; Maurel, Arnaud; Zhang, Yichong - 2014
Persistent link: https://www.econbiz.de/10010389756
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Attrition bias in economic relationships estimated with matched CPS files
Neumark, David; Kawaguchi, Daiji - 2001
Persistent link: https://www.econbiz.de/10001632868
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Accounting for the black-White wealth gap : a nonparametric approach
Barsky, Robert B. (contributor) - 2001
Persistent link: https://www.econbiz.de/10001609827
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Semiparametric instrumental variable estimation of treatment response models
Abadie, Alberto - In: Journal of econometrics 113 (2003) 2, pp. 231-263
Persistent link: https://www.econbiz.de/10001738895