Narrow search
Showing 1 - 10 of 281
Cover Image
Using gretl for Monte Carlo experiments
Adkins, Lee Chester - In: Journal of applied econometrics 26 (2011) 5, pp. 880-885
Persistent link: https://www.econbiz.de/10009408902
Cover Image
Directed tests of no cross-sectional correlation in large-N panel data models
Demetrescu, Matei; Homm, Ulrich-Michael - In: Journal of applied econometrics 31 (2016) 1, pp. 4-31
Persistent link: https://www.econbiz.de/10011642081
Cover Image
Econometrics of auctions by least squares
Rezende, Leonardo - In: Journal of applied econometrics 23 (2008) 7, pp. 925-948
Persistent link: https://www.econbiz.de/10003790494
Cover Image
Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.; Schorfheide, Frank - In: Journal of applied econometrics 29 (2014) 7, pp. 1073-1098
Persistent link: https://www.econbiz.de/10010492709
Cover Image
A blocking and regularization approach to high-dimensional realized covariance estimation
Hautsch, Nikolaus; Kyj, Lada M.; Oomen, Roel C. A. - In: Journal of applied econometrics 27 (2012) 4, pp. 625-645
Persistent link: https://www.econbiz.de/10009618510
Cover Image
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - In: Journal of applied econometrics 31 (2016) 6, pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Cover Image
A regularization approach to common correlated effects estimation
Juodis, Artūras - In: Journal of applied econometrics 37 (2022) 4, pp. 788-810
Persistent link: https://www.econbiz.de/10013332722
Cover Image
GRETL 1.6.0 and its numerical accuracy
Yalta, A. Talha; Yalta, A. Yasemin - In: Journal of applied econometrics 22 (2007) 4, pp. 849-854
Persistent link: https://www.econbiz.de/10003550880
Cover Image
Using OLS to estimate and test for structural changes in models with endogenous regressors
Perron, Pierre; Yamamoto, Yohei - In: Journal of applied econometrics 30 (2015) 1, pp. 119-144
Persistent link: https://www.econbiz.de/10011327644
Cover Image
Divorce law reforms and divorce rates in the USA : an interactive fixed-effects approach
Kim, Dukpa; Oka, Tatsushi - In: Journal of applied econometrics 29 (2014) 2, pp. 231-245
Persistent link: https://www.econbiz.de/10010414900