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Panel unit root tests and spatial dependence
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Journal of applied econometrics 22 (2007) 2, pp. 339-360
Persistent link: https://www.econbiz.de/10003455449
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A unified approach to standardized-residuals-based correlation tests for GARCH-type models
Chen, Yi-ting - In: Journal of applied econometrics 23 (2008) 1, pp. 111-133
Persistent link: https://www.econbiz.de/10003682856
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Isolating the roles of individual covariates in reweighting estimation
Elder, Todd E.; Goddeeris, John Henry; Haider, Steven - In: Journal of applied econometrics 30 (2015) 7, pp. 1144-1168
Persistent link: https://www.econbiz.de/10011431747
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Do high-frequency data improve high-dimensional portfolio allocations?
Hautsch, Nikolaus; Kyj, Lada M.; Malec, Peter - In: Journal of applied econometrics 30 (2015) 2, pp. 263-290
Persistent link: https://www.econbiz.de/10011327609
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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
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Panel probit with flexible correlated effects : quantifying technology spillovers in the presence of latent heterogeneity
Burda, Martin; Harding, Matthew C. - In: Journal of applied econometrics 28 (2013) 6, pp. 956-981
Persistent link: https://www.econbiz.de/10010351089
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Default estimation, correlated defaults, and expert information
Kiefer, Nicholas M. - In: Journal of applied econometrics 26 (2011) 2, pp. 173-192
Persistent link: https://www.econbiz.de/10008936922
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Correlations between sisters and neighbouring girls in their subsequent income as adults
Page, Marianne E.; Solon, Gary - In: Journal of applied econometrics 18 (2003) 5, pp. 545-562
Persistent link: https://www.econbiz.de/10001802599
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The error structure of time series cross-section hedonic models with sporadic event timing and serial correlation
Amacher, Gregory S.; Hellerstein, Daniel - In: Journal of applied econometrics 14 (1999) 3, pp. 233-252
Persistent link: https://www.econbiz.de/10001405126
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Weak and strong cross-sectional dependence : a panel data analysis of international technology diffusion
Ertur, Kamil C.; Musolesi, Antonio - In: Journal of applied econometrics 32 (2017) 3, pp. 477-503
Persistent link: https://www.econbiz.de/10011690519