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Trending time-varying coefficient time series models with serially correlated errors
Cai, Zongwu - In: Journal of econometrics 136 (2007) 1, pp. 163-188
Persistent link: https://www.econbiz.de/10003401651
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A multicointegration model of global climate change
Bruns, Stephan B.; Csereklyei, Zsuzsanna; Stern, David I. - In: Journal of econometrics 214 (2020) 1, pp. 175-197
Persistent link: https://www.econbiz.de/10012438317
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Continuous record Laplace-based inference about the break date in structural change models
Casini, Alessandro; Perron, Pierre - In: Journal of econometrics 224 (2021) 1, pp. 3-21
Persistent link: https://www.econbiz.de/10013275376
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Bootstrapping factor models with cross sectional dependence
Gonçalves, Sílvia; Perron, Benoit - In: Journal of econometrics 218 (2020) 2, pp. 476-495
Persistent link: https://www.econbiz.de/10012483168
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Residual-augmented IVX predictive regression
Demetrescu, Matei; Rodrigues, Paulo M. M. - In: Journal of econometrics 227 (2022) 2, pp. 429-460
Persistent link: https://www.econbiz.de/10013442118
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Equilibrium Selection in Cheap Talk Games: ACDC rocks when Other Criteria remain silent
de Groot Ruiz, Adrian; Offerman, Theo; Onderstal, Sander - 2011
the size of credible deviations. In our experiment, we find support for the relevance of credible deviations. In addition … experiments. …
Persistent link: https://www.econbiz.de/10010325937
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What can the Big Five Personality Factors contribute to explain Small-Scale Economic Behavior?
Muller, Julia; Schwieren, Christiane - 2012
favor and against this assumption and test in our own experiment, whether and which personality factors are useful in … understand what to expect from the inclusion of personality variables in their models and experiments, and where further research …
Persistent link: https://www.econbiz.de/10010326411
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Standard errors for panel data models with unknown clusters
Bai, Jushan; Choi, Sung Hoon; Liao, Yuan - In: Journal of econometrics 240 (2024) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10015075111
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Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
Chang, Jinyuan; Hu, Qiao; Liu, Cheng; Tang, Cheng Yong - In: Journal of econometrics 239 (2024) 2, pp. 1-39
Persistent link: https://www.econbiz.de/10015074488
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models : some additional results
Hayakawa, Kazuhiko - In: Journal of econometrics 159 (2010) 1, pp. 202-208
Persistent link: https://www.econbiz.de/10008839928