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Determinants of firm-level domestic sales and exports with spillovers : evidence from China
Baltagi, Badi H.; Egger, Peter; Kesina, Michaela - In: Journal of econometrics 199 (2017) 2, pp. 184-201
Persistent link: https://www.econbiz.de/10011897671
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Inference in Bayesian Proxy-SVARs
Arias, Jonas E.; Rubio-Ramírez, Juan Francisco; … - In: Journal of econometrics 225 (2021) 1, pp. 88-106
Persistent link: https://www.econbiz.de/10013279023
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Testing causality between two vectors in multivariate GARCH models
Wo´zniak, Tomasz - 2012
Persistent link: https://www.econbiz.de/10009553209
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A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers
Glass, Anthony; Kenjegalieva, Karligash; Sickles, Robin C. - In: Journal of econometrics 190 (2016) 2, pp. 289-300
Persistent link: https://www.econbiz.de/10011592268
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Determinants of FDI attraction in the manufacturing sector in Mexico, 1999-2015
Fonseca, Felipe J.; Llamosa-Rosas, Irving - 2018
Using an up-to-date database that improves the identification of the destination of the Foreign Direct Investment (FDI) among Mexican states and spatial panel econometric models that quantify the potential interactions and spillover effects, we analyze the main characteristics that help...
Persistent link: https://www.econbiz.de/10011868222
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Shrinkage estimation of network spillovers with factor structured errors
Higgins, Ayden; Martellosio, Federico - In: Journal of econometrics 233 (2023) 1, pp. 66-87
Persistent link: https://www.econbiz.de/10014340929
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Forecasting economic time series using targeted predictors
Bai, Jushan; Ng, Serena - In: Journal of econometrics 146 (2008) 2, pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
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Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
Yu, Jihai; Jong, Robert M. de; Lee, Lung-fei - In: Journal of econometrics 146 (2008) 1, pp. 118-134
Persistent link: https://www.econbiz.de/10003778230
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Evolution of forecast disagreement in a Bayesian learning model
Lahiri, Kajal; Sheng, Xuguang - In: Journal of econometrics 144 (2008) 2, pp. 325-340
Persistent link: https://www.econbiz.de/10003774622
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A flexible prior distribution for Markov switching autoregressions with student-t errors
Deschamps, Jean-Philippe - In: Journal of econometrics 133 (2006) 1, pp. 153-190
Persistent link: https://www.econbiz.de/10003354563