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Individual effects and dynamics in count data models
Blundell, Richard W.; Griffith, Rachel; Windmeijer, Frank - In: Journal of econometrics 108 (2002) 1, pp. 113-131
Persistent link: https://www.econbiz.de/10001656604
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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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Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco; Koopman, Siem Jan; Lucas, André; … - In: Journal of econometrics 195 (2016) 2, pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
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VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert; Kim, Tae-hwan; Manganelli, Simone - In: Journal of econometrics 187 (2015) 1, pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
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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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Trend/cycle decomposition of regime-switching processes
Morley, James C.; Piger, Jeremy Max - In: Journal of econometrics 146 (2008) 2, pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
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Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H. - In: Journal of econometrics 146 (2008) 2, pp. 241-254
Persistent link: https://www.econbiz.de/10003782963
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Quality control for structural credit risk models
Andreou, Elena; Ghysels, Eric - In: Journal of econometrics 146 (2008) 2, pp. 364-375
Persistent link: https://www.econbiz.de/10003783002
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Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
Rosen, Adam M. - In: Journal of econometrics 146 (2008) 1, pp. 107-117
Persistent link: https://www.econbiz.de/10003778226
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Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
Lee, Sokbae; Seo, Myung Hwan - In: Journal of econometrics 144 (2008) 2, pp. 492-499
Persistent link: https://www.econbiz.de/10003774693