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1
Semiparametric efficient estimation of dynamic panel data models
Park, Byeong U.
;
Sickles, Robin C.
;
Simar, Léopold
- In:
Journal of econometrics
136
(
2007
)
1
,
pp. 281-301
Persistent link: https://www.econbiz.de/10003401658
Saved in:
2
Production frontiers with cross-sectional and time-series variation in efficiency levels
Cornwell, Christopher Mark
- In:
Journal of econometrics
46
(
1990
)
1
,
pp. 185-200
Persistent link: https://www.econbiz.de/10001163578
Saved in:
3
Specification issues and confidence intervals in unilateral
price
effects analysis
Capps, Oral
;
Church, Jeffrey R.
;
Love, H. Alan
- In:
Journal of econometrics
113
(
2003
)
1
,
pp. 3-31
Persistent link: https://www.econbiz.de/10001739273
Saved in:
4
Estimating permanent
price
impact via machine learning
Philip, R.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 414-449
Persistent link: https://www.econbiz.de/10012439477
Saved in:
5
Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000596724
Saved in:
6
Efficient forecast tests for conditional policy forecasts
Faust, Jon
;
Wright, Jonathan H.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 293-303
Persistent link: https://www.econbiz.de/10003782979
Saved in:
7
Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
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8
Forecasting the yield curve in a data-rich environment : a no-arbitrage factor-augmented VAR approach
Mönch, Emanuel
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 26-43
Persistent link: https://www.econbiz.de/10003778196
Saved in:
9
Mobility measurement, transition matrices and statistical inference
Formby, John P.
;
Smith, W. James
;
Zheng, Buhong
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 181-205
Persistent link: https://www.econbiz.de/10001998954
Saved in:
10
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
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