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Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel; Gao, Jiti - In: Journal of econometrics 147 (2008) 1, pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
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Rolling window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi; Lu, Jin; Rossi, Barbara - In: Journal of econometrics 196 (2017) 1, pp. 55-67
Persistent link: https://www.econbiz.de/10011743498
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Under-identification of structural models based on timing and information set assumptions
Ackerberg, Daniel A.; Frazer, Garth; Kim, Kyoo Il; Luo, Yao - In: Journal of econometrics 237 (2023) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10014471487
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Moment-based tests for individual and time effects in panel data models
Wu, Jianhong; Li, Guodong - In: Journal of econometrics 178 (2014) 1, pp. 569-581
Persistent link: https://www.econbiz.de/10010256863
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Time reversibility of stationary regular finite-state Markov chains
McCausland, William J. - In: Journal of econometrics 136 (2007) 1, pp. 303-318
Persistent link: https://www.econbiz.de/10003401659
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Difference-in-differences with multiple time periods
Callaway, Brantly; Sant'Anna, Pedro H. C. - In: Journal of econometrics 225 (2021) 2, pp. 200-230
Persistent link: https://www.econbiz.de/10013275434
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Difference-in-differences with variation in treatment timing
Goodman-Bacon, Andrew - In: Journal of econometrics 225 (2021) 2, pp. 254-277
Persistent link: https://www.econbiz.de/10013275438
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Determining individual or time effects in panel data models
Lu, Xun; Su, Liangjun - In: Journal of econometrics 215 (2020) 1, pp. 60-83
Persistent link: https://www.econbiz.de/10012439155
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The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
Mykland, Per A.; Zhang, Lan; Chen, Dachuan - In: Journal of econometrics 208 (2019) 1, pp. 101-119
Persistent link: https://www.econbiz.de/10012139798
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Individual and time effects in nonlinear panel models with large N, T
Fernández-Val, Iván; Weidner, Martin - In: Journal of econometrics 192 (2016) 1, pp. 291-312
Persistent link: https://www.econbiz.de/10011617154