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Semiparametric single-index panel data models with cross-sectional dependence
Dong, Chaohua; Gao, Jiti; Peng, Bin - In: Journal of econometrics 188 (2015) 1, pp. 301-312
Persistent link: https://www.econbiz.de/10011500361
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Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
Blasques, Francisco; Koopman, Siem Jan; Mallee, Max I. P.; … - In: Journal of econometrics 193 (2016) 2, pp. 405-417
Persistent link: https://www.econbiz.de/10011704989
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Local composite quantile regression smoothing for Harris recurrent Markov processes
Li, Degui; Li, Runze - In: Journal of econometrics 194 (2016) 1, pp. 44-56
Persistent link: https://www.econbiz.de/10011705029
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Predictive regression under various degrees of persistence and robust long-horizon regression
Phillips, Peter C. B.; Lee, Ji Hyung - In: Journal of econometrics 177 (2013) 2, pp. 250-264
Persistent link: https://www.econbiz.de/10010255189
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Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard; Pedersen, Rasmus Søndergaard; … - In: Journal of econometrics 237 (2023) 2,2, pp. 1-21
Persistent link: https://www.econbiz.de/10014471517