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Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error
Park, Sujin; Hong, Seok Young; Linton, Oliver - In: Journal of econometrics 191 (2016) 2, pp. 325-347
Persistent link: https://www.econbiz.de/10011610563
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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
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Panel forecasts of country-level Covid-19 infections
Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - In: Journal of econometrics 220 (2021) 1, pp. 2-22
Persistent link: https://www.econbiz.de/10012618232
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Consumer panic in the COVID-19 pandemic
Keane, Michael P.; Neal, Timothy - In: Journal of econometrics 220 (2021) 1, pp. 86-105
Persistent link: https://www.econbiz.de/10012618328
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Celebrating 40 years of panel data analysis : past, present and future
Sarafidis, Vasilis; Wansbeek, Tom - In: Journal of econometrics 220 (2021) 2, pp. 215-226
Persistent link: https://www.econbiz.de/10012618507
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Second-order corrected likelihood for nonlinear panel models with fixed effects
Dhaene, Geert; Sun, Yutao - In: Journal of econometrics 220 (2021) 2, pp. 227-252
Persistent link: https://www.econbiz.de/10012618510
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Semiparametric identification in panel data discrete response models
Aristodemou, Eleni - In: Journal of econometrics 220 (2021) 2, pp. 253-271
Persistent link: https://www.econbiz.de/10012618512
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Identifying latent group structures in nonlinear panels
Wang, Wuyi; Su, Liangjun - In: Journal of econometrics 220 (2021) 2, pp. 272-295
Persistent link: https://www.econbiz.de/10012618514
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Nonlinear factor models for network and panel data
Chen, Mingli; Fernández-Val, Iván; Weidner, Martin - In: Journal of econometrics 220 (2021) 2, pp. 296-324
Persistent link: https://www.econbiz.de/10012618515
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Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H.; Kao, Chihwa; Wang, Fa - In: Journal of econometrics 220 (2021) 2, pp. 349-365
Persistent link: https://www.econbiz.de/10012618518