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Nonparametric heteroskedasticity in persistent panel processes : an application to earnings dynamics
Botosaru, Irene; Sasaki, Yuya - In: Journal of econometrics 203 (2018) 2, pp. 283-296
Persistent link: https://www.econbiz.de/10011974674
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Forecasting economic time series using targeted predictors
Bai, Jushan; Ng, Serena - In: Journal of econometrics 146 (2008) 2, pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
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Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
Yu, Jihai; Jong, Robert M. de; Lee, Lung-fei - In: Journal of econometrics 146 (2008) 1, pp. 118-134
Persistent link: https://www.econbiz.de/10003778230
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A joint serial correlation test for linear panel data models
Yamagata, Takashi - In: Journal of econometrics 146 (2008) 1, pp. 135-145
Persistent link: https://www.econbiz.de/10003778232
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Difference in difference meets generalized least squares : higher order properties of hypotheses tests
Hausman, Jerry A.; Kuersteiner, Guido M. - In: Journal of econometrics 144 (2008) 2, pp. 371-391
Persistent link: https://www.econbiz.de/10003774649
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Inference in panel data models under attrition caused by unobservables
Bhattacharya, Debopam - In: Journal of econometrics 144 (2008) 2, pp. 430-446
Persistent link: https://www.econbiz.de/10003774669
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Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
Kruiniger, Hugo - In: Journal of econometrics 144 (2008) 2, pp. 447-464
Persistent link: https://www.econbiz.de/10003774677
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Panel data methods for fractional response variables with an application to test pass rates
Papke, Leslie E.; Wooldridge, Jeffrey M. - In: Journal of econometrics 145 (2008) 1/2, pp. 121-133
Persistent link: https://www.econbiz.de/10003776419
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Efficiency in public schools : does competition matter?
Millimet, Daniel L.; Collier, Trevor - In: Journal of econometrics 145 (2008) 1/2, pp. 134-157
Persistent link: https://www.econbiz.de/10003776423
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.; Kiviet, J. F. - In: Journal of econometrics 132 (2006) 2, pp. 409-444
Persistent link: https://www.econbiz.de/10003348774