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Turning from crime : a dynamic perspective
Sickles, Robin C.; Williams, Jenny - In: Journal of econometrics 145 (2008) 1/2, pp. 158-173
Persistent link: https://www.econbiz.de/10003776436
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Understanding aggregate crime regressions
Durlauf, Steven N.; Navarro, Salvador; Rivers, David A. - In: Journal of econometrics 158 (2010) 2, pp. 306-317
Persistent link: https://www.econbiz.de/10008839952
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Hierarchical Markov-switching models for multivariate integer-valued time-series
Catania, Leopoldo; Di Mari, Roberto - In: Journal of econometrics 221 (2021) 1, pp. 118-137
Persistent link: https://www.econbiz.de/10012618804
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Methods for multicountry studies of corporate governance : evidence from the BRIKT countries
Black, Bernard S.; Carvalho, Antonio Gledson de; … - In: Journal of econometrics 183 (2014) 2, pp. 230-240
Persistent link: https://www.econbiz.de/10010506050
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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