Narrow search
Showing 1 - 10 of 29
Cover Image
On the unbiased asymptotic normality of quantile regression with fixed effects
Galvão Júnior, Antônio Fialho; Gu, Jiaying; … - In: Journal of econometrics 218 (2020) 1, pp. 178-215
Persistent link: https://www.econbiz.de/10012482937
Cover Image
Panel data quantile regression with grouped fixed effects
Gu, Jiaying; Volgushev, Stanislav - In: Journal of econometrics 213 (2019) 1, pp. 68-91
Persistent link: https://www.econbiz.de/10012304543
Cover Image
Spectral clustering with variance information for group structure estimation in panel data
Yu, Lu; Gu, Jiaying; Volgushev, Stanislav - In: Journal of econometrics 241 (2024) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10015075141
Cover Image
Dynamic factor models with infinite-dimensional factor spaces : one-sided representations
Forni, Mario; Hallin, Marc; Lippi, Marco; Zaffaroni, Paolo - In: Journal of econometrics 185 (2015) 2, pp. 359-371
Persistent link: https://www.econbiz.de/10011348429
Cover Image
One-step R-estimation in linear models with stable errors
Hallin, Marc; Swan, Yvik; Verdebout, Thomas; Veredas, David - In: Journal of econometrics 172 (2013) 2, pp. 195-204
Persistent link: https://www.econbiz.de/10009706209
Cover Image
Pseudo-Gaussian and rank-based optimal tests for random individual effects in large small panels
Bennala, Nezar; Hallin, Marc; Paindaveine, Davy - In: Journal of econometrics 170 (2012) 1, pp. 50-67
Persistent link: https://www.econbiz.de/10009673156
Cover Image
Market liquidity as dynamic factors
Hallin, Marc; Mathias, Charles; Pirotte, Hugues; … - In: Journal of econometrics 163 (2011) 1, pp. 42-50
Persistent link: https://www.econbiz.de/10009270591
Cover Image
Dynamic factors in the presence of blocks
Hallin, Marc; Liška, Roman - In: Journal of econometrics 163 (2011) 1, pp. 29-41
Persistent link: https://www.econbiz.de/10009270594
Cover Image
A class of simple distribution-free-rank-based unit root tests
Hallin, Marc; Akker, Ramon van den; Werker, Bas J. M. - In: Journal of econometrics 163 (2011) 2, pp. 200-214
Persistent link: https://www.econbiz.de/10009270609
Cover Image
Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
Dufour, Jean-Marie; Farhat, Abdeljelil; Hallin, Marc - In: Journal of econometrics 130 (2006) 1, pp. 123-142
Persistent link: https://www.econbiz.de/10003228631