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Aggregation in large dynamic panels
Pesaran, M. Hashem; Chudik, Alexander - In: Journal of econometrics 178 (2014) 1, pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
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Modelling and forecasting government bond spreads in the euro area : a GVAR model
Favero, Carlo A. - In: Journal of econometrics 177 (2013) 2, pp. 343-356
Persistent link: https://www.econbiz.de/10010255139
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Testing for the cointegrating rank of a VAR process with a time trend
Lütkepohl, Helmut; Saikkonen, Pentti - In: Journal of econometrics 95 (2000) 1, pp. 177-198
Persistent link: https://www.econbiz.de/10001432560
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A tale of two yield curves : modeling the joint term structure of dollar and euro interest rates
Egorov, Alexej V.; Li, Haitao; Ng, David Tat-chee - In: Journal of econometrics 162 (2011) 1, pp. 55-70
Persistent link: https://www.econbiz.de/10009270706
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Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Yang, Kai; Lee, Lung-fei - In: Journal of econometrics 221 (2021) 2, pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
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High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua; Poon, Aubrey; Zhu, Dan - In: Journal of econometrics 236 (2023) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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Likelihood approach to dynamic panel models with interactive effects
Bai, Jushan - In: Journal of econometrics 240 (2024) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10015074609
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Comment on "IV estimation of panels with factor residuals" by D. Robertson and V. Sarafidis
Ahn, Seung Chan - In: Journal of econometrics 185 (2015) 2, pp. 542-544
Persistent link: https://www.econbiz.de/10011348941
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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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ArCo : an artificial counterfactual approach for high-dimensional panel time-series data
Carvalho, Carlos Viana de; Masini, Ricardo; Medeiros, … - In: Journal of econometrics 207 (2018) 2, pp. 352-380
Persistent link: https://www.econbiz.de/10012116360