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Journal of econometrics
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
558
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434
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424
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378
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ECONIS (ZBW)
322
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1
Dynamic panels with MIDAS covariates : nonlinearity, estimation and fit
Khalaf, Lynda
;
Kichian, Maral
;
Saunders, Charles J.
; …
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 589-605
Persistent link: https://www.econbiz.de/10012618569
Saved in:
2
Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
Khalaf, Lynda
;
Saunders, Charles J.
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 419-434
Persistent link: https://www.econbiz.de/10012483164
Saved in:
3
Patenting, intellectual property rights and sectoral outputs in Industrial Revolution Britain, 1780 - 1851
Greasley, David
;
Oxley, Les
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 340-354
Persistent link: https://www.econbiz.de/10003485368
Saved in:
4
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
Saved in:
5
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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6
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
Saved in:
7
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
Saved in:
8
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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9
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
Saved in:
10
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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