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Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
Windmeijer, Frank - In: Journal of econometrics 240 (2024) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10015075096
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Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco - In: Journal of econometrics 190 (2016) 1, pp. 79-99
Persistent link: https://www.econbiz.de/10011591621
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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
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Inference on higher-order spatial autoregressive models with increasingly many parameters
Gupta, Abhimanyu; Robinson, Peter M. - In: Journal of econometrics 186 (2015) 1, pp. 19-31
Persistent link: https://www.econbiz.de/10011348910
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Efficient GMM estimation of spatial dynamic panel data models with fixed effects
Lee, Lung-fei; Yu, Jihai - In: Journal of econometrics 180 (2014) 2, pp. 174-197
Persistent link: https://www.econbiz.de/10010433390
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Estimation of a panel data model with parametric temporal variation in individual effects
Han, Chirok; Orea, Luis; Schmidt, Peter - In: Journal of econometrics 126 (2005) 2, pp. 241-267
Persistent link: https://www.econbiz.de/10002647754
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A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections
Girma, Sourafel - In: Journal of econometrics 98 (2000) 2, pp. 365-383
Persistent link: https://www.econbiz.de/10001497793
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Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
Hsiao, Cheng; Pesaran, M. Hashem; Tahmiscouglu, A. Kamil - In: Journal of econometrics 109 (2002) 1, pp. 107-150
Persistent link: https://www.econbiz.de/10001663894
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GMM estimation in panel date models with measurement error
Wansbeek, Tom - In: Journal of econometrics 104 (2001) 2, pp. 259-268
Persistent link: https://www.econbiz.de/10001606581
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GMM estimation of linear panel data models with time-varying individual effects
Ahn, Seung Chan; Lee, Young Hoon; Schmidt, Peter - In: Journal of econometrics 101 (2001) 2, pp. 219-255
Persistent link: https://www.econbiz.de/10001554897