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Estimating covariation : Epps effect, microstructure noise
Zhang, Lan - In: Journal of econometrics 160 (2011) 1, pp. 33-47
Persistent link: https://www.econbiz.de/10009242560
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Measuring correlations of integrated but not cointegrated variables : a semiparametric approach
Sun, Yiguo; Hsiao, Cheng; Li, Qi - In: Journal of econometrics 164 (2011) 2, pp. 252-267
Persistent link: https://www.econbiz.de/10009301926
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Testing error serial correlation in fixed effects nonparametric panel data models
Green, Carl; Long, Wei; Hsiao, Cheng - In: Journal of econometrics 188 (2015) 2, pp. 466-473
Persistent link: https://www.econbiz.de/10011503631
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Identification and estimation in a correlated random coefficients binary response model
Hoderlein, Stefan; Sherman, Robert P. - In: Journal of econometrics 188 (2015) 1, pp. 135-149
Persistent link: https://www.econbiz.de/10011500272
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Kernel estimation of hazard functions when observations have dependent and common covariates
Wolter, James Lewis - In: Journal of econometrics 193 (2016) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10011704746
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Identification and estimation of nonseparable single-index models in panel data with correlated random effects
Čížek, Pavel; Lei, Jinghua - In: Journal of econometrics 203 (2018) 1, pp. 113-128
Persistent link: https://www.econbiz.de/10011974624
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Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.; Wang, Ying - In: Journal of econometrics 227 (2022) 2, pp. 371-407
Persistent link: https://www.econbiz.de/10013442086
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High dimensional covariance matrix estimation using a factor model
Fan, Jianqing; Fan, Yingying; Lv, Jinchi - In: Journal of econometrics 147 (2008) 1, pp. 186-197
Persistent link: https://www.econbiz.de/10003783799
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Sequential conditional correlations : inference and evaluation
Palandri, Alessandro - In: Journal of econometrics 153 (2009) 2, pp. 122-132
Persistent link: https://www.econbiz.de/10003920281
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Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
Vogelsang, Timothy J. - In: Journal of econometrics 166 (2012) 2, pp. 303-319
Persistent link: https://www.econbiz.de/10009511326