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Determinants and dynamics of current account reversals : an empirical analysis
Liesenfeld, Roman; Moura, Guilherme Valle; Richard, … - In: Oxford bulletin of economics and statistics 72 (2010) 4, pp. 486-517
Persistent link: https://www.econbiz.de/10003983873
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On the applicability of the sieve bootstrap in time series panels
Smeekes, Stephan; Urbain, Jean-Pierre - In: Oxford bulletin of economics and statistics 76 (2014) 1, pp. 139-151
Persistent link: https://www.econbiz.de/10010439608
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Bootstrap co-integration rank testing : the effect of bias-correcting parameter estimates
Cavaliere, Giuseppe; Taylor, Robert; Trenkler, Carsten - In: Oxford bulletin of economics and statistics 77 (2015) 5, pp. 740-759
Persistent link: https://www.econbiz.de/10011383823
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Variance estimation for generalized entropy and Atkinson inequality indices : the complex survey data case
Biewen, Martin; Jenkins, Stephen - In: Oxford bulletin of economics and statistics 68 (2006) 3, pp. 371-383
Persistent link: https://www.econbiz.de/10003327366
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Finite sample correction factors for panel cointegration tests
Hlouskova, Jaroslava; Wagner, Martin - In: Oxford bulletin of economics and statistics 71 (2009) 6, pp. 851-881
Persistent link: https://www.econbiz.de/10003898995
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Panel stationarity test with structural breaks
Hadri, Kaddour; Rao, Yao - In: Oxford bulletin of economics and statistics 70 (2008) 2, pp. 245-269
Persistent link: https://www.econbiz.de/10003679742
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Bias reduction in dynamic panel data models by common recursive mean adjustment
Choi, Chi-young; Mark, Nelson C.; Sul, Donggyu - In: Oxford bulletin of economics and statistics 72 (2010) 5, pp. 567-599
Persistent link: https://www.econbiz.de/10008652089
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Simplified implementation of the Heckman estimator of the dynamic probit model and a comparison with alternative estimators
Arulampalam, Wiji; Stewart, Mark B. - In: Oxford bulletin of economics and statistics 71 (2009) 5, pp. 659-681
Persistent link: https://www.econbiz.de/10003875189
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Diagnostic tests of cross-section independence for limited dependent variable panel data models
Hsiao, Cheng; Pesaran, M. Hashem; Pick, Andreas - In: Oxford bulletin of economics and statistics 74 (2012) 2, pp. 253-277
Persistent link: https://www.econbiz.de/10009526736
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Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger; Phillips, Peter C. B. - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 711-747
Persistent link: https://www.econbiz.de/10001437552