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Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei; Yu, Jihai - In: The econometrics journal 23 (2020) 1, pp. 115-136
Persistent link: https://www.econbiz.de/10012167249
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Maximization by parts in extremum estimation
Fan, Yanqin; Pastorello, Sergio; Renault, Eric - In: The econometrics journal 18 (2015) 2, pp. 147-171
Persistent link: https://www.econbiz.de/10011378476
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Estimation of discrete games with correlated types
Haiqing Xu - In: The econometrics journal 17 (2014) 3, pp. 241-270
Persistent link: https://www.econbiz.de/10010498720
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Maximum likelihood estimates for the Hildreth-Houck random coefficients model
Zaman, Asad - In: The econometrics journal 5 (2002) 1, pp. 237-262
Persistent link: https://www.econbiz.de/10001683712
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Identification without assuming mean stationarity : quasi-maximum likelihood estimation of dynamic panel models with endogenous regressors
Kruiniger, Hugo - In: The econometrics journal 24 (2021) 3, pp. 417-441
Persistent link: https://www.econbiz.de/10012620713
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Designed quadrature to approximate integrals in maximum simulated likelihood estimation
Bansal, Prateek; Keshavarzzadeh, Vahid; Guevara, Angelo; … - In: The econometrics journal 25 (2022) 2, pp. 301-321
Persistent link: https://www.econbiz.de/10013253833
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Testing conditional moment restriction models using empirical likelihood
Berger, Yves G. - In: The econometrics journal 25 (2022) 2, pp. 384-403
Persistent link: https://www.econbiz.de/10013253841
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Asymptotic properties of the maximum likelihood estimator in regime-switching models with time-varying transition probabilities
Li, Chaojun; Liu, Yan - In: The econometrics journal 26 (2023) 1, pp. 67-87
Persistent link: https://www.econbiz.de/10013543277
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Estimating GARCH models : when to use what?
Huang, Da; Wang, Hansheng; Yao, Qiwei - In: The econometrics journal 11 (2008) 1, pp. 27-38
Persistent link: https://www.econbiz.de/10003648603
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Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
Čížek, Pavel; Härdle, Wolfgang; Spokojnyj, Vladimir G. - In: The econometrics journal 12 (2009) 2, pp. 248-271
Persistent link: https://www.econbiz.de/10003875660