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On the impact of error cross-sectional dependence in short dynamic panel estimation
Sarafidis, Vasilis; Robertson, Donald - In: The econometrics journal 12 (2009) 1, pp. 62-81
Persistent link: https://www.econbiz.de/10003841969
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Semiparametric estimation of generalized transformation panel data models with nonstationary error
Wang, Xi; Chen, Songnian - In: The econometrics journal 23 (2020) 3, pp. 386-402
Persistent link: https://www.econbiz.de/10012385277
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The weak instrument problem of the system GMM estimator in dynamic panel data models
Bun, Maurice J. G.; Windmeijer, Frank - In: The econometrics journal 13 (2010) 1, pp. 95-126
Persistent link: https://www.econbiz.de/10003975654
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Orthogonal to backward mean transformation for dynamic panel data models
Everaert, Gerdie - In: The econometrics journal 16 (2013) 2, pp. 179-221
Persistent link: https://www.econbiz.de/10009783337
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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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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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A new structural break test for panels with common factors
Zhu, Huanjun; Sarafidis, Vasilis; Silvapulle, Mervyn J. - In: The econometrics journal 23 (2020) 1, pp. 137-155
Persistent link: https://www.econbiz.de/10012167253
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Minimum distance estimation of stationary and non-stationary ARFIMA processes
Mayoral, Laura - In: The econometrics journal 10 (2007) 1, pp. 124-148
Persistent link: https://www.econbiz.de/10003451751
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Testing for uncorrelated errors in ARMA models : non-standard Andrews-Ploberger tests
Nankervis, John C.; Savin, Nathan E. - In: The econometrics journal 15 (2012) 3, pp. 516-534
Persistent link: https://www.econbiz.de/10009710131
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Selection correction in panel data models : an application to the estimation of females' wage equations
Dustmann, Christian; Rochina Barrachina, María E. - In: The econometrics journal 10 (2007) 2, pp. 263-293
Persistent link: https://www.econbiz.de/10003559953