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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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Testing for error cross-sectional independence using pairwise augmented regressions
Mao, Guangyu - In: The econometrics journal 19 (2016) 3, pp. 237-260
Persistent link: https://www.econbiz.de/10011712269
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Estimation of nonstationary nonparametric regression model with multiplicative structure
Chen, Likai; Smetanina, Ekaterina; Wu, Wei Biao - In: The econometrics journal 25 (2022) 1, pp. 176-214
Persistent link: https://www.econbiz.de/10012878905
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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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On the sensitivity of the restricted least squares estimators to covariance misspecification
Wan, Alan T. K.; Zou, Guohua; Qin, Huaizhen - In: The econometrics journal 10 (2007) 3, pp. 471-487
Persistent link: https://www.econbiz.de/10003637591
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Robust estimators for the fixed effects panel data model
Bramati, Maria Caterina; Croux, Christophe - In: The econometrics journal 10 (2007) 3, pp. 521-540
Persistent link: https://www.econbiz.de/10003637606
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Moments of IV and JIVE estimators
Davidson, Russell; MacKinnon, James G. - In: The econometrics journal 10 (2007) 3, pp. 541-553
Persistent link: https://www.econbiz.de/10003637613
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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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Influential observations in cointegrated VAR models : Danish money demand 1973 - 2003
Bohn Nielsen, Heino - In: The econometrics journal 11 (2008) 1, pp. 39-57
Persistent link: https://www.econbiz.de/10003648607
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Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
Moon, Hyungsik Roger; Perron, Benoit - In: The econometrics journal 11 (2008) 1, pp. 80-104
Persistent link: https://www.econbiz.de/10003648625