Narrow search
Showing 1 - 10 of 353
Cover Image
Estimation of dynamic models of recurrent events with censored data
Lee, Sanghyeok; Gørgens, Tue - In: The econometrics journal 24 (2021) 2, pp. 199-224
Persistent link: https://www.econbiz.de/10012594987
Cover Image
Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors : the case of stationary and non-stationary...
Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: The econometrics journal 11 (2008) 3, pp. 554-572
Persistent link: https://www.econbiz.de/10003802390
Cover Image
Standardized LM tests for spatial error dependence in linear or panel regression
Baltagi, Badi H.; Yang, Zhenlin - In: The econometrics journal 16 (2013) 1, pp. 103-134
Persistent link: https://www.econbiz.de/10009722509
Cover Image
On bootstrap validity for specification tests with weak instruments
Doko Tchatoka, Firmin - In: The econometrics journal 18 (2015) 1, pp. 137-146
Persistent link: https://www.econbiz.de/10011345987
Cover Image
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
Cover Image
Likelihood-based cointegration tests in heterogeneous panels
Larsson, Rolf; Lyhagen, Johan; Löthgren, Mickael - In: The econometrics journal 4 (2001) 1, pp. 109-142
Persistent link: https://www.econbiz.de/10001612299
Cover Image
Panel kink threshold regression model with a covariate-dependent threshold
Yang, Lixiong; Zhang, Chunli; Lee, Chingnun; Chen, I-Po - In: The econometrics journal 24 (2021) 3, pp. 462-481
Persistent link: https://www.econbiz.de/10012620718
Cover Image
Panel VAR models with interactive fixed effects
Tuğan, Mustafa - In: The econometrics journal 24 (2021) 2, pp. 225-246
Persistent link: https://www.econbiz.de/10012594989
Cover Image
Common breaks in time trends for large panel data with a factor structure
Kim, Dukpa - In: The econometrics journal 17 (2014) 3, pp. 301-337
Persistent link: https://www.econbiz.de/10010498717
Cover Image
A note on the estimation of mixture models under endogenous sampling
Silva, João Santos - In: The econometrics journal 6 (2003) 1, pp. 46-52
Persistent link: https://www.econbiz.de/10001781040