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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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Estimation of spatial autoregressive models with randomly missing data in the dependent variable
Wang, Wei; Lee, Lung-fei - In: The econometrics journal 16 (2013) 1, pp. 73-102
Persistent link: https://www.econbiz.de/10009722511
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Indirect inference in spatial autoregression
Kyriacou, Maria; Phillips, Peter C. B.; Rossi, Francesca - In: The econometrics journal 20 (2017) 2, pp. 168-189
Persistent link: https://www.econbiz.de/10011757378
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Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when T is small
Qu, Xi; Wang, Xiaoliang; Lee, Lung-fei - In: The econometrics journal 19 (2016) 3, pp. 261-290
Persistent link: https://www.econbiz.de/10011712274
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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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The polynomial aggregated AR (1) model
Chong, Terence Tai-Leung - In: The econometrics journal 9 (2006) 1, pp. 98-122
Persistent link: https://www.econbiz.de/10003320205
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Estimation of impulse response functions using long autoregression
Chang, Pao-li; Sakata, Shinichi - In: The econometrics journal 10 (2007) 2, pp. 453-469
Persistent link: https://www.econbiz.de/10003560081
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A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator
Sun, Yixiao - In: The econometrics journal 16 (2013) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10009722516
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Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard; Kapetanios, George - In: The econometrics journal 16 (2013) 3, pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
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Improved Lagrange multiplier tests in spatial autoregressions
Robinson, Peter M.; Rossi, Francesca - In: The econometrics journal 17 (2014) 1, pp. 139-164
Persistent link: https://www.econbiz.de/10010498750