Narrow search
Showing 1 - 10 of 271
Cover Image
Testing for strict stationarity
Kapetanios, George (contributor) - 2007
Persistent link: https://www.econbiz.de/10003475291
Cover Image
Estimating standard errors for the Parks model : can jackknifing help?
Reed, W. Robert; Webb, Rachel S. - 2009
Persistent link: https://www.econbiz.de/10008669708
Cover Image
Cross-sectional averaging and instrumental variable estimation with many weak instruments
Kapetanios, George (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671718
Cover Image
Quasi maximum likelihood estimation of spatial models with heterogeneous coefficients
Aquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem - 2015
This paper considers spatial autoregressive panel data models and extends their analysis to the case where the spatial … section dimensions of the panel are large. It derives the asymptotic covariance matrix of the QML estimators allowing for the … sample properties for panels with moderate time dimensions and irrespective of the number of cross section units in the panel …
Persistent link: https://www.econbiz.de/10011283005
Cover Image
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808264
Cover Image
Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
Kruiniger, Hugo (contributor) - 2006
Persistent link: https://www.econbiz.de/10003402002
Cover Image
Inference in non-linear panels with partially missing observations : the case of the equilibrium search model
Christensen, Bent Jesper; Kiefer, Nicholas Maximilian - 1996
Persistent link: https://www.econbiz.de/10000942822
Cover Image
Panel-data estimation of non-linear term-structure models
Honoré, Peter - 1998
Persistent link: https://www.econbiz.de/10000996537
Cover Image
Panel data, local cuts, and orthogeodesic models
Christensen, Bent Jesper - 1997
Persistent link: https://www.econbiz.de/10000976604
Cover Image
Income and price elasticities of Macedonian export and import of goods - a panel approach
Stefanova, Dijana Janevska; Petrovska, Magdalena - 2020
This paper uses a sectoral version of conventional Imperfect substitutes model to motivate a parsimonious estimation of trade elasticities. The elasticities we compute depend directly on the specialization of trade across sectors, which is believed to add econometric precision to our estimates....
Persistent link: https://www.econbiz.de/10012260864