Narrow search
Showing 1 - 10 of 14
Cover Image
... and the cross-section of expected returns
Harvey, Campbell R.; Liu, Yan; Zhu, Heqing - 2014
Persistent link: https://www.econbiz.de/10010431329
Cover Image
A primer for unit root testing
Patterson, Kerry D. - 2010
Persistent link: https://www.econbiz.de/10001756477
Cover Image
A review of systems cointegration tests
Hubrich, Kirsten; Lütkepohl, Helmut; Saikkonen, Pentti - In: Econometric reviews 20 (2001) 3, pp. 247-318
Persistent link: https://www.econbiz.de/10001606186
Cover Image
Poverty orderings
Zheng, Buhong - In: Journal of economic surveys 14 (2000) 4, pp. 427-467
Persistent link: https://www.econbiz.de/10001514232
Cover Image
Estimating and testing continuous-time models in finance : the role of transition densities
Aït-Sahalia, Yacine - In: Annual review of financial economics 1 (2009), pp. 341-359
Persistent link: https://www.econbiz.de/10003924504
Cover Image
Econometrics in theory and practice : analysis of cross section, time series and panel data with Stata 15.1
Das, Panchanan - 2019
Persistent link: https://www.econbiz.de/10012120365
Cover Image
Nonlinear panel data methods for dynamic heterogeneous agent models
Arellano, Manuel; Bonhomme, Stéphane - In: Annual review of economics 9 (2017), pp. 471-496
Persistent link: https://www.econbiz.de/10011911396
Cover Image
Fixed effects estimation of large-T panel data models
Fernández-Val, Iván; Weidner, Martin - In: Annual review of economics 10 (2018), pp. 109-138
Persistent link: https://www.econbiz.de/10011925825
Cover Image
Nonstationary panels, cointegration in panels and dynamic panels : a survey
Baltagi, Badi H.; Kao, Chihwa - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 7-51). 2000
Persistent link: https://www.econbiz.de/10001583110
Cover Image
Panel data econometrics : methods-of-moments and limited dependent variables
Lee, Myoung-jae - 2002
Persistent link: https://www.econbiz.de/10001669629