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Bayesian near-boundary analysis in basic macroeconomic time series models
Pooter, Michiel de; Ravazzolo, Francesco; Segers, Rene; … - 2008
Persistent link: https://www.econbiz.de/10003754318
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Panels with nonstationary multifactor error structures
Kapetanios, George (contributor);  … - 2006
The presence of cross-sectionally correlated error terms invalidates much inferential theory of panel data models … for stationary panel regressions with multifactor error structure. This paper extends this work and examines the important …
Persistent link: https://www.econbiz.de/10003355571
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Panels with nonstationary multifactor error structures
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003360302
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Panels with nonstationary multifactor error structures
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003364871
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Panels with nonstationary multifactor error structures
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003370477
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Panels with Nonstationary Multifactor Error Structures
Kapetanios, George; Pesaran, M. Hashem; Yamagata, Takashi - 2021
The presence of cross-sectionally correlated error terms invalidates much inferential theory of panel data models … for stationary panel regressions with multifactor error structure. This paper extends this work and examines the important …
Persistent link: https://www.econbiz.de/10013317495
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Instrumental variable treatment of nonclassical measurement error models
Hu, Yingyao; Schennach, Susanne M. - In: Econometrica : journal of the Econometric Society, an … 76 (2008) 1, pp. 194-216
Persistent link: https://www.econbiz.de/10003726591
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Correcting heterogeneous and biased forecast error at Intel for supply chain optimization
Manary, Matthew P.; Willems, Sean P.; Shihata, Alison F. - In: Interfaces : the INFORMS journal on the practice of … 39 (2009) 5, pp. 415-427
Persistent link: https://www.econbiz.de/10003898118
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Multicointegration under measurement errors
Hassler, Uwe - In: Economics letters 96 (2007) 1, pp. 38-44
Persistent link: https://www.econbiz.de/10003485780
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Treating measurement error in Tobin's q
Erickson, Timothy; Whited, Toni Marion - 2010
regressions. We examine high-order moment estimators, dynamic panel estimators, and simple instrumental variables estimators that … minimum distance technique that extends the high-order moment estimators to be used on unbalanced panel data …
Persistent link: https://www.econbiz.de/10008695770