Similar Search Results

A Parametric approach to the Estimation of Cointegration Vectors in Panel Data

Breitung, Jorg - In: Econometric Reviews 24 (2005) 2, pp. 151-173

In this article, a parametric framework for estimation and inference in cointegrated panel data models is considered …

Persistent link: https://www.econbiz.de/10009228511

Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities

Peiris, Shelton - In: Statistical Papers 55 (2014) 2, pp. 513-523

It is known that the analysis of short panel time series data is very important in many practical problems. This paper calculates the exact moments up to order 4 under the null hypothesis of no serial correlation when there are many independent replications of size 3. We further calculate the...

Persistent link: https://www.econbiz.de/10010998600

The limiting behavior of the estimated parameters in a misspecified random field regression model

Dahl, Christian M.; Qin, Yu - School of Economics and Management, University of Aarhus - 2008

those presented here. Our results indicate that classical statistical inference techniques, in general, works very well for …

Persistent link: https://www.econbiz.de/10005787569

Khaled, Mohamad A.; Makdissi, Paul; Yazbeck, Myra - In: Journal of health economics 57 (2018), pp. 315-331

Persistent link: https://www.econbiz.de/10011998230

Estimation and inference in semiparametric quantile factor models

Ma, Shujie; Linton, Oliver; Gao, Jiti - 2017

Persistent link: https://www.econbiz.de/10011782080

A class of random field memory models for mortality forecasting

Doukhan, P.; Pommeret, D.; Rynkiewicz, J.; Salhi, Y. - In: Insurance / Mathematics & economics 77 (2017), pp. 97-110

Persistent link: https://www.econbiz.de/10011783924

Estimation in semiparametric quantile factor models

Ma, Shujie; Linton, Oliver; Gao, Jiti - 2018

We propose an estimation methodology for a semiparametric quantile factor panel model. We provide tools for inference …

Persistent link: https://www.econbiz.de/10011775200

Confidence intervals in regressions with estimated factors and idiosyncratic components

Fosten, Jack - In: Economics letters 157 (2017), pp. 71-74

Persistent link: https://www.econbiz.de/10011847312

Two approaches to reasoning from evidence or what econometrics can learn from biomedical research

Reiss, Julian - In: The journal of economic methodology 22 (2015) 3, pp. 373-390

Persistent link: https://www.econbiz.de/10011386636

Estimation and inference in semiparametric quantile factor models

Ma, Shujie; Linton, Oliver; Gao, Jiti - In: Journal of econometrics 222 (2021) 1,2, pp. 295-323

Persistent link: https://www.econbiz.de/10012619426