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Small area estimation of poverty under structural change
Lange, Simon; Pape, Utz Johann; Pütz, Peter - In: Review of income and wealth 68 (2022), pp. S264-S281
Persistent link: https://www.econbiz.de/10013479723
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Cointegration tests of the monetary exchange rate model : the Canadian-US dollar, 1970 - 1994
Diamandis, Panayotis F. - In: International economic journal 10 (1996) 4, pp. 83-97
Persistent link: https://www.econbiz.de/10001214434
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Minimum distance estimation of possibly noninvertible moving average models
Gospodinov, Nikolaj; Ng, Serena - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 403-417
Persistent link: https://www.econbiz.de/10011390402
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Alternative estimator for industrial gender wage gaps : a normalized regression approach
Yun, Myeong-Su; Lin, Eric S. - In: Pacific economic review 20 (2015) 4, pp. 569-587
Persistent link: https://www.econbiz.de/10011396634
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A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke; Watanabe, Toshiaki - In: Journal of financial econometrics : official journal of … 13 (2015) 1, pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
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Identification of a nonparametric panel data model with unobserved heterogeneity and lagged dependent variables
Yıldız, Neşe - In: Economics letters 132 (2015), pp. 133-135
Persistent link: https://www.econbiz.de/10011431557
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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 coefficients differ across the spatial units. It derives conditions under which the spatial coefficients are identified and develops a quasi maximum likelihood (QML) estimation...
Persistent link: https://www.econbiz.de/10011283005
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On the identification of the censored regression model with a stochastic and unobserved treshold
Ridder, Geert; Montfort, Kees van - 1998
We show that a sufficient condition for the identification ofall parameters of the censored regression model with …
Persistent link: https://www.econbiz.de/10011283468
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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 coefficients differ across the spatial units. It derives conditions under which the spatial coefficients are identified and develops a quasi maximum likelihood (QML) estimation...
Persistent link: https://www.econbiz.de/10011288787
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Identifying reduced-form relations with panel data
Vollebergh, Herman R. J.; Melenberg, Bertrand; … - 2007 - This version: September 13, 2007
identification lies at the root of these differences. To deal with this lack of identification, we propose an identification strategy … subjective choices due to a lack of identification. We apply our methodology to the pollution-income relationship of both CO2 …
Persistent link: https://www.econbiz.de/10011372978