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Joint modelling and estimation of global and local cross-sectional dependence in large panels
Koopman, Siem Jan; Schaumburg, Julia; Wiersma, Quint - 2021
-sectional dependence, which may arise from local network structures. Model selection, filtering of the dynamic factors, and estimation are …
Persistent link: https://www.econbiz.de/10012421000
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Panel-data estimation of non-linear term-structure models
Honoré, Peter - 1998
Persistent link: https://www.econbiz.de/10000996537
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Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo; La Vecchia, Davide; Linton, Oliver - In: Journal of econometrics 220 (2021) 2, pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
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Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo; La Vecchia, Davide; Linton, Oliver - 2020
Persistent link: https://www.econbiz.de/10012606874
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Diversification with Idiosyncratic Credit Spreads : A Pooled Estimation on Heterogeneous Panels
LIn, William T.; Sun, David S. - 2010
pooled estimation we conducted proves to be superior in working with individual corporate bond data panels and helps related …
Persistent link: https://www.econbiz.de/10014198732
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Empirical analyses of the relationship between real exchange rate and real interest rate differentials in inflation targeting countries
Breitenbach, Marthinus C.; Zerihun, Mulatu Fekadu; … - In: African journal of business and economic research : AJBER 15 (2020) 1, pp. 7-25
Persistent link: https://www.econbiz.de/10012666018
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Variance estimation for generalized entropy and Atkinson inequality indices : the complex survey data case
Biewen, Martin; Jenkins, Stephen - In: Oxford bulletin of economics and statistics 68 (2006) 3, pp. 371-383
Persistent link: https://www.econbiz.de/10003327366
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On the returns to occupational qualification in terms of subjective and objective variables : a GEE-type approach to the estimation of two-equation panel models
Spieß, Martin (contributor) - 2006
This article proposes an estimation approach for panel models with mixed continuous and ordered categorical outcomes …
Persistent link: https://www.econbiz.de/10003304412
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Estimation of a two-equation panel model with mixed continuous and ordered categorical outcomes and missing data
Spieß, Martin - 2006
Persistent link: https://www.econbiz.de/10003332391
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A comparison of dynamic panel data estimators : Monte Carlo evidence and an application to the investment function
Behr, Andreas - 2003
estimator is biased in the context of dynamic estimation. The estimators taking into account the resulting bias can be grouped …
Persistent link: https://www.econbiz.de/10011431996