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Foreign exchange market efficiency revisited
Wu, Jyh-lin - In: Journal of international money and finance 17 (1998) 5, pp. 831-838
Persistent link: https://www.econbiz.de/10001253040
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Semiparametric estimation of panel data models without monotonicity or separability
Chen, Songnian; Wang, Xi - In: Journal of econometrics 206 (2018) 2, pp. 515-530
Persistent link: https://www.econbiz.de/10012110409
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Exclusion restrictions in dynamic binary choice panel data models
Chen, Songnian; Khan, Shakeeb; Tang, Xun - 2018
Persistent link: https://www.econbiz.de/10011797174
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Root-N consistent estimation of a panel data binary response model with unknown correlated random effects
Chen, Songnian; Si, Jichun; Zhang, Hanghui; Zhou, Yahong - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 4, pp. 559-571
Persistent link: https://www.econbiz.de/10011893790
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Are current account deficits sustainable? : Evidence from panel cointegration
Wu, Jyh-lin; Chen, Show-lin; Lee, Hsiu-yun - In: Economics letters 72 (2001) 2, pp. 219-224
Persistent link: https://www.econbiz.de/10001589239
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Root-N-consistent estimation of fixed-effect panel data transformation models with censoring
Chen, Songnian - In: Journal of econometrics 159 (2010) 1, pp. 222-234
Persistent link: https://www.econbiz.de/10008839926
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Semiparametric estimation of nonstationary censored panel data models with time varying factor loads
Chen, Songnian; Khan, Shakeeb - In: Econometric theory 24 (2008) 5, pp. 1149-1173
Persistent link: https://www.econbiz.de/10003748733
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Semiparametric estimation of generalized transformation panel data models with nonstationary error
Wang, Xi; Chen, Songnian - In: The econometrics journal 23 (2020) 3, pp. 386-402
Persistent link: https://www.econbiz.de/10012385277