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Estimating long-run relationships between observed integrated variables by unobserved component methods
Everaert, Gerdie (contributor) - 2007
Persistent link: https://www.econbiz.de/10003423907
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Estimation and inference in time series with omitted I(1) variables
Everaert, Gerdie - In: Journal of time series econometrics 2 (2010) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10009623316
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Orthogonal to backward mean transformation for dynamic panel data models
Everaert, Gerdie - In: The econometrics journal 16 (2013) 2, pp. 179-221
Persistent link: https://www.econbiz.de/10009783337
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Using backward means to eliminate individual effects from dynamic panels
Everaert, Gerdie - 2009
Persistent link: https://www.econbiz.de/10003815904
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Bootstrap-based bias correction for dynamic panels
Everaert, Gerdie; Pozzi, Lorenzo - In: Journal of economic dynamics & control 31 (2007) 4, pp. 1160-1184
Persistent link: https://www.econbiz.de/10003443366
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Common correlated effects estimation of dynamic panels with cross-sectional dependence
De Groote, Tom; Everaert, Gerdie - 2011
Persistent link: https://www.econbiz.de/10009239332
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Common correlated effects estimation of dynamic panels with cross-sectional dependence
Everaert, Gerdie; De Groote, Tom - In: Econometric reviews 35 (2016) 1/4, pp. 428-463
Persistent link: https://www.econbiz.de/10011550021
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Bootstrap based bias correction for homogeneous dynamic panels
Everaert, Gerdie (contributor); Pozzi, Lorenzo (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002397230
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A method for evaluating the rank condition for CCE estimators
Vos, Ignace de; Everaert, Gerdie; Sarafidis, Vasilis - 2021
Persistent link: https://www.econbiz.de/10012583508
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Bias-corrected common correlated effects pooled estimation in homogeneous dynamic panels
Vos, Ignace de; Everaert, Gerdie - 2016
Persistent link: https://www.econbiz.de/10011947018