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The anisotropic spatiotemporal estimation of housing prices

Zhao, Jin - In: The journal of real estate finance and economics 50 (2015) 4, pp. 484-516

Persistent link: https://www.econbiz.de/10011474583

An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration

Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Journal of international financial markets, … 35 (2015), pp. 18-29

Persistent link: https://www.econbiz.de/10011474678

Income and democracy : dynamic misspecification due to the presence of serial correlation

Paleologou, Suzanna-Maria - In: Applied economics letters 25 (2018) 10, pp. 698-701

Persistent link: https://www.econbiz.de/10012129801

Combining multivariate volatility forecasts: an economic-based approach

Caldeira, João F.; Moura, Guilherme Valle; Nogales, … - In: Journal of financial econometrics : official journal of … 15 (2017) 2, pp. 247-285

Persistent link: https://www.econbiz.de/10011987429

Tests for abnormal returns in the presence of event-induced cross-sectional correlation

Ahlgren, Niklas; Antell, Jan - In: Journal of financial econometrics : official journal of … 15 (2017) 2, pp. 286-301

Persistent link: https://www.econbiz.de/10011987446

Panel data estimation for correlated random coefficients models

Hsiao, Cheng; Li, Qi; Liang, Zhongwen; Xie, Wei - In: Econometrics : open access journal 7 (2019) 1/7, pp. 1-18

estimator, we show that when T is large, a generalized least squares estimator that ignores the correlation between the … the known correlation pattern, we derive the asymptotic properties of panel least squares estimators. Simulations are used …

Persistent link: https://www.econbiz.de/10012025649