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Nonparametric estimation of dynamic discrete choice models for time series data
Park, Byeong U.; Simar, Léopold; Zelenyuk, Valentin - 2016
Persistent link: https://www.econbiz.de/10011746459
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The value of collective reputation for environmentally friendly production methods : the case of Val di Gresta
Scarpa, Riccardo (contributor); Thiene, Mara (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003572566
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Using flexible taste distributions to value collective repuation for environmentally-friendly production methods
Scarpa, Riccardo (contributor); Thiene, Mara (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003572617
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The value of collective reputation for environmentally-friendly production methods : the case of Val di Gresta
Scarpa, Riccardo; Thiene, Mara; Marangon, Francesco - In: Journal of agricultural & food industrial organization 5 (2007) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10009509971
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Non-parametric approach to dynamic time series discrete choice models
Park, Byeong U.; Simar, Léopold; Zelenyuk, Valentin - 2013
Persistent link: https://www.econbiz.de/10010349116
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Simulation estimation of dynamic discrete choice panel models with accelerated importance samplers
Zhang, Wei; Lee, Lung-fei - In: The econometrics journal 7 (2004) 1, pp. 120-142
Persistent link: https://www.econbiz.de/10002121982
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Revisiting forecasting of recessions via dynamic probit for time series by Kauppi and Saikkonen (2008)
Park, Byeong U.; Simar, Léopold; Zelenyuk, Valentin - 2017
Persistent link: https://www.econbiz.de/10011746524
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Forecasting of recessions via dynamic probit for time series : replication and extension of Kauppi and Saikkonen (2008)
Park, Byeong U.; Simar, Léopold; Zelenyuk, Valentin - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 379-392
Persistent link: https://www.econbiz.de/10012219002
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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio - 2004
In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...
Persistent link: https://www.econbiz.de/10009636544
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Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind; Teräsvirta, Timo - 1993
Persistent link: https://www.econbiz.de/10000882121