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Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus (contributor); Mittnik, Stefan (contributor) - 2008
Persistent link: https://www.econbiz.de/10003651587
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A multivariate innovations state space BeveridgeNelson decomposition
De Silva, Ashton; Hyndman, Rob J.; Snyder, Ralph D. - In: Economic modelling 26 (2009) 5, pp. 1067-1074
Persistent link: https://www.econbiz.de/10003871265
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Moment conditions for dynamic panel logit models with fixed effects
Honoré, Bo E.; Weidner, Martin - 2020
panel data logit models with fixed effects. After introducing the moment conditions obtained in this way, we explore their … common model parameters are estimable at root-n rate for many more dynamic panel logit models than has been appreciated by …
Persistent link: https://www.econbiz.de/10012241909
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Moment conditions for dynamic panel logit models with fixed effects
Honoré, Bo E.; Weidner, Martin - 2022
This paper investigates the construction of moment conditions in discrete choice panel data with individual specific …
Persistent link: https://www.econbiz.de/10013460934
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A likelihood ratio test for stationarity of rating transitions
Weissbach, Rafael; Walter, Ronja - 2008
; Panel data …
Persistent link: https://www.econbiz.de/10003837749
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Hidden Markov models and their applications to estimation, forecasting and policy analysis in panel data settings
Ribeiro, Tiago - 2003
Persistent link: https://www.econbiz.de/10003385481
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Multivariate regression analysis of panel data with binary outcomes applied to unemployment data
Czado, Claudia - In: Statistical papers 41 (2000) 3, pp. 281-304
Persistent link: https://www.econbiz.de/10001497661
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The negative and persistent impact of social housing on employment
Grégoir, Stéphane; Maury, Tristan-Pierre - In: Annals of economics and statistics 130 (2018), pp. 133-166
Persistent link: https://www.econbiz.de/10011905805
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Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin - In: Journal of econometrics 146 (2008) 2, pp. 227-240
Persistent link: https://www.econbiz.de/10003782913
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Multivariate stochastic volatility models with correlated errors
Chan, David; Kohn, Robert; Kirby, Chris - In: Econometric reviews 25 (2006) 2/3, pp. 245-274
Persistent link: https://www.econbiz.de/10003355764