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Non-parametric models in binary choice fixed effects panel data

Hoderlein, Stefan; Mammen, Enno; Yu, Kyusang - In: The econometrics journal 14 (2011) 3, pp. 351-367

Persistent link: https://www.econbiz.de/10009382601

A note on sufficiency in binary panel models

Jochmans, Koen; Magnac, Thierry - In: The econometrics journal 20 (2017) 2, pp. 259-269

Persistent link: https://www.econbiz.de/10011757406

The Euro-Dollar exchange rate : is it fundamental?

Camarero Olivas, Mariam; Ordóñez, Javier; Tamarit … - 2002

-area currencies. First, using dynamic panel techniques, we estimate an error correction model for the dollar real exchange rate versus …

Persistent link: https://www.econbiz.de/10011538958

US federal farm payments and farm size : quantile estimation on panel data

Haque, Samiul - In: Journal of agricultural economics : JAE 73 (2022) 1, pp. 139-154

Persistent link: https://www.econbiz.de/10012821186

Measuring the time-inconsistency of US monetary policy

Surico, Paolo - 2003

This paper offers an alternative explanation for the behavior of postwar US inflation by measuring a novel source of monetary policy time-inconsistency due to Cukierman (2002). In the presence of asymmetric preferences, the monetary authorities end up generating a systematic inflation bias...

Persistent link: https://www.econbiz.de/10009635891