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The review of economics and statistics
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Journal of applied econometrics
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ECONIS (ZBW)
3,119
RePEc
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EconStor
3
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1
Estimation and inference for spatial models with heterogeneous coefficients : an application to U.S. house prices
Aquaro, Michele
;
Bailey, Natalia
;
Pesaran, M. Hashem
-
2019
This paper considers the problem of identification, estimation and inference in the case of spatial
panel
data models …
Persistent link: https://www.econbiz.de/10011983664
Saved in:
2
Are there night and day time effects in US equity index returns? : a robust econometric analysis
Monteiro, João D.
;
Manso, José Ramos Pires
- In:
International journal of economic perspectives : IJEP
11
(
2017
)
1
,
pp. 291-313
Persistent link: https://www.econbiz.de/10011762838
Saved in:
3
Impact of liquidity risk on variations in efficiency and productivity : a
panel
gamma simulated maximum likelihood estimation
Shaik, Saleem
- In:
European journal of operational research : EJOR
245
(
2015
)
2
,
pp. 463-469
Persistent link: https://www.econbiz.de/10011308990
Saved in:
4
On maximum likelihood estimation of dynamic
panel
data models
Bun, Maurice J. G.
;
Carree, Martin Anthony
;
Juodis, Artūras
- In:
Oxford bulletin of economics and statistics
79
(
2017
)
4
,
pp. 463-494
Persistent link: https://www.econbiz.de/10011772020
Saved in:
5
Long-term performance evaluation : methodological issues and empirical applications
Hoechle, Daniel
-
2007
Persistent link: https://www.econbiz.de/10003591346
Saved in:
6
Revisiting event study designs : robust and efficient estimation
Borusyak, Kirill
;
Jaravel, Xavier
;
Spiess, Jann
-
2022
Persistent link: https://www.econbiz.de/10013186230
Saved in:
7
The structural change and the endogeneity bias of the colloge premium in the United States 1968 - 2001
Murtin, Fabrice
-
2007
Persistent link: https://www.econbiz.de/10003592164
Saved in:
8
Semiparametric Bayesian inference in autoregressive
panel
data models
Hirano, Keisuke
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
2
,
pp. 781-799
Persistent link: https://www.econbiz.de/10001661280
Saved in:
9
Tobin q: forecast performance for hierachical bayes, shrinkage, heterogeneous and homogeneous
panel
data estimators
Baltagi, Badi H.
;
Bresson, Georges
;
Pirotte, Alain
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
1
,
pp. 107-113
Persistent link: https://www.econbiz.de/10001863314
Saved in:
10
Decomposing supply shocks in the US electricity industry : evidence from a time-varying Bayesian
panel
vector autoregression model
Apergēs, Nikolaos
;
Polemis, Michael
- In:
The journal of energy markets
13
(
2020
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012662202
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