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Forecasting longevity gains using a seemingly unrelated time series model

Neves, César da Rocha; Fernandes, Cristiano Augusto Coelho - In: Journal of forecasting 34 (2015) 8, pp. 661-674

Persistent link: https://www.econbiz.de/10011397657

Heterogeneity and unemployment dynamics

Ahn, Hie Joo; Hamilton, James D. - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 554-569

Persistent link: https://www.econbiz.de/10012262494

Unit root inference in generally trending and cross-correlated fixed-T panels

Robertson, Donald; Sarafidis, Vasilis; Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 493-504

Persistent link: https://www.econbiz.de/10012249189

Celebrating 40 years of panel data analysis : past, present and future

Sarafidis, Vasilis; Wansbeek, Tom - In: Journal of econometrics 220 (2021) 2, pp. 215-226

Persistent link: https://www.econbiz.de/10012618507

Celebrating 40 years of panel data analysis : past, present and future

Sarafidis, Vasilis; Wansbeek, Tom - 2020

Persistent link: https://www.econbiz.de/10012606889

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