We are aimed to develop a systematic introduction to a new weak dependence condition. We show that some popular models … hold this property : stationary Markov models, bilinear models, and more generally, Bernoulli shifts. …

The paper deals with the problem of identifying stochastic unobserved two-component models, as in seasonal adjustment …

This chapter focuses on two of the developments in panel data econometrics since the Handbook chapter by Chamberlain … (1984). The first objective of this chapter is to provide a review of linear panel data models with predetermined variables … autoregressive error component models under various auxiliary assumptions. There is a trade-off between robustness and efficiency …

We prove that the recently proposed informational herding models are but special cases of a standard single person …

econometrics. Rather than list a series of estimators and their properties, Canova starts from a class of DSGE models, finds an … available to applied macroeconomists. This rapidly evolving field has redefined how researchers test models and validate … macroeconomic theory, econometrics, and computational programming using RATS, MATLAB, or Gauss. Inevitably a modern treatment of …