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Multistep prediction of panel vector autoregressice processes
Greenaway-McGrevy, Ryan - In: Econometric theory 29 (2013) 4, pp. 699-734
Persistent link: https://www.econbiz.de/10010210167
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Asymptotically efficient model selection for panel data forecasting
Greenaway-McGrevy, Ryan - In: Econometric theory 35 (2019) 4, pp. 842-899
Persistent link: https://www.econbiz.de/10012386845
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Multistep forecast selection for panel data
Greenaway-McGrevy, Ryan - In: Econometric reviews 39 (2020) 4, pp. 373-406
Persistent link: https://www.econbiz.de/10012181429
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Forecast combination for VARs in large N and T panels
Greenaway-McGrevy, Ryan - In: International journal of forecasting 38 (2022) 1, pp. 142-164
Persistent link: https://www.econbiz.de/10013347744
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Panel unit root tests under cross section dependence with recursive mean adjustment
Sul, Donggyu - In: Economics letters 105 (2009) 1, pp. 123-126
Persistent link: https://www.econbiz.de/10003899396
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Excess volatility of realized excess profit from currency speculation in a two-country general equilibrium model
Sul, Donggyu - In: Review of international economics 7 (1999) 2, pp. 280-296
Persistent link: https://www.econbiz.de/10001414556
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Panel data econometrics : common factor analysis for empirical researchers
Sul, Donggyu - 2019
Persistent link: https://www.econbiz.de/10011990445
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Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B.; Han, Chirok - In: Econometric theory 24 (2008) 3, pp. 631-650
Persistent link: https://www.econbiz.de/10003894277
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GMM estimation for dynamic panels with fixed effects and strong instruments at unity
Han, Chirok (contributor); Phillips, Peter C. B. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003462523
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Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B. (contributor); Han, Chirok (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468431