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Results 311-320 of 322.
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Year of Publication
Title
Author(s)
2018
TSLS and LIML estimators in panels with unobserved shocks
Forchini, Giovanni
;
Jiang, Bin
;
Peng, Bin
2017
On the interpretation of instrumental variables in the presence of specification errors: A Reply
Swamy, P. A. V. B.
;
Hall, Stephen G.
;
Tavlas, George S.
;
von zur Mühlen, Peter
2021
Selecting a model for forecasting
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
2020
Indirect inference estimation of spatial autoregressions
Bao, Yong
;
Liu, Xiaotian
;
Yang, Lihong
2013
Parametric and nonparametric frequentist model selection and model averaging
Ullah, Aman
;
Wang, Huansha
2014
Testing for a set of linear restrictions in VARMA models using autoregressive metric: An application to Granger causality test
DiIorio, Francesca
;
Triacca, Umberto
2013
Generalized empirical likelihood-based focused information criterion and model averaging
Sueishi, Naoya
2021
Integration and disintegration of EMU government bond markets
Leschinski, Christian
;
Voges, Michelle
;
Sibbertsen, Philipp
2015
Modeling autoregressive processes with moving-quantiles-implied nonlinearity
Ishida, Isao
;
Kvedaras, Virmantas
2017
Bayesian treatments for panel data stochastic frontier models with time varying heterogeneity
Liu, Junrong
;
Sickles, Robin C.
;
Tsionas, E. G.
Author
6
Judge, George
6
McAleer, Michael
5
Triacca, Umberto
4
Doornik, Jurgen A.
4
Hall, Stephen G.
4
Johansen, Søren
4
Nielsen, Bent
4
Paolella, Marc S.
4
Tavlas, George S.
4
Vera-Valdés, J. Eduardo
.
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2013
Journal - volume
13
Volume 1, 2013
12
Volume 2, 2014
39
Volume 3, 2015
47
Volume 4, 2016
41
Volume 5, 2017
34
Volume 6, 2018
49
Volume 7, 2019
42
Volume 8, 2020
45
Volume 9, 2021