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Results 1-10 of 49.
Year of PublicationTitleAuthor(s)
2019Asymptotic theory for cointegration analysis when the cointegration rank is deficient
In: volume: 7, 2019, issue: 1, p. 1-24
Bernstein, David H.; Nielsen, Bent
2019Heteroskedasticity in one-way error component probit models
In: volume: 7, 2019, issue: 3, p. 1-22
Moussa, Richard Kouamé
2019The specification of dynamic discrete-time two-state panel data models
In: volume: 7, 2019, issue: 1, p. 1-16
Gørgens, Tue; Hyslop, Dean Robert
2019A comparison of some bayesian and classical procedures for simultaneous equation models with weak instruments
In: volume: 7, 2019, issue: 3, p. 1-28
Gao, Chuanming; Lahiri, Kajal
2019A semi-parametric approach to the Oaxaca-Blinder decomposition with continuous group variable and self-selection
In: volume: 7, 2019, issue: 2, p. 1-29
Rios-Avila, Fernando
2019Panel data estimation for correlated random coefficients models
In: volume: 7, 2019, issue: 1, p. 1-18
Hsiao, Cheng; Li, Qi; Liang, Zhongwen; Xie, Wei
2019Interval-based hypothesis testing and its applications to economics and finance
In: volume: 7, 2019, issue: 2, p. 1-22
Kim, Jae H.; Robinson, Andrew
2019Generalized binary time series models
In: volume: 7, 2019, issue: 4, p. 1-26
Jentsch, Carsten; Reichmann, Lena
2019Estimation of favar models for incomplete data with a Kalman Filter for factors with observable components
In: volume: 7, 2019, issue: 3, p. 1-43
Ramsauer, Franz; Min, Aleksey; Lingauer, Michael
2019Optimal multi-step-ahead prediction of ARCH/GARCH models and NoVaS transformation
In: volume: 7, 2019, issue: 3, p. 1-23
Chen, Jie; Politis, Dimitris N.