Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors.
- Published in:
- Econometrics Journal, 2013, v. 16, n. 2, p. 222, doi. 10.1111/ectj.12002
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2013 AND VI 16 AND IP 2
Results: 7
1
2
Orthogonal to backward mean transformation for dynamic panel data models.
- Published in:
- Econometrics Journal, 2013, v. 16, n. 2, p. 179, doi. 10.1111/ectj.12001
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- Publication type:
- Article
3
Semi-parametric estimation of a generalized threshold regression model under conditional quantile restriction.
- Published in:
- Econometrics Journal, 2013, v. 16, n. 2, p. 250, doi. 10.1111/ectj.12005
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- Publication type:
- Article
4
Local NLLS estimation of semi-parametric binary choice models.
- Published in:
- Econometrics Journal, 2013, v. 16, n. 2, p. 135, doi. 10.1111/j.1368-423X.2012.00393.x
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- Publication type:
- Article
5
New inference methods for quantile regression based on resampling.
- Published in:
- Econometrics Journal, 2013, v. 16, n. 2, p. 278, doi. 10.1111/ectj.12000
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- Publication type:
- Article
6
A Review of Non-Parametric Econometrics.
- Published in:
- Econometrics Journal, 2013, v. 16, n. 2, p. B1, doi. 10.1111/ectj.12004
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- Publication type:
- Article
7
The projection approach for unbalanced panel data.
- Published in:
- Econometrics Journal, 2013, v. 16, n. 2, p. 161, doi. 10.1111/j.1368-423X.2012.00389.x
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- Publication type:
- Article