Nonlinear panel data estimation via quantile regressions.
- Published in:
- Econometrics Journal, 2016, v. 19, n. 3, p. C61, doi. 10.1111/ectj.12062
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2016 AND VI 19 AND IP 3
Results: 7
1
2
Testing for error cross-sectional independence using pairwise augmented regressions.
- Published in:
- Econometrics Journal, 2016, v. 19, n. 3, p. 237, doi. 10.1111/ectj.12067
- By:
- Publication type:
- Article
3
Using mixtures in econometric models: a brief review and some new results.
- Published in:
- Econometrics Journal, 2016, v. 19, n. 3, p. C95, doi. 10.1111/ectj.12068
- By:
- Publication type:
- Article
4
Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when T is small.
- Published in:
- Econometrics Journal, 2016, v. 19, n. 3, p. 261, doi. 10.1111/ectj.12069
- By:
- Publication type:
- Article
5
A Review of Economic Forecasting.
- Published in:
- Econometrics Journal, 2016, v. 19, n. 3, p. B1, doi. 10.1111/ectj.12073
- By:
- Publication type:
- Article
6
Royal Economic Society Annual Conference 2013Special Issue on Econometrics of Heterogeneity.
- Published in:
- 2016
- By:
- Publication type:
- Editorial
7
Index to The Econometrics Journal Volume 19.
- Published in:
- Econometrics Journal, 2016, v. 19, n. 3, p. 291, doi. 10.1111/ectj.12076
- Publication type:
- Article