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Results 1-10 of 15.
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
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
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
2019Gini regressions and heteroskedasticity
In: volume: 7, 2019, issue: 1, p. 1-16
Charpentier, Arthur; Ka, Ndéné; Mussard, Stéphane; Ndiaye, Oumar Hamady
2019Cointegration and adjustment in the CVAR(É) representation of some partially observed CVAR(1) models
In: volume: 7, 2019, issue: 1, p. 1-10
Johansen, Søren
2019Structural panel Bayesian VAR model to deal with model misspecification and unobserved heterogeneity problems
In: volume: 7, 2019, issue: 1, p. 1-24
Pacifico, Antonio
2019Monte Carlo inference on two-sided matching models
In: volume: 7, 2019, issue: 1, p. 1-15
Kim, Taehoon; Schwartz, Jacob; Song, Kyungchul; Whang, Yoon-jae
2019On the validity of tests for asymmetry in residual-based threshold cointegration models
In: volume: 7, 2019, issue: 1, p. 1-13
Schild, Karl-Heinz; Schweikert, Karsten
2019Fixed and long time span jump tests: New Monte Carlo and empirical evidence
In: volume: 7, 2019, issue: 1, p. 1-32
Cheng, Mingmian; Swanson, Norman R.
2019On the convergence rate of the SCAD-penalized empirical likelihood estimator
In: volume: 7, 2019, issue: 1, p. 1-14
Ando, Tomohiro; Sueishi, Naoya