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: : : TOC : : journals

Relevant ARCategory:

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Asymptotic distributions of impulse response functions in short panel vector autoregressions
–Bolong Cao, Yixiao Sun [] []

Bias corrections for two-step fixed effects panel data estimators
–Iván Fernández-Val, Francis Vella [] []

Nonparametric identification of a binary random factor in cross section data
–Yingying Dong, Arthur Lewbel [] []

Inference and prediction in a multiple-structural-break model
–John Geweke, Yu Jiang [] []

An I(dd) model with trend and cycles
–Karim M. Abadir, Walter Distaso, Liudas Giraitis [] []

A class of simple distribution-free rank-based unit root tests
–Marc Hallin, Ramon van den Akker, Bas J.M. Werker [] []

Likelihood-based scoring rules for comparing density forecasts in tails
–Cees Diks, Valentyn Panchenko, Dick van Dijk [] []

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