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TOC: J Econometrics

Introduction

Journal of Econometrics, 175(2)

Determining the MSE-optimal cross section to forecast
Ignacio Arbués [] []

Identification and -consistent estimation of a nonlinear panel data model with correlated unobserved effects
Wayne-Roy Gayle [] []

Testing for structural stability in the whole sample
Javier Hidalgo, Myung Hwan Seo [] []

Panel unit root tests in the presence of a multifactor error structure
M. Hashem Pesaran, L. Vanessa Smith, Takashi Yamagata [] []

Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
Ji-Liang Shiu, Yingyao Hu [] []

Methods for computing marginal data densities from the Gibbs output
Cristina Fuentes-Albero, Leonardo Melosi [] []

Modelling volatility by variance decomposition
Cristina Amado, Timo Teräsvirta [] []


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