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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