| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
An econometric approach to the estimation of multi-level models
|
Yang, Yimin
|
|
|
220 |
2 |
p. 532-543
|
artikel
|
| 2 |
Celebrating 40 years of panel data analysis: Past, present and future
|
Sarafidis, Vasilis
|
|
|
220 |
2 |
p. 215-226
|
artikel
|
| 3 |
Detecting granular time series in large panels
|
Brownlees, Christian
|
|
|
220 |
2 |
p. 544-561
|
artikel
|
| 4 |
Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit
|
Khalaf, Lynda
|
|
|
220 |
2 |
p. 589-605
|
artikel
|
| 5 |
Editorial Board
|
|
|
|
220 |
2 |
p. ii
|
artikel
|
| 6 |
Estimating and testing high dimensional factor models with multiple structural changes
|
Baltagi, Badi H.
|
|
|
220 |
2 |
p. 349-365
|
artikel
|
| 7 |
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
|
Kapetanios, George
|
|
|
220 |
2 |
p. 504-531
|
artikel
|
| 8 |
Estimation of a nonparametric model for bond prices from cross-section and time series information
|
Koo, Bonsoo
|
|
|
220 |
2 |
p. 562-588
|
artikel
|
| 9 |
Estimation of heterogeneous panels with systematic slope variations
|
Breitung, Jörg
|
|
|
220 |
2 |
p. 399-415
|
artikel
|
| 10 |
Heterogeneous structural breaks in panel data models
|
Okui, Ryo
|
|
|
220 |
2 |
p. 447-473
|
artikel
|
| 11 |
Identifying latent group structures in nonlinear panels
|
Wang, Wuyi
|
|
|
220 |
2 |
p. 272-295
|
artikel
|
| 12 |
Inferential theory for heterogeneity and cointegration in large panels
|
Trapani, Lorenzo
|
|
|
220 |
2 |
p. 474-503
|
artikel
|
| 13 |
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
|
Norkutė, Milda
|
|
|
220 |
2 |
p. 416-446
|
artikel
|
| 14 |
Nonlinear factor models for network and panel data
|
Chen, Mingli
|
|
|
220 |
2 |
p. 296-324
|
artikel
|
| 15 |
On the robustness of the pooled CCE estimator
|
Juodis, Artūras
|
|
|
220 |
2 |
p. 325-348
|
artikel
|
| 16 |
Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors
|
Andreou, Elena
|
|
|
220 |
2 |
p. 366-398
|
artikel
|
| 17 |
Second-order corrected likelihood for nonlinear panel models with fixed effects
|
Dhaene, Geert
|
|
|
220 |
2 |
p. 227-252
|
artikel
|
| 18 |
Semiparametric identification in panel data discrete response models
|
Aristodemou, Eleni
|
|
|
220 |
2 |
p. 253-271
|
artikel
|
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