nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
Detection of units with pervasive effects in large panel data models
|
Kapetanios, G. |
|
|
221 |
2 |
p. 510-541 |
artikel |
2 |
Diffusion copulas: Identification and estimation
|
Bu, Ruijun |
|
|
221 |
2 |
p. 616-643 |
artikel |
3 |
Editorial Board
|
|
|
|
221 |
2 |
p. ii |
artikel |
4 |
Estimation and inference in spatial models with dominant units
|
Pesaran, M. Hashem |
|
|
221 |
2 |
p. 591-615 |
artikel |
5 |
Estimation of dynamic panel spatial vector autoregression: Stability and spatial multivariate cointegration
|
Yang, Kai |
|
|
221 |
2 |
p. 337-367 |
artikel |
6 |
Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I ( 1 ) cointegrated factors
|
Barigozzi, Matteo |
|
|
221 |
2 |
p. 455-482 |
artikel |
7 |
Missing observations in observation-driven time series models
|
Blasques, F. |
|
|
221 |
2 |
p. 542-568 |
artikel |
8 |
Overlap in observational studies with high-dimensional covariates
|
D’Amour, Alexander |
|
|
221 |
2 |
p. 644-654 |
artikel |
9 |
Revisiting the location of FDI in China: A panel data approach with heterogeneous shocks
|
Hou, Lei |
|
|
221 |
2 |
p. 483-509 |
artikel |
10 |
Robust and optimal estimation for partially linear instrumental variables models with partial identification
|
Chen, Qihui |
|
|
221 |
2 |
p. 368-380 |
artikel |
11 |
Spatial dynamic panel data models with correlated random effects
|
Li, Liyao |
|
|
221 |
2 |
p. 424-454 |
artikel |
12 |
Testing high-dimensional covariance matrices under the elliptical distribution and beyond
|
Yang, Xinxin |
|
|
221 |
2 |
p. 409-423 |
artikel |
13 |
The continuous-time limit of score-driven volatility models
|
Buccheri, Giuseppe |
|
|
221 |
2 |
p. 655-675 |
artikel |
14 |
The factor analytical approach in near unit root interactive effects panels
|
Norkutė, Milda |
|
|
221 |
2 |
p. 569-590 |
artikel |
15 |
Varying random coefficient models
|
Breunig, Christoph |
|
|
221 |
2 |
p. 381-408 |
artikel |