| 1 |
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A bias-adjusted LM test of error cross-section independence
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Pesaran, M. H.; Ullah, A.; Yamagata, T.
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Blackwell Publishers: The Royal Economic Society
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2008
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| 2 |
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A bootstrap approach to moment selection
|
Inoue, A.
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Blackwell Publishers: The Royal Economic Society
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2006
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| 3 |
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A bootstrap procedure for panel data sets with many cross-sectional units
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Kapetanios, G.
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Blackwell Publishers: The Royal Economic Society
|
2008
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| 4 |
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Bayesian inference for the mixed conditional heteroskedasticity model
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Bauwens, L.; Rombouts, J. V.
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Blackwell Publishers: The Royal Economic Society
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2007
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| 5 |
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Bootstrap estimation of covariance matrices via the percentile method
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Machado, J. A.; Parente, P.
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Blackwell Publishers: The Royal Economic Society
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2005
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| 6 |
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Bootstrapping Autoregression under Non-stationary Volatility
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Xu, K. L.
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Blackwell Publishers: The Royal Economic Society
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2008
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| 7 |
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Breaking the panels: An application to the GDP per capita
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Lluis Carrion-i-Silvestre, J.; del Barrio-Castro, T.; Lopez-Bazo, E.
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Blackwell Publishers: The Royal Economic Society
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2005
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| 8 |
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The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
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Greene, W.
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Blackwell Publishers: The Royal Economic Society
|
2004
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기사
(8)
