High‐dimensional macroeconomic forecasting and variable selection via penalized regression
来源期刊:Econometrics JournalDOI:10.1111/ECTJ.12117
Quantile coherency: a general measure for dependence between cyclical economic variables
来源期刊:Econometrics JournalDOI:10.1093/ectj/utz002
Unobserved heterogeneity in auctions
来源期刊:Econometrics JournalDOI:10.1111/ECTJ.12121
Two-stage least squares as minimum distance
来源期刊:Econometrics JournalDOI:10.1111/ECTJ.12115
BLP-2LASSO for aggregate discrete choice models with rich covariates
来源期刊:Econometrics JournalDOI:10.1093/ECTJ/UTZ010
Testing for constant correlation of filtered series under structural change
来源期刊:Econometrics JournalDOI:10.1111/ECTJ.12116
Kernel estimation for panel data with heterogeneous dynamics
来源期刊:Econometrics JournalDOI:10.1093/ectj/utz019
Optimal panel unit root testing with covariates
来源期刊:Econometrics JournalDOI:10.1111/ECTJ.12118
Reconsideration of a simple approach to quantile regression for panel data
来源期刊:Econometrics JournalDOI:10.1093/ECTJ/UTZ012
Testing for moderate explosiveness
来源期刊:Econometrics JournalDOI:10.1111/ECTJ.12120
Estimating Latent Group Structure in Time-Varying Coefficient Panel Data Models
来源期刊:Econometrics JournalDOI:10.1093/ECTJ/UTZ008
Fragility of identification in panel binary response models
来源期刊:Econometrics JournalDOI:10.1093/ECTJ/UTZ011
Identification of a class of index models: A topological approach
来源期刊:Econometrics JournalDOI:10.1920/wp.cem.2019.5219
The ignorant monopolist redux
来源期刊:Econometrics JournalDOI:10.1920/wp.cem.2019.5719
Quantile-based smooth transition value at risk estimation
来源期刊:Econometrics JournalDOI:10.1093/ECTJ/UTZ009
Testing collinearity of vector time series
来源期刊:Econometrics JournalDOI:10.1093/ECTJ/UTY002