Danny T. Quah

Available identifiers

Publication	Date of Publication	Type
An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data	2017-11-09	Paper
A class of spatial econometric methods in the empirical analysis of clusters of firms in the space	2009-02-26	Paper
Misinterpreting the dynamic effects of aggregate demand and supply disturbances	1997-02-28	Paper
Empirics for growth and distribution: Stratification, polarization, and convergence clubs	1997-01-01	Paper
Convergence empirics across economies with (some) capital mobility.	1996-01-01	Paper
Exploiting cross-section variation for unit root inference in dynamic data	1994-07-25	Paper
The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds	1992-09-26	Paper
Hypothesis Testing with Restricted Spectral Density Matrices, with an Application to Uncovered Interest Parity	1989-01-01	Paper

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