| Publication | Date of Publication | Type |
|---|
| Transformed Estimation for Panel Interactive Effects Models | 2024-10-17 | Paper |
| First difference or forward demeaning: Implications for the method of moments estimators | 2022-06-08 | Paper |
| Estimation of semi-varying coefficient models with nonstationary regressors | 2022-06-07 | Paper |
| Local Linear Estimation of a Nonparametric Cointegration Model | 2022-06-03 | Paper |
| Analysis of Panel Data | 2022-06-01 | Paper |
| Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process | 2022-05-31 | Paper |
| Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation | 2022-03-04 | Paper |
| Smoothed maximum score estimation with nonparametrically generated covariates | 2022-03-04 | Paper |
| Market integration, systemic risk and diagnostic tests in large mixed panels | 2022-03-04 | Paper |
| Factor dimension determination for panel interactive effects models: an orthogonal projection approach | 2021-06-16 | Paper |
| Panel Macroeconometric Modeling | 2020-11-10 | Paper |
| Challenges for Panel Financial Analysis | 2018-11-30 | Paper |
| JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS | 2018-11-09 | Paper |
| Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models | 2018-10-12 | Paper |
| Panel models with interactive effects | 2018-10-12 | Paper |
| Panel data approach vs synthetic control method | 2018-10-05 | Paper |
| Real-time monitoring test for realized volatility | 2018-02-07 | Paper |
| Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both \(N\) and \(T\) are large | 2017-03-07 | Paper |
| Measuring correlations of integrated but not cointegrated variables: a semiparametric approach | 2016-08-12 | Paper |
| Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models | 2016-08-12 | Paper |
| Maternal full-time employment and overweight children: parametric, semi-parametric, and non-parametric assessment | 2016-07-18 | Paper |
| Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients | 2016-06-13 | Paper |
| Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process | 2016-06-10 | Paper |
| Statistical inference for panel dynamic simultaneous equations models | 2015-10-30 | Paper |
| Analysis of Panel Data | 2015-09-15 | Paper |
| IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large | 2015-09-01 | Paper |
| Testing error serial correlation in fixed effects nonparametric panel data models | 2015-08-13 | Paper |
| Disentangling the effects of multiple treatments -- measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake | 2015-05-29 | Paper |
| Model specification test with correlated but not cointegrated variables | 2014-08-07 | Paper |
| Is there an optimal forecast combination? | 2014-08-06 | Paper |
| Forecasting a long memory process subject to structural breaks | 2014-06-06 | Paper |
| Is there an optimal forecast combination? | 2014-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5326967 | 2013-08-01 | Paper |
| A consistent model specification test with mixed discrete and continuous data | 2012-09-23 | Paper |
| Measurement errors and censored structural latent variables models | 2012-06-11 | Paper |
| A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris | 2012-05-08 | Paper |
| Comparison of forecasting methods with an application to predicting excess equity premium | 2011-06-17 | Paper |
| Decriminalization and Marijuana Smoking Prevalence: Evidence From Australia | 2011-04-13 | Paper |
| Estimation of dynamic panel data models with both individual and time-specific effects | 2008-06-11 | Paper |
| Two‐stage estimation of limited dependent variable models with errors‐in‐variables | 2007-11-21 | Paper |
| Panel data analysis -- advantages and challenges (with comments and rejoinder) | 2007-10-10 | Paper |
| Lag‐augmented two‐ and three‐stage least squares estimators for integrated structural dynamic models | 2007-08-09 | Paper |
| ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION | 2006-03-22 | Paper |
| Robust estimation of generalized linear models with measurement errors. | 2004-01-26 | Paper |
| IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS | 2003-05-18 | Paper |
| Consistent specification tests for semiparametric/nonparametric models based on series estimation methods | 2003-04-09 | Paper |
| Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods | 2003-04-02 | Paper |
| A consistent test for conditional heteroskedasticity in time-series regression models | 2002-01-08 | Paper |
| Modeling survey response bias -- with an analysis of the demand for an advanced electronic device | 2001-05-02 | Paper |
| Testing serial correlation in semiparametric panel data models | 1999-09-22 | Paper |
| Bayes estimation of short-run coefficients in dynamic panel data models. | 1999-01-01 | Paper |
| Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration | 1997-12-04 | Paper |
| A Panel Analysis of Liquidity Constraints and Firm Investment | 1997-11-18 | Paper |
| Estimation of nonlinear errors-in-variables models: an approximate solution | 1997-10-26 | Paper |
| Cointegration and Dynamic Simultaneous Equations Model | 1997-06-10 | Paper |
| A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service | 1993-12-02 | Paper |
| Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data | 1991-01-01 | Paper |
| Consistent estimation for some nonlinear errors-in-variables models | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3747597 | 1986-01-01 | Paper |
| Multinomial Logit Specification Tests | 1985-01-01 | Paper |
| Benefits and limitations of panel data | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3711623 | 1984-01-01 | Paper |
| Two-stage estimation of structural labor supply parameters using interval data from the 1971 Canadian census | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3704791 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3704788 | 1983-01-01 | Paper |
| Formulation and estimation of dynamic models using panel data | 1982-01-01 | Paper |
| Estimation of Dynamic Models with Error Components | 1981-01-01 | Paper |
| Linear regression using both temporally aggregated and temporally disaggregated data | 1979-01-01 | Paper |
| Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances | 1979-01-01 | Paper |
| Identification for a Linear Dynamic Simultaneous Error-Shock Model | 1977-01-01 | Paper |
| Identification and Estimation of Simultaneous Equation Models with Measurement Error | 1976-01-01 | Paper |
| Some Estimation Methods for a Random Coefficient Model | 1975-01-01 | Paper |
| Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects | 1974-01-01 | Paper |
