Suchergebnisse

Maximum Score Estimation of a Nonstationary Binary Choice Model

Bayesian and Frequentist Inference in Partially Identified Models

In: NBER Working Paper No. w14882

Testing for a Unit Root in Panels with Dynamic Factors

Appendix: Omitted Proofs of 'Testing for a Unit Root in Panels with Dynamic Factors

Testing for a Unit Root in Panels with Dynamic Factors

A Note on the Nonstationary Binary Choice Logit Model

Minimum Distance Estimation of Nonstationary Time Series Models

Panel Forecasts of Country-Level Covid-19 Infections

In: NBER Working Paper No. w27248

Forecasting with a Panel Tobit Model

In: NBER Working Paper No. w26569

Normal Approximation in Large Network Models

Forecasting with Dynamic Panel Data Models

In: NBER Working Paper No. w25102

Estimation of Graphical Models Using the Norm

In: The Econometrics Journal, Band 21, Heft 3, S. 247-263

Large-N and Large-T Properties of Panel Data Estimators and The Hausman Test

Robust Forecasting

In: PIER Working Paper No. 20-038

Panel Forecasts of Country-Level Covid-19 Infectionsliu

In: CEPR Discussion Paper No. DP14790