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1	$Panel data methods for fractional response variables with an application to test pass rates$ $Panel data methods for fractional response variables with an application to test pass rates$ Material Type: Article	Panel data methods for fractional response variables with an application to test pass rates Journal of econometrics, 2008-07, Vol.145 (1), p.121-133 [Peer Reviewed Journal] ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2008.05.009 Digital Resources/Online E-Resources Services Details Recommendations Reviews Times Cited Citations Cited by
2	Material Type: Article	Identification of peer effects through social networks Journal of econometrics, 2009-05, Vol.150 (1), p.41-55 [Peer Reviewed Journal] ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2008.12.021 Digital Resources/Online E-Resources Services Details Recommendations Reviews Times Cited Citations Cited by
3	Material Type: Article	Testing slope homogeneity in large panels Econometrics, 2008-01, Vol.142 (1), p.50-93 [Peer Reviewed Journal] Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 0304-4076 ;ISSN: 2225-1146 ;EISSN: 1872-6895 ;EISSN: 2225-1146 ;DOI: 10.1016/j.jeconom.2007.05.010 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
4	Material Type: Article	Estimation of spatial autoregressive panel data models with fixed effects Journal of econometrics, 2010-02, Vol.154 (2), p.165-185 [Peer Reviewed Journal] ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2009.08.001 Digital Resources/Online E-Resources Services Details Recommendations Reviews Times Cited Citations Cited by
5	Material Type: Article	Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances Journal of econometrics, 2010-07, Vol.157 (1), p.53-67 [Peer Reviewed Journal] ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2009.10.025 Digital Resources/Online E-Resources Services Details Recommendations Reviews Times Cited Citations Cited by
6	Material Type: Article	Approximately normal tests for equal predictive accuracy in nested models Journal of econometrics, 2007-05, Vol.138 (1), p.291-311 [Peer Reviewed Journal] ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2006.05.023 Digital Resources/Online E-Resources Services Details Recommendations Reviews Times Cited Citations Cited by
7	Material Type: Article	High dimensional covariance matrix estimation using a factor model Journal of econometrics, 2008-11, Vol.147 (1), p.186-197 [Peer Reviewed Journal] ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2008.09.017 Digital Resources/Online E-Resources Services Details Recommendations Reviews Times Cited Citations Cited by
8	Material Type: Article	A spatio-temporal model of house prices in the USA Journal of econometrics, 2010-09, Vol.158 (1), p.160-173 [Peer Reviewed Journal] ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2010.03.040 Digital Resources/Online E-Resources Services Details Recommendations Reviews Times Cited Citations Cited by
9	Material Type: Article	A finite sample correction for the variance of linear efficient two-step GMM estimators Journal of econometrics, 2005-05, Vol.126 (1), p.25-51 [Peer Reviewed Journal] ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2004.02.005 Digital Resources/Online E-Resources Services Details Recommendations Reviews Times Cited Citations Cited by
10	Material Type: Article	The affine arbitrage-free class of Nelson-Siegel term structure models Journal of econometrics, 2011-09, Vol.164 (1), p.4-20 [Peer Reviewed Journal] ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2011.02.011 Digital Resources/Online E-Resources Services Details Recommendations Reviews Times Cited Citations Cited by
11	Material Type: Article	A comparison of two model averaging techniques with an application to growth empirics Econometrics, 2010-02, Vol.154 (2), p.139-153 [Peer Reviewed Journal] Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 0304-4076 ;ISSN: 2225-1146 ;EISSN: 1872-6895 ;EISSN: 2225-1146 ;DOI: 10.1016/j.jeconom.2009.07.004 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
12	Material Type: Article	Panel data models with spatially correlated error components Journal of econometrics, 2007-09, Vol.140 (1), p.97-130 [Peer Reviewed Journal] ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2006.09.004 Digital Resources/Online E-Resources Services Details Recommendations Reviews Times Cited Citations Cited by
13	Material Type: Article	The wild bootstrap, tamed at last Econometrics, 2008-09, Vol.146 (1), p.162-169 [Peer Reviewed Journal] Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 0304-4076 ;ISSN: 2225-1146 ;EISSN: 1872-6895 ;EISSN: 2225-1146 ;DOI: 10.1016/j.jeconom.2008.08.003 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
14	Material Type: Article	Forecasting the term structure of government bond yields Journal of econometrics, 2006-02, Vol.130 (2), p.337-364 [Peer Reviewed Journal] ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2005.03.005 Digital Resources/Online E-Resources Services Details Recommendations Reviews Times Cited Citations Cited by
15	Material Type: Article	Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data Econometrics, 2010-11, Vol.159 (1), p.116-133 [Peer Reviewed Journal] Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 0304-4076 ;ISSN: 2225-1146 ;EISSN: 1872-6895 ;EISSN: 2225-1146 ;DOI: 10.1016/j.jeconom.2010.05.001 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
16	Material Type: Article	GMM estimation of spatial autoregressive models with unknown heteroskedasticity Journal of econometrics, 2010-07, Vol.157 (1), p.34-52 [Peer Reviewed Journal] ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2009.10.035 Digital Resources/Online E-Resources Services Details Recommendations Reviews Times Cited Citations Cited by
17	Material Type: Article	Asymptotics for out of sample tests of Granger causality Journal of econometrics, 2007-10, Vol.140 (2), p.719-752 [Peer Reviewed Journal] ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2006.07.020 Digital Resources/Online E-Resources Services Details Recommendations Reviews Times Cited Citations Cited by
18	Material Type: Article	An automatic Portmanteau test for serial correlation Journal of econometrics, 2009-08, Vol.151 (2), p.140-149 [Peer Reviewed Journal] ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2009.03.001 Digital Resources/Online E-Resources Services Details Recommendations Reviews Times Cited Citations Cited by
19	Material Type: Article	A reduced form framework for modeling volatility of speculative prices based on realized variation measures Journal of econometrics, 2011, Vol.160 (1), p.176-189 [Peer Reviewed Journal] ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2010.03.029 Digital Resources/Online E-Resources Services Details Recommendations Reviews Times Cited Citations Cited by
20	Material Type: Article	Instrumental variable quantile regression: A robust inference approach Journal of econometrics, 2008, Vol.142 (1), p.379-398 [Peer Reviewed Journal] ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2007.06.005 Digital Resources/Online E-Resources Services Details Recommendations Reviews Times Cited Citations Cited by

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Results 1 - 20 of 926 for All Library Resources

ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2008.05.009

ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2008.12.021

Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 0304-4076 ;ISSN: 2225-1146 ;EISSN: 1872-6895 ;EISSN: 2225-1146 ;DOI: 10.1016/j.jeconom.2007.05.010

ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2009.08.001

ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2009.10.025

ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2006.05.023

ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2008.09.017

ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2010.03.040

ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2004.02.005

ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2011.02.011

Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 0304-4076 ;ISSN: 2225-1146 ;EISSN: 1872-6895 ;EISSN: 2225-1146 ;DOI: 10.1016/j.jeconom.2009.07.004

ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2006.09.004

Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 0304-4076 ;ISSN: 2225-1146 ;EISSN: 1872-6895 ;EISSN: 2225-1146 ;DOI: 10.1016/j.jeconom.2008.08.003

ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2005.03.005

Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 0304-4076 ;ISSN: 2225-1146 ;EISSN: 1872-6895 ;EISSN: 2225-1146 ;DOI: 10.1016/j.jeconom.2010.05.001

ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2009.10.035

ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2006.07.020

ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2009.03.001

ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2010.03.029

ISSN: 0304-4076 ;EISSN: 1872-6895 ;DOI: 10.1016/j.jeconom.2007.06.005

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