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8 Maximum Likelihood Estimation of Autoregressive Models with a Near Unit Root and Cauchy Errors 파일다운로드
7 Cross-sectional maximum likelihood and bias-corrected pooled least squares estimators for dynamic panels with short T 파일다운로드 파일다운로드
6 Unit root tests for dependent micropanels (First draft: January, 2014; Revision: November, 2016) 파일다운로드 파일다운로드
5 Optimal autoregressive predictions (February, 2016) 파일다운로드
4 Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement? (December, 2015) 파일다운로드
3 A Multilevel Factor Model: Identification, Asymptotic Theory and Applications (June, 2014; October, 2015, revised) 파일다운로드 파일다운로드
2 Efficient Estimation of Nonstationary Factor Models (Journal of Statistical Planning and Inference, forthcoming) 파일다운로드
1 Model Selection for Factor Analysis: Some New Criteriaand Performance Comparisons (March, 2013) 파일다운로드


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