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7 Maximum Likelihood Estimation of Autoregressive Models with a Near Unit Root and Cauchy Errors 파일다운로드
6 Cross-sectional maximum likelihood and bias-corrected pooled least squares estimators for dynamic panels with short T 파일다운로드 파일다운로드
5 Unit root tests for dependent micropanels, forthcoming in the Japanese Economic Review 파일다운로드 파일다운로드
4 Optimal autoregressive predictions (February, 2016) 파일다운로드
3 Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement?, forthcoming in Econometrics 파일다운로드
2 A Multilevel Factor Model: Identification, Asymptotic Theory and Applications, forthcoming in the Journal of Applied Econometrics 파일다운로드 파일다운로드
1 Model Selection for Factor Analysis: Some New Criteria and Performance Comparisons, forthcoming in Econometric Reviews


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