31

Estimating a common deterministic time trend break in large panels with cross sectional dependence

Year:
2011
Language:
english
File:
PDF, 890 KB
english, 2011
37

Maximum likelihood estimation for vector autoregressions with multivariate stochastic volatility

Year:
2014
Language:
english
File:
PDF, 346 KB
english, 2014
42

Letter to the Editor

Year:
2004
Language:
english
File:
PDF, 1.19 MB
english, 2004
43

Common breaks in time trends for large panel data with a factor structure

Year:
2014
Language:
english
File:
PDF, 391 KB
english, 2014