7 results
1 - Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data
-
-
- Book:
- Advances in Economics and Econometrics
- Published online:
- 27 October 2017
- Print publication:
- 02 November 2017, pp 1-34
-
- Chapter
- Export citation
MEASUREMENT ERRORS IN DYNAMIC MODELS
-
- Journal:
- Econometric Theory / Volume 30 / Issue 1 / February 2014
- Published online by Cambridge University Press:
- 07 August 2013, pp. 150-175
-
- Article
- Export citation
ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES
-
- Journal:
- Econometric Theory / Volume 28 / Issue 5 / October 2012
- Published online by Cambridge University Press:
- 27 April 2012, pp. 1003-1036
-
- Article
- Export citation
INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
-
- Journal:
- Econometric Theory / Volume 26 / Issue 6 / December 2010
- Published online by Cambridge University Press:
- 17 March 2010, pp. 1577-1606
-
- Article
- Export citation
PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION
-
- Journal:
- Econometric Theory / Volume 26 / Issue 4 / August 2010
- Published online by Cambridge University Press:
- 04 November 2009, pp. 1088-1114
-
- Article
- Export citation
18 - A New Look at Panel Testing of Stationarity and the PPP Hypothesis
-
-
- Book:
- Identification and Inference for Econometric Models
- Published online:
- 24 February 2010
- Print publication:
- 17 June 2005, pp 426-450
-
- Chapter
- Export citation
AN AUTOREGRESSIVE SPECTRAL DENSITY ESTIMATOR AT FREQUENCY ZERO FOR NONSTATIONARITY TESTS
-
- Journal:
- Econometric Theory / Volume 14 / Issue 5 / October 1998
- Published online by Cambridge University Press:
- 01 October 1998, pp. 560-603
-
- Article
- Export citation