Buccheri, Giuseppe; Corsi, Fulvio; Flandoli, Franco; Livieri, Giulia The continuous-time limit of score-driven volatility models. (English) Zbl 1471.62491 J. Econom. 221, No. 2, 655-675 (2021). MSC: 62P05 60J60 62M05 62M10 PDF BibTeX XML Cite \textit{G. Buccheri} et al., J. Econom. 221, No. 2, 655--675 (2021; Zbl 1471.62491) Full Text: DOI OpenURL
D’Amour, Alexander; Ding, Peng; Feller, Avi; Lei, Lihua; Sekhon, Jasjeet Overlap in observational studies with high-dimensional covariates. (English) Zbl 1471.62501 J. Econom. 221, No. 2, 644-654 (2021). MSC: 62P10 62B10 PDF BibTeX XML Cite \textit{A. D'Amour} et al., J. Econom. 221, No. 2, 644--654 (2021; Zbl 1471.62501) Full Text: DOI arXiv OpenURL
Bu, Ruijun; Hadri, Kaddour; Kristensen, Dennis Diffusion copulas: identification and estimation. (English) Zbl 1471.62446 J. Econom. 221, No. 2, 616-643 (2021). MSC: 62M05 60J60 62G05 62H05 62P20 PDF BibTeX XML Cite \textit{R. Bu} et al., J. Econom. 221, No. 2, 616--643 (2021; Zbl 1471.62446) Full Text: DOI arXiv OpenURL
Pesaran, M. Hashem; Yang, Cynthia Fan Estimation and inference in spatial models with dominant units. (English) Zbl 1471.62479 J. Econom. 221, No. 2, 591-615 (2021). MSC: 62M30 62M10 62F12 62P20 91B66 PDF BibTeX XML Cite \textit{M. H. Pesaran} and \textit{C. F. Yang}, J. Econom. 221, No. 2, 591--615 (2021; Zbl 1471.62479) Full Text: DOI Link OpenURL
Norkutė, Milda; Westerlund, Joakim The factor analytical approach in near unit root interactive effects panels. (English) Zbl 1471.62473 J. Econom. 221, No. 2, 569-590 (2021). MSC: 62M10 62F12 62H25 62M07 62P20 PDF BibTeX XML Cite \textit{M. Norkutė} and \textit{J. Westerlund}, J. Econom. 221, No. 2, 569--590 (2021; Zbl 1471.62473) Full Text: DOI OpenURL
Blasques, F.; Gorgi, P.; Koopman, S. J. Missing observations in observation-driven time series models. (English) Zbl 1471.62456 J. Econom. 221, No. 2, 542-568 (2021). MSC: 62M10 62D10 62P20 PDF BibTeX XML Cite \textit{F. Blasques} et al., J. Econom. 221, No. 2, 542--568 (2021; Zbl 1471.62456) Full Text: DOI Link OpenURL
Kapetanios, G.; Pesaran, M. H.; Reese, S. Detection of units with pervasive effects in large panel data models. (English) Zbl 1471.62534 J. Econom. 221, No. 2, 510-541 (2021). MSC: 62P20 62H25 62H12 91B64 PDF BibTeX XML Cite \textit{G. Kapetanios} et al., J. Econom. 221, No. 2, 510--541 (2021; Zbl 1471.62534) Full Text: DOI OpenURL
Hou, Lei; Li, Kunpeng; Li, Qi; Ouyang, Min Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks. (English) Zbl 1471.62530 J. Econom. 221, No. 2, 483-509 (2021). MSC: 62P20 62M10 62H25 62F12 PDF BibTeX XML Cite \textit{L. Hou} et al., J. Econom. 221, No. 2, 483--509 (2021; Zbl 1471.62530) Full Text: DOI OpenURL
Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors. (English) Zbl 1471.62519 J. Econom. 221, No. 2, 455-482 (2021). MSC: 62P20 62M10 62H25 91B84 PDF BibTeX XML Cite \textit{M. Barigozzi} et al., J. Econom. 221, No. 2, 455--482 (2021; Zbl 1471.62519) Full Text: DOI arXiv OpenURL
Li, Liyao; Yang, Zhenlin Spatial dynamic panel data models with correlated random effects. (English) Zbl 1471.62537 J. Econom. 221, No. 2, 424-454 (2021). MSC: 62P20 62M10 62M30 62H12 62F12 PDF BibTeX XML Cite \textit{L. Li} and \textit{Z. Yang}, J. Econom. 221, No. 2, 424--454 (2021; Zbl 1471.62537) Full Text: DOI Link OpenURL
Yang, Xinxin; Zheng, Xinghua; Chen, Jiaqi Testing high-dimensional covariance matrices under the elliptical distribution and beyond. (English) Zbl 1471.62381 J. Econom. 221, No. 2, 409-423 (2021). MSC: 62H15 62E20 62H10 60F05 62P05 PDF BibTeX XML Cite \textit{X. Yang} et al., J. Econom. 221, No. 2, 409--423 (2021; Zbl 1471.62381) Full Text: DOI arXiv OpenURL
Breunig, Christoph Varying random coefficient models. (English) Zbl 1471.62520 J. Econom. 221, No. 2, 381-408 (2021). MSC: 62P20 62G08 62G07 62G20 PDF BibTeX XML Cite \textit{C. Breunig}, J. Econom. 221, No. 2, 381--408 (2021; Zbl 1471.62520) Full Text: DOI arXiv OpenURL
Chen, Qihui Robust and optimal estimation for partially linear instrumental variables models with partial identification. (English) Zbl 1471.62522 J. Econom. 221, No. 2, 368-380 (2021). MSC: 62P20 62G05 62G08 62G20 PDF BibTeX XML Cite \textit{Q. Chen}, J. Econom. 221, No. 2, 368--380 (2021; Zbl 1471.62522) Full Text: DOI OpenURL
Yang, Kai; Lee, Lung-fei Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration. (English) Zbl 1471.62547 J. Econom. 221, No. 2, 337-367 (2021). MSC: 62P20 62M10 62M30 62F12 PDF BibTeX XML Cite \textit{K. Yang} and \textit{L.-f. Lee}, J. Econom. 221, No. 2, 337--367 (2021; Zbl 1471.62547) Full Text: DOI OpenURL