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The semiparametric GARCH (Generalized AutoRegressive Conditional Heteroskedasticity) model of Yang (2006, Journal of Econometrics 130, 365-384) has combined the flexibility of a nonparametric link ...
The spatial dynamic panel data (SDPD) model is a standard tool for analysing data with both spatial correlation and dynamic dependences among economic units. Conventional estimation methods rely on ...