Journal•ISSN: 0165-1765
Economics Letters
Elsevier BV
About: Economics Letters is an academic journal published by Elsevier BV. The journal publishes majorly in the area(s): Estimator & Inflation. It has an ISSN identifier of 0165-1765. Over the lifetime, 12660 publications have been published receiving 305070 citations.
Topics: Estimator, Inflation, Monetary policy, Wage, Computer science
Papers published on a yearly basis
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TL;DR: In this article, the authors present the correct way to estimate the magnitude and standard errors of the interaction effect in nonlinear models, which is the same way as in this paper.
5,500 citations
TL;DR: This paper proposed a generalized impulse response analysis for unrestricted vector autoregressive (VAR) and cointegrated VAR models, which does not require orthogonalization of shocks and is invariant to the ordering of the variables in the VAR.
4,693 citations
TL;DR: In this paper, the Lagrange multiplier procedure is used to derive efficient joint tests for residual normality, homoscedasticity and serial independence, which are simple to compute and asymptotically distributed as χ2.
3,423 citations
TL;DR: In this paper, the authors examined bias in dynamic models with fixed effects where both the number of time series observations and cross-sectional replications are small, and the formula bias estimate was in line with that in published Monte Carlo studies.
3,345 citations
TL;DR: In this paper, the bias of LSDV for dynamic panel data models can be sizeable, even when T = 20, and a corrected LSDV estimator is the best choice overall.
2,168 citations