Notes, Comments and Preliminary results Jun 30 2024 Ying Lun Cheung   Identification of matrix-valued factor models   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 27 2012 Takuya Hasebe   The tests for the level moment conditions: GMM estimation in a linear dynamic panel data model   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 03 2011 Christophe Rault   Long-run strong-exogeneity   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 30 2009 Marcelo Resende   Concentration and market size: lower bound estimates for the Brazilian industry   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 18 2009 Kazuhiko Hayakawa   First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 24 2009 Matei Demetrescu   Panel unit root testing and the martingale difference hypothesis for German stocks   Abstract  Contact Information  Citation  Full Text  -  Note