References in zbMATH (referenced in 22 articles , 1 standard article )

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  1. Achim Zeileis, Susanne Köll, Nathaniel Graham: Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R (2020) not zbMATH
  2. Stephan Smeekes, Ines Wilms : bootUR: An R Package for Bootstrap Unit Root Tests (2020) arXiv
  3. Duncan Lee; Alastair Rushworth; Gary Napier: Spatio-Temporal Areal Unit Modeling in R with Conditional Autoregressive Priors Using the CARBayesST Package (2018) not zbMATH
  4. Giurcanu, Mihai; Presnell, Brett: Bootstrap inference for misspecified moment condition models (2018)
  5. Leopoldo Catania; Nima Nonejad: Dynamic Model Averaging for Practitioners in Economics and Finance: The eDMA Package (2018) not zbMATH
  6. Francesco Bartolucci and Claudia Pigini: cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models (2017) not zbMATH
  7. Giovanni Millo: Robust Standard Error Estimators for Panel Models: A Unifying Approach (2017) not zbMATH
  8. Inmaculada Álvarez and Javier Barbero and José Zofío: A Panel Data Toolbox for MATLAB (2017) not zbMATH
  9. Siebenbrunner, Christoph; Sigmund, Michael; Kerbl, Stefan: Can bank-specific variables predict contagion effects? (2017)
  10. Wanke, Peter; Barros, C. P.; Emrouznejad, Ali: Assessing productive efficiency of banks using integrated fuzzy-DEA and bootstrapping: a case of Mozambican banks (2016)
  11. Millo, Giovanni: Maximum likelihood estimation of spatially and serially correlated panels with random effects (2014)
  12. Oualid Bada; Dominik Liebl: phtt: Panel Data Analysis with Heterogeneous Time Trends in R (2014) not zbMATH
  13. Bivand, Roger S.; Pebesma, Edzer J.; Gómez-Rubio, Virgilio: Applied spatial data analysis with R (2013)
  14. Edzer Pebesma: spacetime: Spatio-Temporal Data in R (2012) not zbMATH
  15. Giovanni Millo; Gianfranco Piras: splm: Spatial Panel Data Models in R (2012) not zbMATH
  16. Achim Zeileis; Yves Croissant: Extended Model Formulas in R: Multiple Parts and Multiple Responses (2010) not zbMATH
  17. Pierre Chaussé: Computing Generalized Method of Moments and Generalized Empirical Likelihood with R (2010) not zbMATH
  18. Hrishikesh Vinod; Javier Lopez-de-Lacalle: Maximum Entropy Bootstrap for Time Series: The meboot R Package (2009) not zbMATH
  19. Achim Zeileis; Roger Koenker: Econometrics in R: Past, Present, and Future (2008) not zbMATH
  20. Kleiber, Christian; Zeileis, Achim: Applied econometrics with R (2008)

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