Pages that link to "Item:Q2716478"
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The following pages link to Estimation of autoregressive roots near unity using panel data (Q2716478):
Displaying 33 items.
- Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence (Q278496) (← links)
- Statistical inference in a random coefficient panel model (Q284298) (← links)
- Panel cointegration with global stochastic trends (Q302100) (← links)
- Nonlinear instrumental variable estimation of an autoregression. (Q1421319) (← links)
- Improved GMM estimation of panel VAR models (Q1659117) (← links)
- Inference on trending panel data (Q1792445) (← links)
- Panel stationary tests against changes in persistence (Q2010784) (← links)
- Asymptotic inference for \(\mathrm{AR}(1)\) panel data (Q2221511) (← links)
- Lag truncation and the local asymptotic distribution of the ADF test for a unit root (Q2338236) (← links)
- Efficient inference on fractionally integrated panel data models with fixed effects (Q2343820) (← links)
- The effect of recursive detrending on panel unit root tests (Q2343821) (← links)
- New tools for understanding the local asymptotic power of panel unit root tests (Q2354858) (← links)
- Testing for a unit root in panels with dynamic factors (Q2439090) (← links)
- The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
- Backward mean transformation in unit root panel data models (Q2660023) (← links)
- How to estimate autoregressive roots near unity (Q2716435) (← links)
- Peter C. B. Phillips's contributions to panel data methods (Q2878821) (← links)
- Asymptotic confidence intervals for impulse responses of near‐integrated processes (Q3023035) (← links)
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(<i>p</i>) MODELS WHEN BOTH<i>N</i>AND<i>T</i>ARE LARGE (Q3181953) (← links)
- On modeling panels of time series (Q3429859) (← links)
- UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST (Q3652623) (← links)
- Projection estimators for autoregressive panel data models (Q4416022) (← links)
- Proper fund size: a perspective from both investors and fund managers (Q5079383) (← links)
- Asymptotic theory for a stochastic unit root model (Q5079874) (← links)
- The factor analytical approach in trending near unit root panels (Q5095296) (← links)
- Estimating Long Memory in Panel Random‐Coefficient AR(1) Data (Q5121009) (← links)
- On the limit theory of mixed to unity VARs: Panel setting with weakly dependent errors (Q5135328) (← links)
- GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA (Q5411520) (← links)
- GMM Estimation of Autoregressive Roots Near Unity with Panel Data (Q5473019) (← links)
- Double filter instrumental variable estimation of panel data models with weakly exogenous variables (Q5860959) (← links)
- Pooled Panel Unit Root Tests and the Effect of Past Initialization (Q5864362) (← links)
- A reexamination of stock return predictability (Q5964757) (← links)
- A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR (Q6122159) (← links)
