Pages that link to "Item:Q2740899"
From MaRDI portal
The following pages link to Nonstationary panels, panel cointegration, and dynamic panels (Q2740899):
Displaying 42 items.
- A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312) (← links)
- Incidental trends and the power of panel unit root tests (Q289163) (← links)
- Common cyclical features analysis in VAR models with cointegration (Q291630) (← links)
- Panel cointegration with global stochastic trends (Q302100) (← links)
- The effects of cross-section dimension \(n\) in panel co-integration test (Q718202) (← links)
- Residual based tests for cointegration in dependent panels (Q738179) (← links)
- A fixed-\(T\) version of Breitung's panel data unit root test (Q741322) (← links)
- A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
- Money demand function versus monetary integration: Revisiting panel cointegration among GCC countries (Q947926) (← links)
- Improved GMM estimation of panel VAR models (Q1659117) (← links)
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions (Q1659119) (← links)
- Testing for unit roots in heterogeneous panels. (Q1810678) (← links)
- Estimating long-run relationships from dynamic heterogeneous panels (Q1899227) (← links)
- On the asymptotic \(t\)-test for large nonstationary panel models (Q1927111) (← links)
- Robust tests for unit roots in heterogeneous panels (Q1927523) (← links)
- Mean-reverting behavior of current account in Asian countries (Q1927844) (← links)
- Pushing the limit? Fiscal policy in the European Monetary Union (Q1994160) (← links)
- Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
- A panel data analysis of uncovered interest parity and time-varying risk premium (Q2047027) (← links)
- The effects of climate risks on economic activity in a panel of US states: the role of uncertainty (Q2127318) (← links)
- A new score test for unit roots in heterogeneous panels -- residual likelihood approach (Q2270341) (← links)
- Unit root tests for cross-sectionally dependent panels: the influence of observed factors (Q2344381) (← links)
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
- Panel data analysis -- advantages and challenges (with comments and rejoinder) (Q2384656) (← links)
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors (Q2433821) (← links)
- Estimating cross-section common stochastic trends in nonstationary panel data (Q2439092) (← links)
- Panel unit root tests in the presence of a multifactor error structure (Q2440389) (← links)
- Bootstrap innovational outlier unit root tests in dependent panels (Q2440451) (← links)
- On the interaction of financial frictions and fixed capital adjustment costs: evidence from a panel of German firms (Q2654414) (← links)
- Reprint of: Testing for unit roots in heterogeneous panels (Q2697964) (← links)
- Unit root tests for panel data with AR(1) errors and small T (Q2896001) (← links)
- Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681) (← links)
- Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects (Q3499430) (← links)
- Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals (Q3548524) (← links)
- TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION (Q3576891) (← links)
- (Q4011966) (← links)
- Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework (Q4614955) (← links)
- Panel Data Analysis (Q5049447) (← links)
- Lessons from a Decade of IPS and LLC (Q5080584) (← links)
- Violent crime and incentives in the long-run: evidence from England and Wales (Q5124790) (← links)
- Pooled Panel Unit Root Tests and the Effect of Past Initialization (Q5864362) (← links)
- A threshold model for the spread (Q6039123) (← links)
