Pages that link to "Item:Q5093209"

The following pages link to Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors (Q5093209):

Displaying 9 items.

• A simple panel stationarity test in the presence of serial correlation and a common factor (Q433709) (← links)
• Inference on factor structures in heterogeneous panels (Q473358) (← links)
• Testing for no factor structures: on the use of Hausman-type statistics (Q500536) (← links)
• The Balassa-Samuelson hypothesis in the developed and developing countries revisited (Q1668500) (← links)
• The power of PANIC (Q2343823) (← links)
• Testing for common autocorrelation in data-rich environments (Q2997941) (← links)
• Testing for Panel Cointegration Using Common Correlated Effects Estimators (Q5283413) (← links)
• Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence (Q5860891) (← links)
• Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence (Q5864364) (← links)