Pages that link to "Item:Q5473019"
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The following pages link to GMM Estimation of Autoregressive Roots Near Unity with Panel Data (Q5473019):
Displaying 18 items.
- Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence (Q278496) (← links)
- Incidental trends and the power of panel unit root tests (Q289163) (← links)
- Bootstrap inference for linear dynamic panel data models with individual fixed effects (Q494176) (← links)
- The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression (Q498841) (← links)
- Inference on trending panel data (Q1792445) (← links)
- On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root (Q2226831) (← 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)
- Estimation of autoregressive roots near unity using panel data (Q2716478) (← links)
- Peter C. B. Phillips's contributions to panel data methods (Q2878821) (← links)
- An efficient linear GMM estimator for the covariance stationary AR(1)/unit root model for panel data (Q2886957) (← links)
- BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS (Q3108565) (← links)
- ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER (Q3434194) (← links)
- Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects (Q3499430) (← links)
- DYNAMIC PANEL ANDERSON-HSIAO ESTIMATION WITH ROOTS NEAR UNITY (Q4637608) (← links)
- Lessons from a Decade of IPS and LLC (Q5080584) (← links)
- The factor analytical approach in trending near unit root panels (Q5095296) (← links)
- A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR (Q6122159) (← links)
