Lessons from a Decade of IPS and LLC (Q5080584)

scientific article; zbMATH DE number 7534768

Language	Label	Description	Also known as
English	Lessons from a Decade of IPS and LLC	scientific article; zbMATH DE number 7534768

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instance of

scholarly article

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title

Lessons from a Decade of IPS and LLC (English)

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31 May 2022

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zbMATH Keywords

cross-section dependence

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multidimensional limits

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non-stationary panel data

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unit root tests

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/07474938.2013.741023

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cites work

Formulation and estimation of dynamic models using panel data

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Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

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Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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Another look at the instrumental variable estimation of error-components models

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Q5447124

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Q5475042

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Q2740899

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Initial conditions and moment restrictions in dynamic panel data models

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Testing for unit roots in panel data using a GMM approach

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Panel unit root tests under cross‐sectional dependence

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TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE

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Distribution of the Estimators for Autoregressive Time Series With a Unit Root

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Efficient Tests for an Autoregressive Unit Root

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Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large

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GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY

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Inference for unit roots in dynamic panels where the time dimension is fixed

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LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS

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Testing for unit roots in heterogeneous panels.

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Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model

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GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA

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Unit root tests in panel data: asymptotic and finite-sample properties

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A Panel Unit Root Test with Good Power in Small Samples

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Unit root inference in panel data models where the time‐series dimension is fixed: a comparison of different tests

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Testing for a unit root in panels with dynamic factors

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Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects

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GMM Estimation of Autoregressive Roots Near Unity with Panel Data

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ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER

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Incidental trends and the power of panel unit root tests

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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

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Automatic Lag Selection in Covariance Matrix Estimation

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Biases in Dynamic Models with Fixed Effects

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Time Series Regression with a Unit Root

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Linear Regression Limit Theory for Nonstationary Panel Data

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Dynamic panel estimation and homogeneity testing under cross section dependence

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Exploiting cross-section variation for unit root inference in dynamic data

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Identifiers

zbMATH Open document ID

1491.62132

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DOI

10.1080/07474938.2013.741023

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5080584