PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS

DOI10.1017/S0266466613000509zbMath1314.01023MaRDI QIDQ2878821

Publication date: 5 September 2014

Published in: Econometric Theory (Search for Journal in Brave)

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Biographies, obituaries, personalia, bibliographies (01A70) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Economic growth models (91B62)

Cites Work

Unnamed Item
Efficient estimation of models for dynamic panel data
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Incidental trends and the power of panel unit root tests
Indirect inference for dynamic panel models
Understanding spurious regressions in econometrics
Formulation and estimation of dynamic models using panel data
Spurious regressions in econometrics
An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator
Spurious regression and residual-based tests for cointegration in panel data
Exploiting cross-section variation for unit root inference in dynamic data
Testing for unit roots in heterogeneous panels.
Unit root tests in panel data: asymptotic and finite-sample properties
Estimating long-run relationships from dynamic heterogeneous panels
Testing for a unit root in panels with dynamic factors
ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA
Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
The Exact Distribution of the SUR Estimator
Biases in Dynamic Models with Fixed Effects
Dynamic panel estimation and homogeneity testing under cross section dependence
Nonstationary panel data analysis: an overview of some recent developments
Linear Regression Limit Theory for Nonstationary Panel Data
GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY
Transition Modeling and Econometric Convergence Tests
GMM Estimation of Autoregressive Roots Near Unity with Panel Data
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
Consistent Estimates Based on Partially Consistent Observations
A Contribution to the Empirics of Economic Growth

This page was built for publication: PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS