Unobserved heterogeneity in panel time series models (Q959319): Difference between revisions

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+Determining the Number of Factors in Approximate Factor Models
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+Q5475042
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+Testing for unit roots in heterogeneous panels.
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+Spurious regression and residual-based tests for cointegration in panel data
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+An alternative approach for the numerical solution of seemingly unrelated regression equations models
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+Testing for a unit root in panels with dynamic factors
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+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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+Estimating long-run relationships from dynamic heterogeneous panels
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+Linear Regression Limit Theory for Nonstationary Panel Data
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+Nonstationary panel data analysis: an overview of some recent developments
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+Iterative Estimation of a Set of Linear Regression Equations
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+An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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