ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (Q3377454): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: On IV, GMM and ML in a dynamic panel data model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Determining the Number of Factors in Approximate Factor Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Another look at the instrumental variable estimation of error-components models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonstationary panel data analysis: an overview of some recent developments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Inference in Cointegrated Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Formulation and estimation of dynamic models using panel data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of Dynamic Models with Error Components / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structural analysis of vector error correction models with exogenous \(I(1)\) variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: LONG-RUN STRUCTURAL MODELLING / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient estimation of models for dynamic panel data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Biases in Dynamic Models with Fixed Effects / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistent Estimates Based on Partially Consistent Observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for a unit root in panels with dynamic factors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unit root tests in panel data: asymptotic and finite-sample properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: On bias, inconsistency, and efficiency of various estimators in dynamic panel data models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for unit roots in heterogeneous panels. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating Vector Autoregressions with Panel Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference for unit roots in dynamic panels where the time dimension is fixed / rank
 
Normal rank
Property / cites work
 
Property / cites work: How informative is the initial condition in the dynamic panel model with fixed effects? / rank
 
Normal rank
Property / cites work
 
Property / cites work: GMM estimation with cross sectional dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Initial conditions and moment restrictions in dynamic panel data models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic panel estimation and homogeneity testing under cross section dependence / rank
 
Normal rank

Revision as of 11:23, 24 June 2024

scientific article
Language Label Description Also known as
English
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
scientific article

    Statements

    ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (English)
    0 references
    0 references
    0 references
    0 references
    22 March 2006
    0 references
    tables
    0 references
    random effects specification
    0 references
    fixed effects specification
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references