Pages that link to "Item:Q4439306"

The following pages link to Dynamic panel estimation and homogeneity testing under cross section dependence (Q4439306):

Displaying 45 items.

• The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
• Reflections on ``Testing for unit roots in heterogeneous panels'' (Q2697970) (← links)
• Testing for Panel Unit Roots under General Cross-sectional Dependence (Q2816711) (← links)
• A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (Q2816736) (← links)
• PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS (Q2878821) (← links)
• NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS (Q2936837) (← links)
• A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model (Q2954302) (← links)
• DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828) (← links)
• BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS (Q3108565) (← links)
• Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681) (← links)
• A Panel Unit Root Test with Good Power in Small Samples (Q3183722) (← links)
• Double unit root tests for cross-sectionally dependent panel data (Q3183852) (← links)
• ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (Q3377454) (← links)
• Panel vector autoregression under cross-sectional dependence (Q3521272) (← links)
• On the impact of error cross-sectional dependence in short dynamic panel estimation (Q3566438) (← links)
• PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION (Q3580635) (← links)
• TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE (Q3632373) (← links)
• Analysis of the cross-effects in a cross-lagged panel study (Q3738413) (← links)
• Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm (Q4607391) (← links)
• PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Q4653563) (← links)
• TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS (Q4979493) (← links)
• Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
• An Intersection Test for Panel Unit Roots (Q5080544) (← links)
• A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence (Q5080554) (← links)
• Lessons from a Decade of IPS and LLC (Q5080584) (← links)
• Nonparametric Estimation in Large Panels with Cross-Sectional Dependence (Q5080589) (← links)
• Tests for random time effects and spatial error correlation in panel regression models (Q5169754) (← links)
• Heteroskedasticity‐Robust Unit Root Testing for Trending Panels (Q5237524) (← links)
• THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH <i>N</i> AND <i>T</i> ARE LARGE (Q5255877) (← links)
• ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES (Q5314887) (← links)
• EFFICIENT ESTIMATION OF FACTOR MODELS (Q5389953) (← links)
• Tests for seasonal unit roots in panels of cross-sectionally correlated time series (Q5400784) (← links)
• Mean group tests for stationarity in heterogeneous panels (Q5469922) (← links)
• Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence (Q5864364) (← links)
• Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions (Q5864373) (← links)
• Panel data measures of price discovery (Q5865511) (← links)
• An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels^† (Q5865520) (← links)
• Uniform inference in linear panel data models with two-dimensional heterogeneity (Q6108272) (← links)
• A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR (Q6122159) (← links)
• Central limit theory for combined cross section and time series with an application to aggregate productivity shocks (Q6542441) (← links)
• Market power and income disparities: how can firms influence the gap between capital and labor earnings (Q6585896) (← links)
• Unit Root Inference in Generally Trending and Cross-Correlated Fixed-<i>T</i> Panels (Q6623198) (← links)
• Testing for Slope Heterogeneity Bias in Panel Data Models (Q6634903) (← links)
• Validating approximate slope homogeneity in large panels (Q6664673) (← links)
• Efficient estimation of a partially linear panel data model with cross-sectional dependence (Q6667479) (← links)