Pages that link to "Item:Q4439306"
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The following pages link to Dynamic panel estimation and homogeneity testing under cross section dependence (Q4439306):
Displayed 24 items.
- 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)
- 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<sup>†</sup> (Q5865520) (← links)
- Uniform inference in linear panel data models with two-dimensional heterogeneity (Q6108272) (← links)
- Forward detrending for heteroskedasticity-robust panel unit root testing (Q6134145) (← links)
- Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures<sup>†</sup> (Q6134149) (← links)