Pages that link to "Item:Q1899227"

The following pages link to Estimating long-run relationships from dynamic heterogeneous panels (Q1899227):

Displaying 50 items.

• Panel data analysis with heterogeneous dynamics (Q130132) (← links)
• On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks (Q280238) (← links)
• A joint serial correlation test for linear panel data models (Q295708) (← links)
• A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
• Panel cointegration with global stochastic trends (Q302100) (← links)
• Exchange rate regimes and fiscal multipliers (Q311124) (← links)
• Panel data models with multiple time-varying individual effects (Q386936) (← links)
• A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris (Q413964) (← links)
• Estimating aggregate autoregressive processes when only macro data are available (Q485694) (← links)
• Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
• A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
• Robust estimation under error cross section dependence (Q529792) (← links)
• Large panels with common factors and spatial correlation (Q530595) (← links)
• Cointegration in a historical perspective (Q736567) (← links)
• Panels with non-stationary multifactor error structures (Q737289) (← links)
• The linearisation and optimal control of large nonlinear rational expectations models by persistent excitation (Q857744) (← links)
• Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
• Forecasting the path of China's CO\(_2\) emissions using province-level information (Q929881) (← links)
• Unobserved heterogeneity in panel time series models (Q959319) (← links)
• An experimental test of Taylor-type rules with inexperienced central bankers (Q975365) (← links)
• Early warning systems for sovereign debt crises: The role of heterogeneity (Q1010489) (← links)
• Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
• Convergence of the static estimation toward the long run effects of dynamic panel data models (Q1292445) (← links)
• Testing serial correlation in semiparametric panel data models (Q1305628) (← links)
• Spurious regression and residual-based tests for cointegration in panel data (Q1305656) (← links)
• Long-run effects of price promotions in scanner markets (Q1305793) (← links)
• Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline (Q1362066) (← links)
• Can the intertemporal budget constraint explain the Feldstein-Horioka puzzle? (Q1389552) (← links)
• Cross-sectional aggregation of nonlinear models (Q1574218) (← links)
• A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections (Q1586555) (← links)
• Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: some empirical evidence from US electricity and natural-gas consumption. (Q1608838) (← links)
• Sectoral inflation and the Phillips curve: what has changed Since the great recession? (Q1629635) (← links)
• A dynamic model of bank valuation (Q1670146) (← links)
• Mean group estimation in presence of weakly cross-correlated estimators (Q1714093) (← links)
• Testing for unit roots in heterogeneous panels. (Q1810678) (← links)
• Tax policy and state economic growth: the long-run and short-run of it (Q1925709) (← links)
• Water abundance and an EKC for water pollution (Q1925937) (← links)
• On the asymptotic \(t\)-test for large nonstationary panel models (Q1927111) (← links)
• Forecasting with spatial panel data (Q1927120) (← links)
• Financing constraints and firm inventory investment: a reexamination (Q1929046) (← links)
• Macro-panels and reality (Q1934813) (← links)
• Pushing the limit? Fiscal policy in the European Monetary Union (Q1994160) (← links)
• 50 years of capital mobility in the eurozone: breaking the Feldstein-Horioka puzzle (Q2121115) (← links)
• The adaptive investment effect: evidence from Chinese provinces (Q2208684) (← links)
• Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
• Estimation of heterogeneous panels with systematic slope variations (Q2224984) (← links)
• Heterogeneous structural breaks in panel data models (Q2224988) (← links)
• Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure (Q2224991) (← links)
• Technological and non-technological drivers of productivity dynamics in developed and emerging market economies (Q2246784) (← links)
• The role of the efficiency gap for spillovers from FDI: evidence from the UK electronics and engineering sectors (Q2316836) (← links)