Pages that link to "Item:Q2439092"

The following pages link to Estimating cross-section common stochastic trends in nonstationary panel data (Q2439092):

Displaying 32 items.

• Panel cointegration with global stochastic trends (Q302100) (← links)
• Parameters measuring bank risk and their estimation (Q322446) (← links)
• First-differenced inference for panel factor series (Q356606) (← links)
• A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris (Q413964) (← links)
• Efficient estimation of nonstationary factor models (Q505082) (← links)
• Using large data sets to forecast sectoral employment (Q520398) (← links)
• On bootstrapping panel factor series (Q528127) (← links)
• Multivariate modelling of long memory processes with common components (Q1020895) (← links)
• Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle (Q1623512) (← links)
• On the asymptotic \(t\)-test for large nonstationary panel models (Q1927111) (← links)
• Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
• Extreme canonical correlations and high-dimensional cointegration analysis (Q2323383) (← links)
• Factor models in high-dimensional time series: A time-domain approach (Q2447649) (← links)
• A semiparametric model for heterogeneous panel data with fixed effects (Q2516308) (← links)
• Micro versus macro cointegration in heterogeneous panels (Q2630160) (← links)
• Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← links)
• Multi-population mortality modeling: when the data is too much and not enough (Q2670121) (← links)
• A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (Q2816736) (← links)
• Non-parametric regression with a latent time series (Q3161672) (← links)
• Panel vector autoregression under cross-sectional dependence (Q3521272) (← links)
• Asymptotics for Panel Models with Common Shocks (Q5080153) (← links)
• Factor Model Forecasts of Exchange Rates (Q5080523) (← links)
• IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS (Q5112014) (← links)
• Error-Correction Factor Models for High-dimensional Cointegrated Time Series (Q5134485) (← links)
• Detecting Common Longevity Trends by a Multiple Population Approach (Q5742666) (← links)
• Dynamic factor structure of team performances in Liga MX (Q5865420) (← links)
• Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
• A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK (Q6042900) (← links)
• Confidence intervals of treatment effects in panel data models with interactive fixed effects (Q6199627) (← links)
• Long Memory Factor Model: On Estimation of Factor Memories (Q6620900) (← links)
• Testing for Common Trends in Nonstationary Large Datasets (Q6620933) (← links)
• The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic (Q6620941) (← links)