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 26 items.
- A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris (Q413964) (← links)
- A new unit root test against ESTAR based on a class of modified statistics (Q451481) (← links)
- Panel unit root tests by combining dependent \(P\) values: a comparative study (Q642446) (← links)
- The effects of cross-section dimension \(n\) in panel co-integration test (Q718202) (← links)
- Unobserved heterogeneity in panel time series models (Q959319) (← links)
- A robust sign test for panel unit roots under cross sectional dependence (Q961277) (← links)
- Optimal tests against the alternative hypothesis of panel unit roots (Q961422) (← links)
- Bias-adjusted estimation in the ARX(1) model (Q1019969) (← links)
- Recursive mean adjustment for panel unit root tests (Q1927573) (← links)
- Comparison of panel unit root tests under cross sectional dependence (Q1928647) (← links)
- Tests for asymmetry in possibly nonstationary dynamic panel models (Q1929071) (← links)
- Unit root tests for cross-sectionally dependent seasonal panels (Q1929474) (← links)
- The error-in-rejection probability of meta-analytic panel tests (Q1934902) (← 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)
- PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Q4653563) (← links)
- ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES (Q5314887) (← links)
- EFFICIENT ESTIMATION OF FACTOR MODELS (Q5389953) (← links)
- Mean group tests for stationarity in heterogeneous panels (Q5469922) (← links)