Pages that link to "Item:Q4512504"

The following pages link to Nonstationary panel data analysis: an overview of some recent developments (Q4512504):

Displaying 18 items.

• Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
• Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
• Residual based tests for cointegration in dependent panels (Q738179) (← links)
• Unobserved heterogeneity in panel time series models (Q959319) (← links)
• On the asymptotic \(t\)-test for large nonstationary panel models (Q1927111) (← links)
• A new framework for distance and kernel-based metrics in high dimensions (Q2074298) (← links)
• Identification of panel data models with endogenous censoring (Q2630349) (← links)
• PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS (Q2878821) (← links)
• Unit root tests for panel data with AR(1) errors and small T (Q2896001) (← 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)
• Testing for spurious regression in a panel data model with the individual number and time length growing (Q3592616) (← links)
• SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES (Q4443964) (← links)
• PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Q4653563) (← links)
• A multilevel model with autoregressive components for the analysis of tribal art prices (Q5130328) (← links)
• ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES (Q5314887) (← links)
• Parameter estimation and inference with spatial lags and cointegration (Q5860949) (← links)
• Testing for shifts in a time trend panel data model with serially correlated error component disturbances (Q5861011) (← links)