Pages that link to "Item:Q2439092"
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The following pages link to Estimating cross-section common stochastic trends in nonstationary panel data (Q2439092):
Displayed 34 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)
- BTtest (Q5978115) (← links)
- A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK (Q6042900) (← links)
- Identification of Time-Varying Factor Models (Q6150349) (← links)
- Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors (Q6150354) (← links)
- Inference in Heavy-Tailed Nonstationary Multivariate Time Series (Q6154015) (← links)
- Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data (Q6185567) (← links)
- Confidence intervals of treatment effects in panel data models with interactive fixed effects (Q6199627) (← links)