Pages that link to "Item:Q290939"

The following pages link to Testing slope homogeneity in large panels (Q290939):

Displaying 33 items.

• A simple new test for slope homogeneity in panel data models with interactive effects (Q114806) (← links)
• Panel data analysis with heterogeneous dynamics (Q130132) (← links)
• Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
• A joint serial correlation test for linear panel data models (Q295708) (← links)
• Panel cointegration with global stochastic trends (Q302100) (← 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)
• Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
• Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
• Currency misalignments in the BRIICS countries: fixed vs. floating exchange rates (Q1628351) (← links)
• Identifying latent grouped patterns in panel data models with interactive fixed effects (Q1792463) (← links)
• Inference without smoothing for large panels with cross-sectional and temporal dependence (Q2024477) (← links)
• International fiscal-financial spillovers: the effect of fiscal shocks on cross-border bank lending (Q2047007) (← links)
• The role of heterogeneous risk preferences, discount rates, and earnings expectations in college major choice (Q2088269) (← links)
• Rank-based test for slope homogeneity in high-dimensional panel data models (Q2142463) (← links)
• Testing slope homogeneity in panel data models with a multifactor error structure (Q2175649) (← links)
• Financial crises and economic recovery: cross-country heterogeneity and cross-sectional dependence (Q2208879) (← links)
• Heterogeneous panel data models with cross-sectional dependence (Q2224885) (← 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)
• Inferential theory for heterogeneity and cointegration in large panels (Q2224989) (← links)
• Are professional forecasters Bayesian? (Q2246688) (← links)
• Expectation of quadratic forms in normal and nonnormal variables with applications (Q2266889) (← links)
• On time-varying factor models: estimation and testing (Q2294514) (← links)
• Estimation of heterogeneous autoregressive parameters with short panel data (Q2354865) (← links)
• Testing slope homogeneity in large panels with serial correlation (Q2453036) (← links)
• Testing for heteroskedasticity in fixed effects models (Q2512616) (← links)
• NEYMAN’S C(<i>α</i>) TEST FOR UNOBSERVED HETEROGENEITY (Q2981823) (← links)
• Uniform inference in linear panel data models with two-dimensional heterogeneity (Q6108272) (← links)
• Cross-section bootstrap for CCE regressions (Q6118712) (← links)
• A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR (Q6122159) (← links)
• Technological innovation, natural resources, financial inclusion, and environmental degradation in BRI economies (Q6198955) (← links)
• Panel data models with time-varying latent group structures (Q6199628) (← links)