Nonstationary panel data analysis: an overview of some recent developments
From MaRDI portal
Recommendations
- Linear Regression Limit Theory for Nonstationary Panel Data
- Nonstationary panels, panel cointegration, and dynamic panels
- ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES
- A simple test for nonstationarity in mixed panels: a further investigation
- Unit root tests in panel data: asymptotic and finite-sample properties
Cites work
- A residual-based test of the null of cointegration in panel data
- Another look at the instrumental variable estimation of error-components models
- Asymptotic Properties of Residual Based Tests for Cointegration
- Biases in Dynamic Models with Fixed Effects
- Consistent Estimates Based on Partially Consistent Observations
- Efficient estimation of models for dynamic panel data
- Efficient estimation of panel data models with sequential moment restrictions
- Efficient Tests for an Autoregressive Unit Root
- Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
- Estimating long-run relationships from dynamic heterogeneous panels
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
- Estimation of Dynamic Models with Error Components
- Exploiting cross-section variation for unit root inference in dynamic data
- Formulation and estimation of dynamic models using panel data
- Fully Modified Least Squares and Vector Autoregression
- Handbook of econometrics. Volume I
- scientific article; zbMATH DE number 3650633 (Why is no real title available?)
- scientific article; zbMATH DE number 3984433 (Why is no real title available?)
- scientific article; zbMATH DE number 805005 (Why is no real title available?)
- Initial conditions and moment restrictions in dynamic panel data models
- Large Sample Properties of Generalized Method of Moments Estimators
- Multiple Time Series Regression with Integrated Processes
- Optimal Inference in Cointegrated Systems
- Panel unit root tests and real exchange rates
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Spurious regression and residual-based tests for cointegration in panel data
- Spurious regressions in econometrics
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- The incidental parameter problem since 1948
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- Time Series Regression with a Unit Root
- Understanding spurious regressions in econometrics
Cited in
(23)- On the asymptotic \(t\)-test for large nonstationary panel models
- A new framework for distance and kernel-based metrics in high dimensions
- The econometric analysis of non-stationary spatial panel data
- Identification of panel data models with endogenous censoring
- Nonstationary panels, panel cointegration, and dynamic panels
- Peter C. B. Phillips's contributions to panel data methods
- Unit root tests for panel data with AR(1) errors and small T
- Double unit root tests for cross-sectionally dependent panel data
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
- Testing for spurious regression in a panel data model with the individual number and time length growing
- scientific article; zbMATH DE number 67260 (Why is no real title available?)
- SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES
- Linear Regression Limit Theory for Nonstationary Panel Data
- PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
- Efficient minimum distance estimator for quantile regression fixed effects panel data
- A multilevel model with autoregressive components for the analysis of tribal art prices
- Taking a new contour: a novel approach to panel unit root tests
- ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES
- Parameter estimation and inference with spatial lags and cointegration
- Testing for shifts in a time trend panel data model with serially correlated error component disturbances
- Panel Data Cointegration Testing with Structural Instabilities
- Residual based tests for cointegration in dependent panels
- Unobserved heterogeneity in panel time series models
This page was built for publication: Nonstationary panel data analysis: an overview of some recent developments
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4512504)
