Pooled Mean Group Estimation of Dynamic Heterogeneous Panels

DOI10.2307/2670182MaRDI QIDQ4541237zbMATH OpenOpenAlexFDO

Authors M. Hashem Pesaran, Yongcheol Shin, Ron Smith

Publication date 30 July 2002

Full work available at URL http://www.econ.ed.ac.uk/papers/id16_esedps.pdf

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cited in

(39)

• Technological and non-technological drivers of productivity dynamics in developed and emerging market economies
• Do countries converge to their steady states at different rates?
• Econometric aspects of convergence: a survey
• The environmental Kuznets curve: functional form, time‐varying heterogeneity and outliers in a panel setting
• Identifying latent grouped patterns in cointegrated panels
• Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model.
• Does human capital matter for growth in OECD countries? A pooled mean-group approach.
• Does household borrowing reduce the trade balance? Evidence from developing and developed countries
• On modeling panels of time series
• The Sun also rises: productivity convergence between Japan and the USA
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
• 50 years of capital mobility in the eurozone: breaking the Feldstein-Horioka puzzle
• Estimation of heterogeneous autoregressive parameters with short panel data
• Panel data measures of price discovery
• Reflections on ``Testing for unit roots in heterogeneous panels
• Inflation, output growth, volatility and causality: evidence from panel data and the G7 countries
• Time-specific average estimation of dynamic panel regressions
• Panel data nowcasting
• Unified Inference for Panel Autoregressive Models With Unobserved Grouped Heterogeneity
• Robust IV inference with clustering dependence
• Tax policy and state economic growth: the long-run and short-run of it
• Water abundance and an EKC for water pollution
• Trade effects of scale economies: evidence from four EU countries
• Global production sharing and the measurement of price elasticity in international trade
• A dynamic model of bank valuation
• A panel data analysis of uncovered interest parity and time-varying risk premium
• Does diversification promote risk reduction and profitability raise? Estimation of dynamic impacts using the pooled mean group model
• A Test of the validity of Crowding-out (or- in) hypothesis: A new examination of link between public borrowing and private investment in Emerging Europe
• A nonlinear panel ARDL analysis of pollution haven/halo hypothesis
• Uniform inference in linear panel data models with two-dimensional heterogeneity
• Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels
• Inference and testing breaks in large dynamic panels with strong cross sectional dependence
• Transmission of nominal exchange rate changes to export prices and trade flows and implications for exchange rate policy
• Income inequality and economic growth: heterogeneity and nonlinearity
• Panel data analysis with heterogeneous dynamics
• Real exchange rates, the trade balance and net foreign assets: long-run relationships and measures of misalignment
• A Parametric approach to the Estimation of Cointegration Vectors in Panel Data
• Identifying latent group structures in nonlinear panels
• Modelling banks' lending behaviour in a capital-regulated framework

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