Pooled Mean Group Estimation of Dynamic Heterogeneous Panels

DOI10.2307/2670182zbMATH Open1072.62635OpenAlexW3122337972MaRDI QIDQ4541237FDOQ4541237

Ron Smith, M. Hashem Pesaran, Yongcheol Shin

Publication date: 30 July 2002

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

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

Cited In (35)

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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
IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS
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
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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