Pooled Mean Group Estimation of Dynamic Heterogeneous Panels

DOI10.2307/2670182zbMATH Open1072.62635OpenAlexW3122337972MaRDI QIDQ4541237FDOQ4541237

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

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

Cited In (35)

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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
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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
Transmission of nominal exchange rate changes to export prices and trade flows and implications for exchange rate policy
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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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