Pages that link to "Item:Q295407"

The following pages link to Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407):

Displaying 15 items.

• Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
• First difference maximum likelihood and dynamic panel estimation (Q2440332) (← links)
• Corrigendum to ``Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model'' (Q2512532) (← links)
• The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
• Backward mean transformation in unit root panel data models (Q2660023) (← links)
• Local Power of Fixed-<i>T</i>  Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends (Q2789390) (← links)
• A Likelihood Ratio Test for Idiosyncratic Unit Roots in the Exact Factor Model with Integrated Factors (Q2816736) (← links)
• A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model (Q2954302) (← links)
• Unit root test for short panels with serially correlated errors (Q4976264) (← links)
• X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION (Q4979939) (← links)
• Lessons from a Decade of IPS and LLC (Q5080584) (← links)
• GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA (Q5411520) (← links)
• First difference transformation in panel VAR models: Robustness, estimation, and inference (Q5862491) (← links)
• Local power of panel unit root tests allowing for structural breaks (Q5864633) (← links)
• Likelihood approach to dynamic panel models with interactive effects (Q6118710) (← links)