Pages that link to "Item:Q4439306"
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The following pages link to Dynamic panel estimation and homogeneity testing under cross section dependence (Q4439306):
Displaying 50 items.
- A simple new test for slope homogeneity in panel data models with interactive effects (Q114806) (← links)
- An instrumental variable approach for panel unit root tests under cross-sectional dependence (Q278051) (← links)
- Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence (Q278496) (← links)
- Incidental trends and the power of panel unit root tests (Q289163) (← links)
- Testing slope homogeneity in large panels (Q290939) (← links)
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large (Q295707) (← links)
- A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
- Panel cointegration with global stochastic trends (Q302100) (← links)
- A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris (Q413964) (← links)
- A new unit root test against ESTAR based on a class of modified statistics (Q451481) (← links)
- Efficient estimation of nonstationary factor models (Q505082) (← links)
- Testing economic convergence in non-stationary panel (Q518889) (← links)
- Taking a new contour: a novel approach to panel unit root tests (Q527966) (← links)
- Sieve estimation of panel data models with cross section dependence (Q527969) (← links)
- Large panels with common factors and spatial correlation (Q530595) (← links)
- A generalized nonlinear IV unit root test for panel data with cross-sectional dependence (Q530977) (← links)
- Panel unit root tests by combining dependent \(P\) values: a comparative study (Q642446) (← links)
- The effects of cross-section dimension \(n\) in panel co-integration test (Q718202) (← links)
- Testing for a unit root in a random coefficient panel data model (Q738151) (← links)
- Unit root tests for panel MTAR model with cross-sectionally dependent error (Q745497) (← links)
- A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
- Unobserved heterogeneity in panel time series models (Q959319) (← links)
- A robust sign test for panel unit roots under cross sectional dependence (Q961277) (← links)
- Optimal tests against the alternative hypothesis of panel unit roots (Q961422) (← links)
- Bias-adjusted estimation in the ARX(1) model (Q1019969) (← links)
- Testing for heteroskedasticity and spatial correlation in a two way random effects model (Q1615227) (← links)
- Performance of unit root tests in unbalanced panels: experimental evidence (Q1621245) (← links)
- Nonstationary-volatility robust panel unit root tests and the great moderation (Q1621963) (← links)
- Stationary bootstrapping for semiparametric panel unit root tests (Q1623765) (← links)
- A unit root test against globally stationary ESTAR models when local condition is non-stationary (Q1668515) (← links)
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
- Recursive mean adjustment for panel unit root tests (Q1927573) (← links)
- Comparison of panel unit root tests under cross sectional dependence (Q1928647) (← links)
- Tests for asymmetry in possibly nonstationary dynamic panel models (Q1929071) (← links)
- Unit root tests for cross-sectionally dependent seasonal panels (Q1929474) (← links)
- The error-in-rejection probability of meta-analytic panel tests (Q1934902) (← links)
- Asymptotic normal tests for integration in panels with cross-dependent units (Q2006894) (← links)
- Rank-based test for slope homogeneity in high-dimensional panel data models (Q2142463) (← links)
- Testing slope homogeneity in panel data models with a multifactor error structure (Q2175649) (← links)
- Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
- Inferential theory for heterogeneity and cointegration in large panels (Q2224989) (← links)
- Nonstationary panel models with latent group structures and cross-section dependence (Q2225013) (← links)
- QML estimation of dynamic panel data models with spatial errors (Q2343773) (← links)
- The effect of recursive detrending on panel unit root tests (Q2343821) (← links)
- Unit root tests for cross-sectionally dependent panels: the influence of observed factors (Q2344381) (← links)
- New tools for understanding the local asymptotic power of panel unit root tests (Q2354858) (← links)
- Testing for a unit root in panels with dynamic factors (Q2439090) (← links)
- Panel unit root tests in the presence of a multifactor error structure (Q2440389) (← links)
- Robust panel unit root tests for cross-sectionally dependent multiple time series (Q2445736) (← links)
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
