Pages that link to "Item:Q737289"

The following pages link to Panels with non-stationary multifactor error structures (Q737289):

Displaying 36 items.

• An alternative semiparametric model for spatial panel data (Q73641) (← links)
• The long-run determinants of fertility: one century of demographic change 1900--1999 (Q381050) (← links)
• Estimation of fractionally integrated panels with fixed effects and cross-section dependence (Q503560) (← links)
• On the role of the rank condition in CCE estimation of factor-augmented panel regressions (Q506045) (← links)
• A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032) (← links)
• Large panels with common factors and spatial correlation (Q530595) (← links)
• Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
• A spatio-temporal model of house prices in the USA (Q736568) (← links)
• Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
• Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
• Identifying latent grouped patterns in panel data models with interactive fixed effects (Q1792463) (← links)
• On the asymptotic \(t\)-test for large nonstationary panel models (Q1927111) (← links)
• Real exchange rates and the balance of trade: does the J-curve effect really hold? (Q2002442) (← links)
• Real exchange rate misalignments in the euro area (Q2046998) (← links)
• Estimation of partially linear panel data models with cross-sectional dependence (Q2121167) (← links)
• Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
• Instrumental variables estimation in large heterogeneous panels with multifactor structure (Q2181488) (← links)
• On the robustness of the pooled CCE estimator (Q2224980) (← links)
• Inferential theory for heterogeneity and cointegration in large panels (Q2224989) (← links)
• Recursive estimation in large panel data models: theory and practice (Q2236876) (← links)
• Semi-parametric single-index panel data models with interactive fixed effects: theory and practice (Q2330739) (← links)
• On the estimation and inference in factor-augmented panel regressions with correlated loadings (Q2439796) (← links)
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
• Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks (Q2658757) (← links)
• INTEGRATION OF NORTH AND SOUTH AMERICAN PLAYERS IN JAPAN'S PROFESSIONAL BASEBALL LEAGUES (Q2819296) (← links)
• SIZE, OPENNESS, AND MACROECONOMIC INTERDEPENDENCE (Q2980199) (← links)
• DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828) (← links)
• Weak and strong cross‐section dependence and estimation of large panels (Q3018486) (← links)
• The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (Q3557577) (← links)
• Asymptotics for Panel Models with Common Shocks (Q5080153) (← links)
• Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
• Testing for error cross-sectional uncorrelatedness in a two-way error components panel data model (Q5154116) (← links)
• Testing for Panel Cointegration Using Common Correlated Effects Estimators (Q5283413) (← links)
• Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence (Q5860891) (← links)
• Common factors and spatial dependence: an application to US house prices (Q5861047) (← links)
• Cross-section bootstrap for CCE regressions (Q6118712) (← links)