Panels with nonstationary multifactor error structures
Year of publication: |
2006
|
---|---|
Authors: | Kapetanios, George ; Pesaran, M. Hashem ; Yamagata, Takashi |
Publisher: |
London : Queen Mary University of London, Department of Economics |
Subject: | Cross section dependence, Large panels, Unit roots, Principal components, Common correlated effects |
Series: | Working Paper ; 569 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 517657139 [GVK] hdl:10419/62806 [Handle] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C33 - Models with Panel Data |
Source: |
-
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels
Juodis, Arturas, (2020)
-
A Statistical Test of City Growth: Location, Increasing Returns and Random Growth
González-Val, Rafael, (2010)
-
Growth in a cross-section of cities: location, increasing returns or random growth?
González-Val, Rafael, (2011)
- More ...
-
Panels with non-stationary multifactor error structures
Kapetanios, George, (2011)
-
Panels with nonstationary multifactor error structures
Kapetanios, George, (2006)
-
Panels with nonstationary multifactor error structures
Kapetanios, George, (2006)
- More ...