Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary
Year of publication: |
2011-02
|
---|---|
Authors: | Baltagi, Badi H. ; Kao, Chihwa ; Na, Sanggon |
Institutions: | Center for Policy Research, Maxwell School |
Subject: | Panel Data | OLS | Fixed-Effects | First-Difference | GLS | t-ratio |
-
Baltagi, Badi H., (2007)
-
Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data
Bartolucci, Francesco, (2015)
-
Change point estimation in panel data without boundary issue
Peštová, Barbora, (2017)
- More ...
-
On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments
Baltagi, Badi H., (2012)
-
A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model
Baltagi, Badi H., (2012)
-
Baltagi, Badi H., (2012)
- More ...