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A bias-corrected CD test for error
cross-sectional
dependence in panel data models with latent factors
Pesaran, M. Hashem
;
Xie, Yimeng
-
2021
Persistent link: https://www.econbiz.de/10013259565
Saved in:
2
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
3
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
-
2019
Persistent link: https://www.econbiz.de/10012698841
Saved in:
4
When is the fiscal multiplier high? : a comparison of four business cycle phases
Berge, Travis
;
Ridder, Maarten de
;
Pfajfar, Damjan
-
2020
Persistent link: https://www.econbiz.de/10013203271
Saved in:
5
Text-based linkages and local risk spillovers in the equity market
Ge, Shuyi
-
2020
Persistent link: https://www.econbiz.de/10013206476
Saved in:
6
Spatial and spatio-temporal engle-granger representations, networks and common correlated effects
Bhattacharjee, Arnab
;
Ditzen, Jan
;
Holly, Sean
-
2020
Persistent link: https://www.econbiz.de/10013205488
Saved in:
7
Exponent of
cross-sectional
dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
8
Weak and strong cross section dependence and estimation of large panels
Chudik, Alexander
;
Pesaran, M. Hashem
;
Tosetti, Elisa
-
2009
Persistent link: https://www.econbiz.de/10003877033
Saved in:
9
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Pesaran, M. Hashem
;
Chudik, Alexander
-
2013
Persistent link: https://www.econbiz.de/10009754530
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