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The Error Structure of Time Series Cross-Section Hedonic Models with Sporadic Event Timing and Serial Correlation
Amacher, Gregory S. - 2016
When estimating hedonic models of housing prices, the use of time series cross-section repeat sales data can provide improvements in estimator efficiency and correct for unobserved characteristics. However, in cases where serial correlation is present, the irregular timing of sales should also...
Persistent link: https://www.econbiz.de/10012998589
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T-statistic based correlation and heterogeneity robust inference
Ibragimov, Rustam (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003480434
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Modeling panels of intercorrelated autoregressive time series
Hjellvik, Vidar; Tjostheim, Dag - 1998
We propose a method of modeling panel time series data with both inter- and intra-individual correlation, and of … series ; Autoregressive ; Burg-type estimates ; Intercorrelated ; Panel data …
Persistent link: https://www.econbiz.de/10009578021
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Panel estimation for worriers
Banerjee, Anindya; Eberhardt, Markus; Reade, J. James - 2010
Persistent link: https://www.econbiz.de/10009374189
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System estimation of panel data models under long-range dependence
Ergemen, Yunus Emre - 2016
Persistent link: https://www.econbiz.de/10011421766
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A lagrange multiplier-type test for idiosyncratic unit roots in the exact factor model under misspecification
Zhou, Xingwu; Solberger, Martin - 2013
Persistent link: https://www.econbiz.de/10010199465
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Time-series small area estimation for unemployment based on a rotating panel survey
Boonstra, Harm Jan - 2014
Persistent link: https://www.econbiz.de/10010393924
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Testing for stationary in panel data models when disturbances are cross-sectionally correlated
Jönsson, Kristian (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002099608
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Panel data econometrics : modelling and estimation
Hübler, Olaf (contributor) - 2005
This paper presents a survey on panel data methods in which I emphasize new developements. In particular, linear …
Persistent link: https://www.econbiz.de/10003091770
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A two-step first-difference estimator for a panel data tobit model
Kalwij, Adriaan S. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002046979