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A possible new approach of panel modelling

Jozsef, Sandor; Korosi, Gabor; Matyas, Laszlo - In: Structural Change and Economic Dynamics 3 (1992) 2, pp. 357-374

Persistent link: https://www.econbiz.de/10005397205

Price markups and returns to scale in imperfect markets: Bulgaria and Hungary

Dobrinsky, Rumen; Korosi, Gabor; Markov, Nikolay; … - In: Journal of Comparative Economics 34 (2006) 1, pp. 92-110

Persistent link: https://www.econbiz.de/10005262378

Simultaneous error components models when panel data are incomplete

Matyas, Laszlo; Lovrics, Laszlo - In: Economics Letters 39 (1992) 3, pp. 251-259

Persistent link: https://www.econbiz.de/10005307468

Growth convergence: some panel data evidence

Lee, Michael; Longmire, Ritchard; Matyas, Laszlo; … - In: Applied Economics 30 (1998) 7, pp. 907-912

This paper implements a panel data approach of the Solow model to study the phenomenon of growth convergence for 22 OECD countries. It shows that although the derived estimable Solow model is probably underspecified from an econometric point of view, it is still possible to conclude that there...

Persistent link: https://www.econbiz.de/10009227868

Missing observations and panel data : A Monte-Carlo analysis

Matyas, Laszlo; Lovrics, Laszlo - In: Economics Letters 37 (1991) 1, pp. 39-44

Persistent link: https://www.econbiz.de/10005159184

Small sample properties of simultaneous error components models

Matyas, Laszlo; Lovrics, Laszlo - In: Economics Letters 32 (1990) 1, pp. 25-34

Persistent link: https://www.econbiz.de/10005159216

Panel data analysis: An introductory overview

Blundell, Richard; Matyas, Laszlo - In: Structural Change and Economic Dynamics 3 (1992) 2, pp. 291-299

Persistent link: https://www.econbiz.de/10005397180

Robustness of tests for error components models to non-normality

Blanchard, Pierre; Matyas, Laszlo - In: Economics Letters 51 (1996) 2, pp. 161-167

Persistent link: https://www.econbiz.de/10005270337