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Joint LM test for homoskedasticity in a one-wa error component model
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Journal of econometrics 134 (2006) 2, pp. 401-417
Persistent link: https://www.econbiz.de/10003374325
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On the effect of mean-nonstationarity in dynamic panel data models
Hayakawa, Kazuhiko - In: Journal of econometrics 153 (2009) 2, pp. 133-135
Persistent link: https://www.econbiz.de/10003920282
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Seemingly unrelated regressions with spatial error components
Baltagi, Badi H.; Pirotte, Alain - In: Empirical economics : a journal of the Institute for … 40 (2011) 1, pp. 5-49
Persistent link: https://www.econbiz.de/10008859122
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Are EU budget deficits stationary?
Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - In: Empirical economics : a journal of the Institute for … 38 (2010) 3, pp. 767-778
Persistent link: https://www.econbiz.de/10003951659
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models : some additional results
Hayakawa, Kazuhiko - In: Journal of econometrics 159 (2010) 1, pp. 202-208
Persistent link: https://www.econbiz.de/10008839928
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A nonlinear panel data model of cross-sectional dependence
Kapetanios, George; Mitchell, James; Shin, Yongcheol - In: Journal of econometrics 179 (2014) 2, pp. 134-157
Persistent link: https://www.econbiz.de/10010372654
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Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko; Pesaran, M. Hashem - In: Journal of econometrics 188 (2015) 1, pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
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Does purchasing power parity hold in African less developed countries? : Evidence from a panel data unit root test
Holmes, Mark J. - 1998
Persistent link: https://www.econbiz.de/10001428284
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Testing for unit roots in heterogeneous panels
Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - In: Journal of econometrics 115 (2003) 1, pp. 53-74
Persistent link: https://www.econbiz.de/10001758134
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Homogeneous, heterogeneous or shrinkage estimators? : some empirical evidence from French regional gasoline consumption
Baltagi, Badi H.; Bresson, Georges; Griffin, James M.; … - In: Empirical economics : a journal of the Institute for … 28 (2003) 4, pp. 795-811
Persistent link: https://www.econbiz.de/10001798190