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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - 2012
An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...
Persistent link: https://www.econbiz.de/10009530816
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Themed issue: Topics in health econometrics
Pesaran, M. Hashem (contributor) - 2004
Persistent link: https://www.econbiz.de/10002166262
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Convergence of productivity : a comment
Wang, Zijun - In: Journal of applied econometrics 21 (2006) 7, pp. 1101-1102
Persistent link: https://www.econbiz.de/10003397486
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Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans; Paap, Richard - In: Journal of applied econometrics 17 (2002) 4, pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
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Asympototically perfect and relative convergence of productivity
Hobijn, Bart; Franses, Philip Hans - In: Journal of applied econometrics 15 (2000) 1, pp. 59-81
Persistent link: https://www.econbiz.de/10001465104
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Growth and convergence in a multi-country empirical stochastic Solow model
Lee, Kevin C. - In: Journal of applied econometrics 12 (1997) 4, pp. 357-392
Persistent link: https://www.econbiz.de/10001223750
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Forecasting ultimate resource recovery
Pesaran, M. Hashem - In: International journal of forecasting 11 (1995) 4, pp. 543-555
Persistent link: https://www.econbiz.de/10001203022
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Long memory and level shifts : re-analyzing inflation rates
Bos, Charles S.; Franses, Philip Hans; Ooms, Marius - 1998
Persistent link: https://www.econbiz.de/10000984706
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Testing for ARCH in the presence of addiative outliers
Dijk, Dick van; Franses, Philip Hans; Lucas, André - In: Journal of applied econometrics 14 (1999) 5, pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
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On the correspondence between individual and aggregate food consumption functions : evidence from the USA and The Netherlands
Anderson, Heather M.; Schmidt, Peter - In: Journal of applied econometrics 12 (1997) 5, pp. 477-498
Persistent link: https://www.econbiz.de/10001336657