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Common correlated effects estimation of dynamic panels with cross-sectional dependence
Everaert, Gerdie; De Groote, Tom - In: Econometric reviews 35 (2016) 1/4, pp. 428-463
Persistent link: https://www.econbiz.de/10011550021
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A robust test for serial correlation in panel data models
Chen, Bin - In: Econometric reviews 41 (2022) 9, pp. 1095-1112
Persistent link: https://www.econbiz.de/10013364945
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Two-way fixed effects versus panel factor-augmented estimators : asymptotic comparison among pretesting procedures
Han, Minyu; Kwak, Jihun; Sul, Donggyu - In: Econometric reviews 41 (2022) 3, pp. 291-320
it is not, practitioners need to run the so-called panel factor augmented regression instead. There are two pretesting …
Persistent link: https://www.econbiz.de/10013364881
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Testing for serial correlation in fixed-effects panel data models
Born, Benjamin; Breitung, Jörg - In: Econometric reviews 35 (2016) 5/7, pp. 1290-1316
Persistent link: https://www.econbiz.de/10011591304
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A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D. - In: Econometric reviews 35 (2016) 5/7, pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992
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Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation
Halunga, Andreea G.; Savva, Christos S. - In: Econometric reviews 38 (2019) 6, pp. 660-678
Persistent link: https://www.econbiz.de/10012181343
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An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation
Sun, Yixiao; Wang, Xuexin - In: Econometric reviews 41 (2022) 2, pp. 177-206
Persistent link: https://www.econbiz.de/10013167603
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Structural breaks in panel data : large number of panels and short length time series
Antoch, Jaromír; Hanousek, Jan; Horváth, Lajos; … - In: Econometric reviews 38 (2019) 7, pp. 828-855
Persistent link: https://www.econbiz.de/10012181361
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True versus spurious long memory : some theoretical results and a Monte Carlo comparison
Leccadito, Arturo; Rachedi, Omar; Urga, Giovanni - In: Econometric reviews 34 (2015) 1/5, pp. 452-479
Persistent link: https://www.econbiz.de/10011373268
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Asymptotic distribution theory for break point estimators in models estimated via 2SLS
Boldea, Otilia; Hall, Alastair R.; Han, Sanggohn - In: Econometric reviews 31 (2012) 1/3, pp. 1-33
Persistent link: https://www.econbiz.de/10009515976