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Which panel data estimator should I use? : a corrigendum and extension
Moundigbaye, Mantobaye; Rea, William S.; Reed, W. Robert - 2017
Persistent link: https://www.econbiz.de/10011886424
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Testing for strict stationarity
Kapetanios, George (contributor) - 2007
Persistent link: https://www.econbiz.de/10003475291
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Panel-Corrected Standard Error estimator is good
Reed, W. Robert; Webb, Rachel S. - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008695603
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On estimating long-run effects in models with lagged dependent variables
Reed, W. Robert; Zhu, Min - 2015
Persistent link: https://www.econbiz.de/10011514454
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Determining the stationarity properties of individual series in panel datasets
Kapetanios, George (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867133
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Determining the poolability of individual series in panel datasets
Kapetanios, George (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868048
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On estimating long-run effects in models with lagged dependent variables
Reed, W. Robert; Zhu, Min - 2016 - Revision
Persistent link: https://www.econbiz.de/10011592701
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More evidence on "which panel data estimator should I use?"
Moundigbaye, Mantobaye; Rea, William; Reed, W. Robert - 2016
Persistent link: https://www.econbiz.de/10011592758
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Bootstrap methods for inference in the Parks Model
Moundigbaye, Mantobaye; Messemer, Clarisse; Parks, … - 2016
Persistent link: https://www.econbiz.de/10011592786
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Bootstrap methods for inference in the Parks model
Moundigbaye, Mantobaye; Messemer, Clarisse; Parks, … - 2017 - Rev. edition
Persistent link: https://www.econbiz.de/10011886419