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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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A semiparametric model for heterogeneous panel data with fixed effects
Boneva, Lena; Linton, Oliver; Vogt, Michael - In: Journal of econometrics 188 (2015) 2, pp. 327-345
Persistent link: https://www.econbiz.de/10011500509
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Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Chudik, Alexander; Pesaran, M. Hashem - In: Journal of econometrics 188 (2015) 2, pp. 393-420
Persistent link: https://www.econbiz.de/10011503218
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Estimation of time-invariant effects in static panel data models
Pesaran, M. Hashem; Zhou, Qiankun - In: Econometric reviews 37 (2018) 6/10, pp. 1137-1171
Persistent link: https://www.econbiz.de/10012040544
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Mean group estimation in presence of weakly cross-correlated estimators
Chudik, Alexander; Pesaran, M. Hashem - In: Economics letters 175 (2019), pp. 101-105
Persistent link: https://www.econbiz.de/10012121199
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Diagnostic tests of cross-section independence for limited dependent variable panel data models
Hsiao, Cheng; Pesaran, M. Hashem; Pick, Andreas - In: Oxford bulletin of economics and statistics 74 (2012) 2, pp. 253-277
Persistent link: https://www.econbiz.de/10009526736
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Large panels with common factors and spatial correlation
Pesaran, M. Hashem; Tosetti, Elisa - In: Journal of econometrics 161 (2011) 2, pp. 182-202
Persistent link: https://www.econbiz.de/10009242172
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Estimation and inference in large heterogeneous panels with a multifactor error structure
Pesaran, M. Hashem - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 967-1012
Persistent link: https://www.econbiz.de/10003346168
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Semiparametric nonlinear panel data models with measurement error
Linton, Oliver; Shiu, Ji-Liang - 2019
Persistent link: https://www.econbiz.de/10012692254
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Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo; La Vecchia, Davide; Linton, Oliver - In: Journal of econometrics 220 (2021) 2, pp. 562-588
Persistent link: https://www.econbiz.de/10012618568