Similar Search Results

Nonstationary panel data analysis : an overview of some recent developments

Phillips, Peter C. B.; Moon, Hyungsik R. - 1999

Persistent link: https://www.econbiz.de/10001389310

Functional coefficient panel modeling with communal smoothing covariates

Phillips, Peter C. B.; Wang, Ying - 2019

Persistent link: https://www.econbiz.de/10012062413

Homogeneity pursuit in panel data models : theory and applications

Wang, Wuyi; Phillips, Peter C. B.; Su, Liangjun - 2016

Persistent link: https://www.econbiz.de/10011647488

Uniform inference in panel autoregression

Chao, John C.; Phillips, Peter C. B. - 2017

Persistent link: https://www.econbiz.de/10011647633

The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression

Phillips, Peter C. B.; Han, Chirok - 2014

Persistent link: https://www.econbiz.de/10010463722

Dynamic panel GMM with near unity

Phillips, Peter C. B. - 2014

Persistent link: https://www.econbiz.de/10010463725

Identifying latent structures in panel data

Su, Liangjun; Shi, Zhentao; Phillips, Peter C. B. - 2014

Persistent link: https://www.econbiz.de/10010464135

Uniform inference in panel autoregression

Chao, John C.; Phillips, Peter C. B. - In: Econometrics : open access journal 7 (2019) 4/45, pp. 1-28

This paper considers estimation and inference concerning the autoregressive coefficient (p) in a panel autoregression … extensive set of new results on the asymptotic behavior of panel IV estimators in weak instrument settings. …

Persistent link: https://www.econbiz.de/10012160749

Lag length selection in panel autoregression

Han, Chirok; Phillips, Peter C. B.; Sul, Donggyu - In: Econometric reviews 36 (2017) 1/3, pp. 225-240

Persistent link: https://www.econbiz.de/10011795190

Dynamic panel modeling of climate change

Phillips, Peter C. B. - 2018

Persistent link: https://www.econbiz.de/10011948750