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Estimation of higher-order spatial autoregressive panel data error component models
Badinger, Harald; Egger, Peter - 2009
This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial …
Persistent link: https://www.econbiz.de/10003808637
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Estimation for spatial dynamic panel data with fixed effects : the case of spatial cointegration
Yu, Jihai; Jong, Robert M. de - In: Journal of econometrics 167 (2012) 1, pp. 16-37
Persistent link: https://www.econbiz.de/10009551450
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Inferential theory for heterogeneity and cointegration in large panels
Trapani, Lorenzo - In: Journal of econometrics 220 (2021) 2, pp. 474-503
Persistent link: https://www.econbiz.de/10012618525
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The empirical relationship between fiscal deficits and inflation (case study: selected Asian economies)
Fakher, Hossein-Ali - In: Iranian economic review : journal of University of Tehran 20 (2016) 4, pp. 551-579
Persistent link: https://www.econbiz.de/10011589455
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Determinants of social spending in Latin America during and after the Washington consensus : a dynamic panel error-correction model analysis
Martín Mayoral, Fernando; Fernández Sastre, Juan - In: Latin American economic review : LAER ; official … 26 (2017), pp. 1-32
estimate a panel error-correction version of an autoregressive distributed lag model to identify the long-term relationships …
Persistent link: https://www.econbiz.de/10011885734
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Effects of fiscal deficit and money M2 supply on inflation : evidence from selected economies of Asia
Van Bon Nguyen - In: Journal of economics, finance & administrative science 20 (2015) 38, pp. 49-53
the Pooled Mean Group (PMG) estimation-based error correction model and the panel differenced GMM (General Method of …
Persistent link: https://www.econbiz.de/10011873032
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Bayesian near-boundary analysis in basic macroeconomic time series models
Pooter, Michiel de; Ravazzolo, Francesco; Segers, Rene; … - 2008
Persistent link: https://www.econbiz.de/10003754318
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Panels with nonstationary multifactor error structures
Kapetanios, George (contributor);  … - 2006
The presence of cross-sectionally correlated error terms invalidates much inferential theory of panel data models … for stationary panel regressions with multifactor error structure. This paper extends this work and examines the important …
Persistent link: https://www.econbiz.de/10003355571
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Panels with nonstationary multifactor error structures
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003360302
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Panels with nonstationary multifactor error structures
Kapetanios, George (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003364871