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Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan; Sögner, Leopold - In: Econometric reviews 38 (2019) 6, pp. 597-635
Persistent link: https://www.econbiz.de/10012181339
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Testing for unit roots and cointegration in spatial cross-section data
Beenstock, Michael; Feldman, Dan; Felzenshtain, Daniyel - In: Spatial economic analysis : the journal of the Regional … 7 (2012) 2, pp. 203-222
Persistent link: https://www.econbiz.de/10009581206
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Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data
Haldrup, Niels; Hylleberg, Svend; Pons, Gabriel; … - 2008
This paper presents a new framework for coping with problems often encountered when modeling seasonal high frequency data containing both flow and stock variables. The idea is to apply a multivariate weekly representation of a daily periodic model and to exploit the possible cointegration and...
Persistent link: https://www.econbiz.de/10014217224
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New directions in econometric practice : general to specific modelling, cointegration and vector autoregression
Charemza, Wojciech; Deadman, Derek F. - 1997 - 2. ed.
Persistent link: https://www.econbiz.de/10000613833
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Assessing the triple deficit hypothesis for major South Asian countries : a panel data analysis
Shastri, Shruti; Giri, Arun Kumar; Mohapatra, Geetilaxmi - In: International journal of economics and financial issues … 7 (2017) 4, pp. 292-299
Persistent link: https://www.econbiz.de/10011824265
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On the Estimation and Inference of a Cointegrated Regression in Panel Data
Kao, Chihwa - 2011
panel cointegrated regression models. Monte Carlo results illustrate the sampling behavior of the proposed estimators and …
Persistent link: https://www.econbiz.de/10013127238
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On the Estimation and Inference of a Cointegrated Regression in Panel Data
Kao, Chihwa; Chiang, Min-Hsien - 1997
(DOLS) estimators in cointegrated regression models in panel data. We show that the OLS, FM, and DOLS estimators are all …
Persistent link: https://www.econbiz.de/10014149909
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Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin; Reichold, Karsten - In: Econometric reviews 42 (2023) 4, pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
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Are we making progress on decarbonization? : A panel heterogeneous study of the long-run relationship in selected economies
Škare, Marinko; Porada-Rochoń, Małgorzata - In: Technological forecasting & social change : an … 188 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014266465
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Estimating the precise form of uncovered interest parity under the Stock-Watson dynamic OLS approach
Wu, Yimin - In: Finance research letters 67 (2024) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10015062945