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A nonlinear panel data model of cross-sectional dependence
Mitchell, James; Kapetanios, George; Shin, Yongcheol - 2012
Persistent link: https://www.econbiz.de/10009545977
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Investigating the stationarity of insurance premiums : international evidence
Lee, Chien-chiang; Tsong, Ching-chuan; Yang, Shih-jui; … - In: The European journal of finance 19 (2013) 3/4, pp. 276-297
Persistent link: https://www.econbiz.de/10010243644
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A nonlinear panel model of cross-sectional dependence
Kapetanios, George; Mitchell, James; Shin, Yongcheol - 2010
This paper proposes a new panel model of cross-sectional dependence. The model has a number of potential structural … approach to the modelling of interactions across panel units and can generate endogenous cross-sectional dependence that can … study and two empirical illustrations. -- Cross-sectional dependence ; Nonlinearity ; Factor models ; Panel models ; Fixed …
Persistent link: https://www.econbiz.de/10008728710
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A nonlinear panel data model of cross-sectional dependence
Kapetanios, George; Mitchell, James; Shin, Yongcheol - 2010
Persistent link: https://www.econbiz.de/10008748459
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Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu; Fang, Ying; Xu, Qiuhua - In: Journal of econometrics 227 (2022) 1, pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
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Some cautions on the use of nonlinear panel unit root tests : evidence from a modified series-specific non-linear panel unit-root test
Lau, Chi Keung; Suvankulov, Farrukh; Su, Yongyang; … - In: Economic modelling 29 (2012) 3, pp. 810-816
Persistent link: https://www.econbiz.de/10009545513
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Efficient importance sampling in applied econometrics
Moura, Guilherme Valle - 2009
Persistent link: https://www.econbiz.de/10003963709
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A panel data test for poverty traps
Galvão Júnior, Antônio Fialho; Montes-Rojas, Gabriel; … - In: Applied economics 45 (2013) 13/15, pp. 1943-1952
Persistent link: https://www.econbiz.de/10009758487
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A likelihood-based approximate solution to the incidental parameter problem in dynamic nonlinear models with multiple effects
Arellano, Manuel; Hahn, Jinyong - In: Global economic review 45 (2016) 3, pp. 251-274
Persistent link: https://www.econbiz.de/10011565997
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Essays on nonlinear panel time series models
Mesters, Geert - 2015
Persistent link: https://www.econbiz.de/10010461080