Narrow search
Showing 1 - 10 of 3,463
Cover Image
Univariate versus multivariate modeling of panel data : model specification and goodness-of-fit testing
Bou, Juan Carlos; Satorra, Albert - In: Organizational research methods : ORM 21 (2018) 1, pp. 150-196
Persistent link: https://www.econbiz.de/10011880093
Cover Image
A dynamic panel macroeconometric model for labour markets : evidence across Australian states
Chaudhuri, Kausik (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001617099
Cover Image
Convenient Estimators for the Panel Probit Model : Further Results
Greene, William H. - 2008
Bertschek and Lechner (1998) propose several variants of a GMM estimator based on the period specific regression functions for the panel probit model. The analysis is motivated by the complexity of maximum likelihood estimation and the possibly excessive amount of time involved in maximum...
Persistent link: https://www.econbiz.de/10012769250
Cover Image
Output growth and investment dynamics in Finland : a panel data analysis
Mahmood, Tahir; Ahmad, Eatzaz - In: Empirica : journal of european economics 41 (2014) 4, pp. 777-801
Persistent link: https://www.econbiz.de/10010482263
Cover Image
Labor income tax and output in a panel of central and eastern european countries : a long-run perspective
Apergēs, Nikolaos - In: International advances in economic research : IAER ; an … 21 (2015) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10011414019
Cover Image
Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
Cover Image
Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - 2000
derive unit root and cointegration tests in panels with short time dimension; these tests have the attractive feature that … hypothesis and cointegration tests based on it perform well in small sample; this is in marked contrast to the small sample …
Persistent link: https://www.econbiz.de/10009786715
Cover Image
Separation, weak exogeneity and P-T decomposition in cointegrated VAR systems with common features
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 2002
investigate the relationships between separation in cointegration and separation in serial correlation common features. Loosely …
Persistent link: https://www.econbiz.de/10011409009
Cover Image
Canonical correlation analysis in panel vector error correction model performance comparison
Kebłowski, Piotr - In: Central European journal of economic modelling and … 8 (2016) 4, pp. 203-217
Persistent link: https://www.econbiz.de/10011634918
Cover Image
The relationship between regional value-added and public capital in Finland : what do the new panel econometric techniques tell us?
Hämäläinen, Pellervo; Malinen, Tuomas - In: Empirical economics : a journal of the Institute for … 40 (2011) 1, pp. 237-252
Persistent link: https://www.econbiz.de/10008859087