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Panel
Schätztheorie
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76
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70
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39
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37
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28
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27
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26
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26
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25
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25
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24
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23
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22
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21
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20
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Fernández-Val, Iván
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15
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14
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13
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Lesage, James P.
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Journal of econometrics
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95
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47
The econometrics journal
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Memorandum / Department of Economics, University of Oslo
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ECONIS (ZBW)
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EconStor
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1
Unit root testing in heteroskedastic panels using the Cauchy estimator
Demetrescu, Matei
;
Hanck, Christoph
-
2010
-
Preliminary version: February 27, 2010
Persistent link: https://www.econbiz.de/10008904998
Saved in:
2
Enhanced routines for instrumental variables/GMM estimation and testing
Baum, Christopher F.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003535653
Saved in:
3
HAC estimation in spatial panels
Moscone, Francesco
;
Tosetti, Elisa
- In:
Economics letters
117
(
2012
)
1
,
pp. 60-65
Persistent link: https://www.econbiz.de/10009697946
Saved in:
4
Heteroskedasticity and non-normality robust LM tests for spatial dependence
Baltagi, Badi H.
;
Yang, Zhenlin
- In:
Regional science & urban economics
43
(
2013
)
5
,
pp. 725-739
Persistent link: https://www.econbiz.de/10010237483
Saved in:
5
Testing for heteroskedasticity in fixed effects models
Juhl, Ted
;
Sosa Escudero, Walter
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 484-494
Persistent link: https://www.econbiz.de/10010256920
Saved in:
6
Testing inference in heteroskedastic fixed effects models
Uchôa, Carlos F. A.
;
Cribari-Neto, Francisco
;
Menezes, …
- In:
European journal of operational research : EJOR
235
(
2014
)
3
,
pp. 660-670
Persistent link: https://www.econbiz.de/10010341228
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7
A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models
Norkute, Milda
-
2014
Persistent link: https://www.econbiz.de/10010250456
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8
A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models
Norkute, Milda
- In:
Economics letters
123
(
2014
)
3
,
pp. 348-351
Persistent link: https://www.econbiz.de/10010401270
Saved in:
9
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
Saved in:
10
Adaptive estimation of heteroskedastic error component models
Baltagi, Badi H.
;
Bresson, Georges
;
Pirotte, Alain
- In:
Econometric reviews
24
(
2005
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10002655589
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