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Testing financial hierarchy based on a PDQ-CRE model

Cai, Zongwu; Shi, Meng; Wu, Wuqing; Zhao, Yue - 2020

Persistent link: https://www.econbiz.de/10012312789

Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels

Choi, In; Jung, Sanghyun - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 177-203

Persistent link: https://www.econbiz.de/10012488908

Heteroskedasticity-robust unit root testing for trending panels

Herwartz, Helmut; Maxand, Simone; Yabibal Mulualem Walle - 2017

Standard panel unit root tests (PURTs) are not robust to breaks in innovation variances. Consequently, recent papers have proposed PURTs that are pivotal in the presence of volatility shifts. The applicability of these tests, however, has been restricted to cases where the data contains only an...

Persistent link: https://www.econbiz.de/10011665040

Robust block bootstrap panel predictability tests

Westerlund, Joakim; Smeekes, Stephan - 2013

Persistent link: https://www.econbiz.de/10010199463

Panel bootstrap tests of slope homogeneity

Blomquist, Johan; Westerlund, Joakim - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1359-1381

Persistent link: https://www.econbiz.de/10011481712

Robust block bootstrap panel predictability tests

Smeekes, Stephan; Westerlund, Joakim - In: Econometric reviews 38 (2019) 9, pp. 1089-1107

Persistent link: https://www.econbiz.de/10012181384

Testing for Granger non-causality in heterogeneous panels

Dumitrescu, Elena-Ivona; Hurlin, Christophe - In: Economic modelling 29 (2012) 4, pp. 1450-1460

Persistent link: https://www.econbiz.de/10009667324

Determinants of food grain production in Indian states : panel co-integration and VECM analysis

Panda, Pradeep Kumar - In: The Indian journal of economics 100 (2020) 398, pp. 431-458

Persistent link: https://www.econbiz.de/10012642860

Shadow economy and economic development : a panel cointegration and causality analysis

Bilan, Yuriy; Tiutiunyk, Inna; Lyeonov, Sergij; … - In: International journal of economic policy in emerging … 13 (2020) 2, pp. 173-193

Persistent link: https://www.econbiz.de/10012251022

A practical test for strict exogeneity in linear panel data models with fixed effects

Su, Liangjun; Zhang, Yonghui; Wei, Jie - In: Economics letters 147 (2016), pp. 27-31

Persistent link: https://www.econbiz.de/10011619338