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TAR panel unit root tests and real convergence
Beyaert, Arielle; Camacho, Maximo - In: Review of development economics 12 (2008) 3, pp. 668-681
Persistent link: https://www.econbiz.de/10003753216
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Bayesian near-boundary analysis in basic macroeconomic time series models
Pooter, Michiel de; Ravazzolo, Francesco; Segers, Rene; … - 2008
Persistent link: https://www.econbiz.de/10003754318
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A joint serial correlation test for linear panel data models
Yamagata, Takashi - In: Journal of econometrics 146 (2008) 1, pp. 135-145
Persistent link: https://www.econbiz.de/10003778232
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Estimation of higher-order spatial autoregressive panel data error component models
Badinger, Harald; Egger, Peter - 2009
This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial autoregressive disturbances, SARAR(R,S). We derive the moment conditions and optimal weighting matrix without distributional assumptions for a generalized moments (GM)...
Persistent link: https://www.econbiz.de/10003808637
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A simple efficient instrumental variable estimator for panel AR(p) models when both N and T are large
Hayakawa, Kazuhiko - In: Econometric theory 25 (2009) 3, pp. 873-890
Persistent link: https://www.econbiz.de/10003864220
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Decision theory applied to linear panel data model
Chamberlain, Gary; Moreira, Marcelo J. - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 1, pp. 107-133
Persistent link: https://www.econbiz.de/10003866981
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Does accounting for spatial effects help forecasting the growth of Chinese provinces?
Girardin, Eric; Cholodilin, Konstantin Arkadʹevič - 2009
-year horizon). -- Chinese provinces ; forecasting ; dynamic panel model ; spatial autocorrelation ; group-specific spatial …
Persistent link: https://www.econbiz.de/10003889550
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Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.; Sul, Donggyu - In: Journal of econometrics 137 (2007) 1, pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
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Indirect inference for dynamic panel models
Gouriéroux, Christian (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003468437
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Asymptotically unbiased estimation of autocovariances and autocorrelations with long panel data
Okui, Ryo - In: Econometric theory 26 (2010) 5, pp. 1263-1304
Persistent link: https://www.econbiz.de/10008662672