Narrow search
Showing 1 - 10 of 19,003
Cover Image
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 … interpretations that relate to economic phenomena such as herding in financial markets. On an econometric level it provides a flexible … approach to the modelling of interactions across panel units and can generate endogenous cross-sectional dependence that can …
Persistent link: https://www.econbiz.de/10008728710
Cover Image
A nonlinear panel data model of cross-sectional dependence
Mitchell, James; Kapetanios, George; Shin, Yongcheol - 2012
Persistent link: https://www.econbiz.de/10009545977
Cover Image
A nonlinear panel data model of cross-sectional dependence
Kapetanios, George; Mitchell, James; Shin, Yongcheol - In: Journal of econometrics 179 (2014) 2, pp. 134-157
Persistent link: https://www.econbiz.de/10010372654
Cover Image
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
Cover Image
Detection of units with pervasive effects in large panel data models
Kapetanios, George; Pesaran, M. Hashem; Reese, S. - In: Journal of econometrics 221 (2021) 2, pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
Cover Image
Effect of financial development on innovation : roles of market institutions
Trinugroho, Irwan; Hook, Law Siong; Lee, Weng Chang; … - In: Economic modelling 103 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013163645
Cover Image
Analysis of distinct asymmetries in financial integration-growth nexus for industrial, emerging and developing countries
Yolcu Karadam, Duygu; Öcal, Nadir - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2326-2344
Persistent link: https://www.econbiz.de/10013184885
Cover Image
Non-linear finance-growth nexus for African countries : a panel smooth transition regression approach
Jobarteh, Mustapha; Kaya, Huseyin - In: Theoretical and applied economics : GAER review 26 (2019) 3/620, pp. 205-222
Persistent link: https://www.econbiz.de/10012174279
Cover Image
Institutional quality and financial development in resource-rich countries : a nonlinear panel data approach
Dosso, David - In: International economics : a journal published by CEPII … 174 (2023), pp. 113-137
Persistent link: https://www.econbiz.de/10014381407
Cover Image
Did globalization influence credit market deregulation?
Eppinger, Peter S.; Potrafke, Niklas - 2015
the Fraser Institute. The results from both cross-sectional and panel regressions using ordinary least squares indicate a …
Persistent link: https://www.econbiz.de/10010528971