Similar Search Results

Prediction from the regression model with one-way error components

Baillie, Richard; Baltagi, Badi H. - In: Analysis of panels and limited dependent variable …, (pp. 255-267). 1999

Persistent link: https://www.econbiz.de/10001445118

Dynamic factor extraction of cross-sectional dependence in panel unit root tests

Kapetanios, George - In: Journal of applied econometrics 22 (2007) 2, pp. 313-338

Persistent link: https://www.econbiz.de/10003455448

Testing for strict stationarity

Kapetanios, George (contributor) - 2007

Persistent link: https://www.econbiz.de/10003475291

Cluster analysis of panel data sets using non-standard optimisation of information criteria

Kapetanios, George - In: Journal of economic dynamics & control 30 (2006) 8, pp. 1389-1408

Persistent link: https://www.econbiz.de/10003349922

Cluster analysis of panel datasets using non-standard optimisation of information criteria

Kapetanios, George (contributor) - 2005

Persistent link: https://www.econbiz.de/10002808285

A bootstrap procedure for panel datasets with many cross-sectional units

Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002403192

Determining the stationarity properties of individual series in panel datasets

Kapetanios, George (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001867133

Determining the poolability of individual series in panel datasets

Kapetanios, George (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001868048

Dynamic factor extraction of cross-sectional dependence in panel unit root tests

Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001920602

Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns

Kapetanios, George; Pesaran, Mohammad Hashem - 2005

This paper considers alternative approaches to the analysis of large panel data models in the presence of error cross section dependence. A popular method for modelling such dependence uses a factor error structure. Such models raise new problems for estimation and inference. This paper compares...

Persistent link: https://www.econbiz.de/10010276160