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Spurious stochastics in a short time-series panel data
Granger, C. W. J.; Hyung, Namwon - In: Annales d'économie et de statistique (1999), pp. 299-315
Persistent link: https://www.econbiz.de/10001566512
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Random coefficients in regression equation systems : the case with unbalanced panel data
Biørn, Erik (contributor) - 1999 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536263
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Persistence of innovation : stylised facts and panel data evidence
Peters, Bettina - In: The journal of technology transfer 34 (2009) 2, pp. 226-243
Persistent link: https://www.econbiz.de/10003810063
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Datenanalyse mit Stata : allgemeine Konzepte der Datenanalyse und ihre praktische Anwendung
Kohler, Ulrich; Kreuter, Frauke - 2006 - 2., vollst. überarb. und erg. Aufl.
Dieses Buch ist die bislang einzige deutschsprachige Einführung in das Statistikprogramm Stata und zugleich das einzige Buch über Stata, das auch Anfängern eine ausreichende Erklärung der Datenanalysetechnik liefert. Aus dem Inhalt: Zu diesem Buch. ""Das erste Mal"". Arbeiten mit Do-Files....
Persistent link: https://www.econbiz.de/10003055641
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Panel data econometrics with R
Croissant, Yves; Millo, Giovanni - 2019
Persistent link: https://www.econbiz.de/10011439838
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Testing for selectivity bias in panel data models
Verbeek, Marno; Nijman, Theodore E. - 1990
Persistent link: https://www.econbiz.de/10000786807
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Testing spatial effects and random effects in a nested panel data model
He, Ming; Lin, Kuan-pin - In: Economics letters 135 (2015), pp. 85-91
Persistent link: https://www.econbiz.de/10011434913
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A simple new test for slope homogeneity in panel data models with interactive effects
Ando, Tomohiro; Bai, Jushan - In: Economics letters 136 (2015), pp. 112-117
Persistent link: https://www.econbiz.de/10011435963
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Testing in a random effects panel data model with spatially correlated error components and spatially lagged dependent variables
He, Ming; Lin, Kuan-pin - In: Econometrics : open access journal 3 (2015) 4, pp. 761-796
We propose a random effects panel data model with both spatially correlated error components and spatially lagged dependent variables. We focus on diagnostic testing procedures and derive Lagrange multiplier (LM) test statistics for a variety of hypotheses within this model. We first construct...
Persistent link: https://www.econbiz.de/10011411712
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A sequential purchasing power parity test for panels of large cross-sections and implications for investors
Westerlund, Joakim; Narayan, Paresh Kumar - In: The European journal of finance 21 (2015) 13/15, pp. 1317-1333
Persistent link: https://www.econbiz.de/10011419881