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Canonical correlation analysis in panel vector error correction model performance comparison
Kebłowski, Piotr - In: Central European journal of economic modelling and … 8 (2016) 4, pp. 203-217
Persistent link: https://www.econbiz.de/10011634918
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A semiparametric panel data model with common factors and spatial dependence
Soberon, Alexandra; Musolesi, Antonio; Rodriguez-Poo, … - 2022
Persistent link: https://www.econbiz.de/10013171085
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Instrumental variables estimation in large heterogeneous panels with multifactor structure
Forchini, Giovanni; Jiang, Bin; Peng, Bin - In: Journal of econometric methods 9 (2020) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10012197327
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Consistent estimation in large heterogeneous panels with multifactor structure endogeneity
Forchini, Giovanni; Jiang, Bin; Peng, Bin - 2015
Persistent link: https://www.econbiz.de/10011781263
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Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
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Testing for panel cointegration using common correlated effects estimators
Banerjee, Anindya; Carrion-i-Silvestre, Jose Lluís - 2011
Persistent link: https://www.econbiz.de/10009373784
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Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
Bai, Jushan; Carrion i Silvestre, Josep Lluís - In: The econometrics journal 16 (2013) 2, pp. 222-249
Persistent link: https://www.econbiz.de/10009783333
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Testing for panel cointegration using common correlated effects estimators
Banerjee, Anindya; Carrion i Silvestre, Josep Lluís - 2015
Persistent link: https://www.econbiz.de/10010494922
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An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration
Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Journal of international financial markets, … 35 (2015), pp. 18-29
Persistent link: https://www.econbiz.de/10011474678
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Testing for panel cointegration using common correlated effects estimators
Banerjee, Anindya; Carrion i Silvestre, Josep Lluís - 2017
used to design a panel cointegration test statistic accounting for cross-section dependence. The performance of the …
Persistent link: https://www.econbiz.de/10012010208