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Do survey probabilities match financial market beliefs?

Lumsdaine, Robin L.; Potter van Loon, Rogier J. D. - In: The journal of behavioral finance : a publication of … 19 (2018) 2, pp. 209-220

Persistent link: https://www.econbiz.de/10012009672

Estimation of panel group structure models with structural breaks in group memberships and coefficients

Lumsdaine, Robin L.; Okui, Ryo; Wang, Wendun - In: Journal of econometrics 233 (2023) 1, pp. 45-65

Persistent link: https://www.econbiz.de/10014340925

Heteroskedasticity-robust standard errors for fixed effects panel data regression

Stock, James H.; Watson, Mark W. - 2006

Persistent link: https://www.econbiz.de/10003340022

Panel data unit roots and cointegration : an overview

Banerjee, Anindya - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 607-629

Persistent link: https://www.econbiz.de/10001437441

Testing for panel cointegration using common correlated effects estimators

Banerjee, Anindya; Carrion i Silvestre, Josep Lluís - 2015

Persistent link: https://www.econbiz.de/10010494922

Testing for panel cointegration using common correlated effects estimators

Banerjee, Anindya; Carrion i Silvestre, Josep Lluís - 2017

Spurious regression analysis in panel data when the time series are cross-section dependent is analyzed in the paper. We show that consistent estimation of the long-run average parameter is possible once we control for cross-section dependence using cross-section averages in the spirit of the...

Persistent link: https://www.econbiz.de/10012010208