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Evolution of the impact of e-business technology on operational competence and firm profitability : a panel data investigation
Benitez, Jose; Chen, Yang; Teo, Thompson S. H.; … - In: Information & management : the internat. journal of … 55 (2018) 1, pp. 120-130
Persistent link: https://www.econbiz.de/10011813560
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Hodges-Lehmann estimation of static panel models with spatially correlated disturbances
Strumann, Christoph - In: Computational economics 53 (2019) 1, pp. 141-168
Persistent link: https://www.econbiz.de/10012134595
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Causes and effects of negative definite covariance matrices in swamy type random coefficient models
Nocera, Andrea - 2017
Persistent link: https://www.econbiz.de/10011705615
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xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen; Verardi, Vincenzo - 2019
Persistent link: https://www.econbiz.de/10012699244
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An efficient Monte Carlo study of two-step generalized least squares estimators for random-effects panel data models
Casquel, Elena (contributor);  … - In: Economics bulletin : EB (2002)
Persistent link: https://www.econbiz.de/10001740149
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Finite sample properties of estimators of spatial models with autoregressive, or moving average, disturbances and system feedback
Fingleton, Bernard; Le Gallo, Julie - In: Annales d'économie et de statistique 87/88 (2007), pp. 39-62
Persistent link: https://www.econbiz.de/10003803951
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Bootstrap methods for inference in the Parks model
Moundigbaye, Mantobaye; Messemer, Clarisse; Parks, … - 2019
data and seemingly unrelated regression equation systems because it allows the incorporation of cross-sectional correlation … together with heteroskedasticity and serial correlation. Unfortunately, the associated, asymptotic standard error estimates are …
Persistent link: https://www.econbiz.de/10012018487
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Directed tests of no cross-sectional correlation in large-N panel data models
Demetrescu, Matei; Homm, Ulrich-Michael - In: Journal of applied econometrics 31 (2016) 1, pp. 4-31
Persistent link: https://www.econbiz.de/10011642081
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Bootstrap methods for inference in the Parks model
Moundigbaye, Mantobaye; Messemer, Clarisse; Parks, … - 2020
the incorporation of cross-sectional correlation together with heteroskedasticity and serial correlation. Unfortunately …
Persistent link: https://www.econbiz.de/10012160012
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Finite sample performance of specification tests for correlated random effects quantile panel regressions
Haque, Samiul; Delgado, Michael S. - In: Applied economics letters 24 (2017) 7/9, pp. 515-519
Persistent link: https://www.econbiz.de/10011712426