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A nonlinear panel data model of cross-sectional dependence
Mitchell, James; Kapetanios, George; Shin, Yongcheol - 2012
Persistent link: https://www.econbiz.de/10009545977
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Investigating the stationarity of insurance premiums : international evidence
Lee, Chien-chiang; Tsong, Ching-chuan; Yang, Shih-jui; … - In: The European journal of finance 19 (2013) 3/4, pp. 276-297
Persistent link: https://www.econbiz.de/10010243644
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A nonlinear panel model of cross-sectional dependence
Kapetanios, George; Mitchell, James; Shin, Yongcheol - 2010
This paper proposes a new panel model of cross-sectional dependence. The model has a number of potential structural … approach to the modelling of interactions across panel units and can generate endogenous cross-sectional dependence that can … study and two empirical illustrations. -- Cross-sectional dependence ; Nonlinearity ; Factor models ; Panel models ; Fixed …
Persistent link: https://www.econbiz.de/10008728710
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A nonlinear panel data model of cross-sectional dependence
Kapetanios, George; Mitchell, James; Shin, Yongcheol - 2010
Persistent link: https://www.econbiz.de/10008748459
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Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu; Fang, Ying; Xu, Qiuhua - In: Journal of econometrics 227 (2022) 1, pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
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Cross-sectional methods and applications
Drukker, David M. (contributor) - 2011 - 1. ed.
Persistent link: https://www.econbiz.de/10009685555
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Missing-data methods: cross-sectional methods and applications
Drukker, David M. (ed.) - 2011 - 1. ed.
the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in …
Persistent link: https://www.econbiz.de/10012049854
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Missing-data methods: cross-sectional methods and applications
Drukker, David M. (ed.) - 2011 - 1. ed.
the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in … in semiparametric and nonparametric estimation of panel data models with incomplete information: A selected review …
Persistent link: https://www.econbiz.de/10012683116
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Some cautions on the use of nonlinear panel unit root tests : evidence from a modified series-specific non-linear panel unit-root test
Lau, Chi Keung; Suvankulov, Farrukh; Su, Yongyang; … - In: Economic modelling 29 (2012) 3, pp. 810-816
Persistent link: https://www.econbiz.de/10009545513
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Cross-sectional averages versus principal components
Westerlund, Joakim; Urbain, Jean-Pierre - In: Journal of econometrics 185 (2015) 2, pp. 372-377
Persistent link: https://www.econbiz.de/10011349044