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Investigating the stationarity of insurance premiums : international evidence

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A nonlinear panel data model of cross-sectional dependence

Kapetanios, George; Mitchell, James; Shin, Yongcheol - In: Journal of econometrics 179 (2014) 2, pp. 134-157

Persistent link: https://www.econbiz.de/10010372654

Testing for panel unit roots in the presence of spatial dependency

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A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models

Norkute, Milda - In: Economics letters 123 (2014) 3, pp. 348-351

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Panel kink threshold regression model with a covariate-dependent threshold

Yang, Lixiong; Zhang, Chunli; Lee, Chingnun; Chen, I-Po - In: The econometrics journal 24 (2021) 3, pp. 462-481

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Panel threshold spatial Durbin models with individual fixed effects

Wei, Lili; Zhang, Chunli; Su, Jen-je; Yang, Lixiong - In: Economics letters 201 (2021), pp. 1-4

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Estimating efficiency effects in a panel data stochastic frontier model

Paul, Satya; Shankar, Sriram - In: Journal of productivity analysis : an official journal … 53 (2020) 2, pp. 163-180

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A pseudo - panel approach to estimating dynamic effects of road infrastructure on firm performance in a developing country context

Barzin, Samira; D'Costa, Sabine; Graham, Daniel J. - In: Regional science & urban economics 70 (2018), pp. 20-34

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Spatial dynamic panel model and system GMM : a Monte Carlo investigation

Kukenova, Madina; Monteiro, José-Antonio - 2009 - Draft: February 2009

This paper investigates the finite sample properties of estimators for spatial dynamic panel models in the presence of several endogenous variables. So far, none of the available estimators in spatial econometrics allows considering spatial dynamic models with one or more endogenous variables....

Persistent link: https://www.econbiz.de/10011976850