Narrow search
Showing 1 - 10 of 163
Cover Image
Nonparametric testing for smooth structural changes in panel data models
Chen, Bin; Huang, Liquan - In: Journal of econometrics 202 (2018) 2, pp. 245-267
Persistent link: https://www.econbiz.de/10011974569
Cover Image
A portmanteau test for correlation in short panels
Jochmans, Koen - 2018
Persistent link: https://www.econbiz.de/10012672305
Cover Image
xtserialpm: a portmanteau test for serial correlation in a linear panel model
Jochmans, Koen; Verardi, Vincenzo - 2019
Persistent link: https://www.econbiz.de/10012699244
Cover Image
Prediction in a generalized spatial panel data model with serial correlation
Baltagi, Badi H.; Liu, Long - In: Journal of forecasting 35 (2016) 7, pp. 573-591
Persistent link: https://www.econbiz.de/10011610045
Cover Image
Income and democracy : dynamic misspecification due to the presence of serial correlation
Paleologou, Suzanna-Maria - In: Applied economics letters 25 (2018) 10, pp. 698-701
Persistent link: https://www.econbiz.de/10012129801
Cover Image
A robust test for serial correlation in panel data models
Chen, Bin - In: Econometric reviews 41 (2022) 9, pp. 1095-1112
Persistent link: https://www.econbiz.de/10013364945
Cover Image
TAR panel unit root tests and real convergence
Beyaert, Arielle; Camacho, Maximo - In: Review of development economics 12 (2008) 3, pp. 668-681
Persistent link: https://www.econbiz.de/10003753216
Cover Image
Bayesian near-boundary analysis in basic macroeconomic time series models
Pooter, Michiel de; Ravazzolo, Francesco; Segers, Rene; … - 2008
Persistent link: https://www.econbiz.de/10003754318
Cover Image
A joint serial correlation test for linear panel data models
Yamagata, Takashi - In: Journal of econometrics 146 (2008) 1, pp. 135-145
Persistent link: https://www.econbiz.de/10003778232
Cover Image
Estimation of higher-order spatial autoregressive panel data error component models
Badinger, Harald; Egger, Peter - 2009
This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial autoregressive disturbances, SARAR(R,S). We derive the moment conditions and optimal weighting matrix without distributional assumptions for a generalized moments (GM)...
Persistent link: https://www.econbiz.de/10003808637