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Likelihood-based cointegration analysis in panels of vector error correction models

Groen, Jan J. J.; Kleibergen, Frank - 1999 - This version: July 28, 1999

We propose in this paper a likelihood-based framework forcointegration analysis in panels of a fixed number of vector … errorcorrection models. Maximum likelihood estimators of thecointegrating vectors are constructed using iterated GeneralizedMethod of …

Persistent link: https://www.econbiz.de/10011302148

The association of opening K-12 schools and colleges with the spread of Covid-19 in the United States : county-level panel data analysis

Chernozhukov, Victor; Kasahara, Hiroyuki; Schrimpf, Paul - 2021

an increase in visits to schools and opening schools with different teaching methods (in-person, hybrid, and remote) is …

Persistent link: https://www.econbiz.de/10012485361

Forecasting with high dimensional panel VARs

Koop, Gary; Korobilis, Dimitris - 2015

Persistent link: https://www.econbiz.de/10011413079

Density forecasts in panel data models : a semiparametric Bayesian perspective

Liu, Laura - 2020

Persistent link: https://www.econbiz.de/10012224017

Cross-sectional dependence model specifications in a static trade panel data setting

Lesage, James P.; Fischer, Manfred M. - In: Journal of geographical systems : geographical … 22 (2020) 1, pp. 5-46

Persistent link: https://www.econbiz.de/10012237476

Density forecasts in panel data models : a semiparametric Bayesian perspective

Liu, Laura - 2017

Persistent link: https://www.econbiz.de/10011705429

Density forecasts in panel data models : a semiparametric Bayesian perspective

Liu, Laura - 2018

This paper constructs individual-specific density forecasts for a panel of firms or households using a dynamic linear model with common and heterogeneous coefficients and cross-sectional heteroskedasticity. The panel considered in this paper features a large cross-sectional dimension N but short...

Persistent link: https://www.econbiz.de/10011932215

Cross-sectional dependence model specifications in a static trade panel data setting

Lesage, James P.; Fischer, Manfred M. - 2017

Persistent link: https://www.econbiz.de/10011926160

The role of socio-cultural factors in static trade panel models

Lesage, James P.; Fischer, Manfred M. - 2018 - Revised version: May 16, 2018

Persistent link: https://www.econbiz.de/10011926379

Are expert opinions accurate? : panel data evidence from the Iowa Land Value Survey

Zhang, Wendong; Lence, Sergio H.; Kuethe, Todd - 2020

Persistent link: https://www.econbiz.de/10012387955