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Prediction from the regression model with one-way error components

Baillie, Richard; Baltagi, Badi H. - In: Analysis of panels and limited dependent variable …, (pp. 255-267). 1999

Persistent link: https://www.econbiz.de/10001445118

Dynamic factor extraction of cross-sectional dependence in panel unit root tests

Kapetanios, George - In: Journal of applied econometrics 22 (2007) 2, pp. 313-338

Persistent link: https://www.econbiz.de/10003455448

Testing for strict stationarity

Kapetanios, George (contributor) - 2007

Persistent link: https://www.econbiz.de/10003475291

Cluster analysis of panel data sets using non-standard optimisation of information criteria

Kapetanios, George - In: Journal of economic dynamics & control 30 (2006) 8, pp. 1389-1408

Persistent link: https://www.econbiz.de/10003349922

Cluster analysis of panel datasets using non-standard optimisation of information criteria

Kapetanios, George (contributor) - 2005

Persistent link: https://www.econbiz.de/10002808285

A bootstrap procedure for panel datasets with many cross-sectional units

Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002403192

Determining the stationarity properties of individual series in panel datasets

Kapetanios, George (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001867133

Determining the poolability of individual series in panel datasets

Kapetanios, George (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001868048

Dynamic factor extraction of cross-sectional dependence in panel unit root tests

Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001920602

Getting PPP right : identifying mean-reverting real exchange rates in panels

Chortareas, Georgios E. (contributor); … - 2008

Recent advances in testing for the validity of Purchasing Power Parity (PPP) focus on the time series properties of real exchange rates in panel frameworks. One weakness of such tests, however, is that they fail to inform the researcher as to which cross-section units are stationary. As a...

Persistent link: https://www.econbiz.de/10003740322