Narrow search
Showing 1 - 10 of 5,284
Cover Image
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin; Reichold, Karsten - In: Econometric reviews 42 (2023) 4, pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Cover Image
Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
Vogelsang, Timothy J.; Wagner, Martin - In: Journal of econometrics 178 (2014) 2, pp. 741-760
Persistent link: https://www.econbiz.de/10010257671
Cover Image
Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions
Wagner, Martin; Grabarczyk, Peter; Hong, Seung Hyun - In: Journal of econometrics 214 (2020) 1, pp. 216-255
Persistent link: https://www.econbiz.de/10012438321
Cover Image
Testing many restrictions under heteroskedasticity
Anatolyev, Stanislav; Sølvsten, Mikkel - In: Journal of econometrics 236 (2023) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10014332346
Cover Image
Asymptotically robust permutation-based randomization confidence intervals for parametric OLS regression
Young, Alwyn - In: European economic review : EER 163 (2024), pp. 1-39
Persistent link: https://www.econbiz.de/10015076085
Cover Image
Institutions and Growth Revisited : OLS, 2SLS, G2SLS Random Effects IV Regression and Panel Fixed (within) IV Regression with Cross-Country Data
Josheski, Dushko - 2012
better than 2SLS at 1% and 5% levels of significance. G2SLS estimator and Fixed effects panel estimators just confirmed the …
Persistent link: https://www.econbiz.de/10013113948
Cover Image
The Effects of Size on Municipal Performance : A Panel Data Regression Analysis Estimated by Feasible Generalized Least Squares
Sell, Filipy; Flach, Leonardo; Mattos, Luisa Karam de - 2021
,504 observations, with 293 municipalities, over a 12-year period. Panel data regression analysis was estimated by Feasible Generalized …
Persistent link: https://www.econbiz.de/10013242314
Cover Image
Least squares asymptotics in spurious and cointegrated panel regressions with common and indiosyncratic stochastic trends
Urbain, Jean-Pierre; Westerlund, Joakim - In: Oxford bulletin of economics and statistics 73 (2011) 1, pp. 119-139
Persistent link: https://www.econbiz.de/10009011869
Cover Image
On the Estimation and Inference of a Cointegrated Regression in Panel Data
Kao, Chihwa - 2011
panel cointegrated regression models. Monte Carlo results illustrate the sampling behavior of the proposed estimators and …
Persistent link: https://www.econbiz.de/10013127238
Cover Image
On the Estimation and Inference of a Cointegrated Regression in Panel Data
Kao, Chihwa; Chiang, Min-Hsien - 1997
(DOLS) estimators in cointegrated regression models in panel data. We show that the OLS, FM, and DOLS estimators are all …
Persistent link: https://www.econbiz.de/10014149909