Similar Search Results - EconBiz

Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure

Kapetanios, George - 2019

Given the growing availability of large datasets and following recent research trends on multi-dimensional modelling, we develop three dimensional (3D) panel data models with hierarchical error components that allow for strong cross-sectional dependence through unobserved heterogeneous global...

Persistent link: https://www.econbiz.de/10012868664

Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects

Kapetanios, George; Serlenga, Laura; Shin, Yongcheol - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2611-2659

Persistent link: https://www.econbiz.de/10014329005

An LM test for the conditional independence between regressors and factor loadings in panel data models with interactive effects

Kapetanios, George; Serlenga, Laura; Shin, Yongcheol - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 743-761

Persistent link: https://www.econbiz.de/10015053450

A residual-based test of the null of cointegration against the alternative of no cointegration

Shin, Yongcheol - In: Econometric theory 10 (1994) 1, pp. 91-115

Persistent link: https://www.econbiz.de/10001163336

Structural analysis of vector error correction models with exogenous I(1) variables

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1997

Persistent link: https://www.econbiz.de/10000629002

Testing for the existence of a long-run relationship

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1996 - Rev

Persistent link: https://www.econbiz.de/10000614561

Cointegration and speed of convergence to equilibrium

Pesaran, M. Hashem; Shin, Yongcheol - 1993

Persistent link: https://www.econbiz.de/10000142724

Pooled estimation of long-run relationships in dynamic heterogeneous panels

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Ron - 1997

Persistent link: https://www.econbiz.de/10000642967

In search of robust methods for dynamic panel data models in empirical corporate finance

Dang, Viet Anh; Kim, Minjoo; Shin, Yongcheol - In: Journal of banking & finance 53 (2015), pp. 84-98

Persistent link: https://www.econbiz.de/10011377703

Optimal test for Markov switching GARCH models

Hu, Liang; Shin, Yongcheol - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 3, pp. 1-25

Persistent link: https://www.econbiz.de/10009513627

1
2
3
4
5
6
7
8
9
10
Next
Last

A service of the