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Median-unbiased estimation in fixed-effects dynamic panels
Cermeño, Rodolfo - In: Annales d'économie et de statistique (1999), pp. 351-368
Persistent link: https://www.econbiz.de/10001566529
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Unit root and cointegration tests : time-series versus panel estimates for international health expenditure models
Okunade, Albert A.; Karakus, Mustafa C. - In: Applied economics 33 (2001) 9, pp. 1131-1137
Persistent link: https://www.econbiz.de/10001595340
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Heterogeneous panel data models with cross-sectional dependence
Gao, Jiti; Xia, Kai; Zhu, Huanjun - In: Journal of econometrics 219 (2020) 2, pp. 329-353
Persistent link: https://www.econbiz.de/10012483391
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Heterogeneous panel data models with cross-sectional dependence
Gao, Jiti; Xia, Kai - 2017
Persistent link: https://www.econbiz.de/10011782246
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Forward detrending for heteroskedasticity-robust panel unit root testing
Herwartz, Helmut; Maxand, Simone; Yabibal Mulualem Walle - In: Econometric reviews 42 (2023) 1, pp. 28-53
Persistent link: https://www.econbiz.de/10014305436
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Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
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Testing the hysteresis effect in the US state-level unemployment series
Omay, Tolga; Ozcan, Burcu; Shahbaz, Muhammed - In: Journal of applied economics 23 (2020) 1, pp. 329-348
structural break, nonlinearity, asymmetry, and cross-sectional correlation within panel-data estimation including the use of a … sequential panel selection method. While not previously considered, sequential panel selection enabled us to determine and …
Persistent link: https://www.econbiz.de/10012257115
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Forecasting economic time series using targeted predictors
Bai, Jushan; Ng, Serena - In: Journal of econometrics 146 (2008) 2, pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
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Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
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The time series and cross section asymptotics of dynamic panel data estimators
Alvarez, Javier; Arellano, Manuel - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 4, pp. 1121-1159
Persistent link: https://www.econbiz.de/10001792653