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Model complexity and model performance

Anatolyev, Stanislav (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003286800

Panel tests for unit roots in hours worked

Kappler, Marcus (contributor) - 2006

. For these purposes, panel unit root tests are employed to improve power against univariate counterparts. Since cross … section correlation is a distinct feature of the underlying panel data, results are based on various second generation panel …

Persistent link: https://www.econbiz.de/10003314703

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

A likelihood ratio test for stationarity of rating transitions

Weissbach, Rafael; Walter, Ronja - 2008

; Panel data …

Persistent link: https://www.econbiz.de/10003837749

An empirical analysis of current account data

Aßmann, Christian - 2009

Persistent link: https://www.econbiz.de/10003806423

Revisiting Kuznets Hypothesis an analysis with time series and panel data

Khasru, Syed Munir; Jalil, Mohammad Muaz - In: The Bangladesh development studies : the journal of the … 30 (2004) 3/4, pp. 89-112

Persistent link: https://www.econbiz.de/10003812065

Nonparametric additive models for panels of time series

Mammen, Enno; Støve, Bård; Tjøstheim, Dag - In: Econometric theory 25 (2009) 2, pp. 442-481

Persistent link: https://www.econbiz.de/10003818336

Panel cointegration tests : a survey

Barbieri, Laura - In: Rivista internazionale di scienze sociali 116 (2008) 1, pp. 3-36

Persistent link: https://www.econbiz.de/10003819268

The cyclical reaction of fiscal policies in the Euro area : the role of modelling choices and data vintages

Golinelli, Roberto; Momigliano, Sandro - In: Fiscal studies : the journal of the Institute for … 30 (2009) 1, pp. 39-72

Persistent link: https://www.econbiz.de/10003847541

Weak and strong cross section dependence and estimation of large panels

Chudik, Alexander; Pesaran, M. Hashem; Tosetti, Elisa - 2009

an application to the estimation of panel data models with an infinite number of weak factors and a finite number of …

Persistent link: https://www.econbiz.de/10003854425

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