Narrow search
Showing 1 - 10 of 49,510
Cover Image
Heterogeneous switching in FAVAR models
Guérin, Pierre; Leiva-León, Danilo - In: Essays in honour of Fabio Canova, (pp. 65-98). 2022
Persistent link: https://www.econbiz.de/10013443910
Cover Image
On the estimation and inference of a panel cointegration model with cross-sectional dependence
Bai, Jushan; Kao, Chihwa - In: Panel data econometrics : theoretical contributions and …, (pp. 1-30). 2006
Persistent link: https://www.econbiz.de/10003331420
Cover Image
Factor models for multivariate time series
Hamann, Eva; Deistler, Manfred; Scherrer, Wolfgang - In: Adaptive information systems and modelling in economics …, (pp. 243-251). 2005
Persistent link: https://www.econbiz.de/10003320096
Cover Image
Forecasting in dynamic factor models subject to structural instability
Stock, James H.; Watson, Mark W. - In: The methodology and practice of econometrics : a …, (pp. 173-205). 2009
Persistent link: https://www.econbiz.de/10003857840
Cover Image
Heterogeneity and dynamic dependence in panel analysis of individual behavior
Damrongplasit, Kannika; Hsiao, Cheng - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 61-79). 2022
Persistent link: https://www.econbiz.de/10013193935
Cover Image
Missing-data imputation in nonstationary panel data models
Kang, Wensheng - 2011
Persistent link: https://www.econbiz.de/10009698153
Cover Image
Autoregressive models with sample selectivity for panel data
Arellano, Manuel; Bover, Olympia; Labeaga, José M. - In: Analysis of panels and limited dependent variable …, (pp. 23-48). 1999
Persistent link: https://www.econbiz.de/10001445095
Cover Image
Nonstationary panels, cointegration in panels and dynamic panels : a survey
Baltagi, Badi H.; Kao, Chihwa - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 7-51). 2000
Persistent link: https://www.econbiz.de/10001583110
Cover Image
Panel data limit theory and asymptotic analysis of a panel regression with near integrated regressions
Kauppi, Heikki - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 239-274). 2000
Persistent link: https://www.econbiz.de/10001583145
Cover Image
An analysis of the time-varying behavior of the equilibrium velocity of money in the euro area
Camarero Olivas, Mariam; Sapena, Juan; Tamarit … - In: Recent econometric techniques for macroeconomic and …, (pp. 113-146). 2021
Recent developments in inflation and M3 velocity in the euro area have raised serious doubts about the reliability of M3 growth as a pillar of the ECB's monetary policy strategy. We develop a very flexible and comprehensive state-space framework for modeling the velocity of circulation. Our...
Persistent link: https://www.econbiz.de/10012395397