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On factor analysis with long-range dependence
Rodríguez Caballero, Carlos Vladimir - 2016
Persistent link: https://www.econbiz.de/10011817415
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The econometrics of panel data : fundamentals and recent developments in theory and practice ; with 13 figures and 43 tables
Mátyás, László (ed.); Sevestre, Patrick (contributor) - 2008 - 3. ed.
Persistent link: https://www.econbiz.de/10003539269
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Recent Advances in panel data, nonlinear and nonparametric models : a Festschrift in honor of Peter C. B. Phillips
Mariano, Roberto S. (contributor);  … - 2012
Persistent link: https://www.econbiz.de/10009666881
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Testing for unit roots and cointegration using panel data : theory and applications
Banerjee, Anindya (contributor) - 1999
Persistent link: https://www.econbiz.de/10001435644
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Smooth transition regression models in finance
Leppin, Julian Sebastian - 2017
paper of the thesis transfers the use of multivariate transition functions to the panel smooth transition regression model …. The second paper of the thesis proposes the use of panel smooth transition regression models with heterogeneous and …
Persistent link: https://www.econbiz.de/10011623746
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Essays on structural vector autoregressions identified through time-varying volatility
Schlaak, Thore - 2019
Persistent link: https://www.econbiz.de/10012173758
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Special issue: Dependence in cross-section, time series, and panel data
Baltagi, Badi H. (contributor) - 2013
Persistent link: https://www.econbiz.de/10009758621
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Factor structures in panel and multivariate time series data
Palm, Franz C. (contributor);  … - 2011
Persistent link: https://www.econbiz.de/10009270428
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling
Jeljazkov, Ivan G. (ed.); Tobias, Justin L. (ed.) - 2019
Persistent link: https://www.econbiz.de/10012163554
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Unit roots and structural breaks
Perron, Pierre (ed.) - 2018
This book deals with problems related to unit roots and structural change, and the interplay between the two. The research agenda dealing with these topics have proved to be of importance to devise procedures that are reliable for inference and forecasting. Several important contributions have...
Persistent link: https://www.econbiz.de/10011898070