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A likelihood ratio test for stationarity of rating transitions
Weissbach, Rafael; Walter, Ronja - 2008
; Panel data …
Persistent link: https://www.econbiz.de/10003837749
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An empirical analysis of current account data
Aßmann, Christian - 2009
Persistent link: https://www.econbiz.de/10003806423
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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
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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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Testing for a unit root in panel time series models with multiple breaks
Westerlund, Joakim - 2009
Persistent link: https://www.econbiz.de/10003884487
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A space-time filter for panel data models containing random effects
Parent, Olivier; Lesage, James P. - 2009
Persistent link: https://www.econbiz.de/10003894245
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Macro-panels and reality
Cubadda, Gianluca; Hecq, Alain W. J.; Palm, Franz C. - 2007
Persistent link: https://www.econbiz.de/10003483216
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Volatility models
Morimune, Kimio - In: The Japanese economic review : the journal of the … 58 (2007) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003423150
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Forecasting with panel data
Baltagi, Badi H. - 2006
This paper gives a brief survey of forecasting with panel data. Starting with a simple error component regression and … applications, running horse races between heterogeneous and homogeneous panel data models using out of sample forecasts. …
Persistent link: https://www.econbiz.de/10003373876
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The problem of data adequacy in applied statistics
Mehrhoff, Jens - 2010
Persistent link: https://www.econbiz.de/10008669010