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Dynamic hierarchical factor models
Mönch, Emanuel; Ng, Serena; Potter, Simon M. - 2009
of the factors. We organize a panel of 447 series into blocks according to the timing of data releases and use a four … ; comovements ; large dimensional panel ; diffusion index …
Persistent link: https://www.econbiz.de/10003948200
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Stationarity properties of individual series in a panel
Moon, Hyungsik Roger; Perron, Benoit - 2009
Persistent link: https://www.econbiz.de/10003997384
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Unit root testing in panel and time series models : new tests and economic applications
Siedenburg, Florian - 2010
In this dissertation new test statistics for the (panel) unit root hypothesis are presented. Besides a novel approach …
Persistent link: https://www.econbiz.de/10008732374
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Long-run growth forecasting
Bergheim, Stefan - 2008
Persistent link: https://www.econbiz.de/10003603498
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Essays on time series and panel data econometrics
Song, Wonho - 2003
Persistent link: https://www.econbiz.de/10003624595
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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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Incidential trends and the power of panel unit root tests
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. - In: Journal of econometrics 141 (2007) 2, pp. 416-459
Persistent link: https://www.econbiz.de/10003571307
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Myths and facts about panel unit root tests
Westerlund, Joakim; Breitung, Jörg - 2009
Persistent link: https://www.econbiz.de/10003876024
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Nonparametric panel data models : a penalized spline approach
Hajargasht, Gholamreza - 2009
Persistent link: https://www.econbiz.de/10003925553
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Panel unit root tests in the presence of cross-sectional dependencies : comparison and implications for modelling
Gengenbach, Christian; Palm, Franz C.; Urbain, Jean-Pierre - In: Econometric reviews 29 (2010) 2, pp. 111-145
Persistent link: https://www.econbiz.de/10003960491