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GLS detrending and regime-wise stationarity testing in small samples
Lopez, Claude (contributor) - 2008
Persistent link: https://www.econbiz.de/10003732589
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.; Kiviet, J. F. - In: Journal of econometrics 132 (2006) 2, pp. 409-444
Persistent link: https://www.econbiz.de/10003348774
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Spurious regression in nonstationary panels with cross-unit cointegration
Urbain, Jean-Pierre; Westerlund, Joakim - 2006
Persistent link: https://www.econbiz.de/10003483122
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Forecast combination with entry and exit of experts
Capistrán Carmona, Carlos; Timmermann, Allan - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 428-440
Persistent link: https://www.econbiz.de/10003913380
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A simple repeat sales house price index : comparative properties under alternative data generation processes/ Arthur Grimes
Grimes, Arthur L.; Young, Chris - 2010
Persistent link: https://www.econbiz.de/10008666297
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Spurious regression in non-stationary panel time series with cross-unit cointegration
Urbain, Jean-Pierre; Westerlund, Joakim - 2008
Persistent link: https://www.econbiz.de/10003921291
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Stock market efficiency in developing economies
Mukherji, Ronit - In: Margin: the journal of applied economic research 9 (2015) 4, pp. 402-429
Persistent link: https://www.econbiz.de/10011472270
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IV-based cointegration testing in dependent panels with time-varying variance
Demetrescu, Matei; Hanck, Christoph; Tarcolea, Adina Ioana - 2012 - This version: November 10, 2011
attention to dependence among cross-sectional units, be it time-dependent or not. To obtain a panel cointegration test robust to … independent even in the presence of correlation or cointegration across units, leading to a panel test statistic robust to cross …
Persistent link: https://www.econbiz.de/10009672473
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A note on two-way ECM estimation of SUR systems on unbalanced panel data
Platoni, Silvia; Sckokai, Paolo; Moro, Daniele - In: Econometric reviews 31 (2012) 1/3, pp. 119-141
Persistent link: https://www.econbiz.de/10009515967
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Finite sample properties of estimators of spatial models with autoregressive, or moving average, disturbances and system feedback
Fingleton, Bernard; Le Gallo, Julie - In: Annales d'économie et de statistique 87/88 (2007), pp. 39-62
Persistent link: https://www.econbiz.de/10003803951