Narrow search
Showing 81 - 90 of 58,426
Cover Image
A homogeneous approach to testing for Granger non-causality in heterogeneous panels
Juodis, Artūras; Karavias, Yiannis; Sarafidis, Vasilis - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 93-112
Persistent link: https://www.econbiz.de/10012488894
Cover Image
Testing identifying assumptions in nonseparable panel data models
Ghanem, Dalia - In: Journal of econometrics 197 (2017) 2, pp. 202-217
Persistent link: https://www.econbiz.de/10011818355
Cover Image
Nonparametric testing for smooth structural changes in panel data models
Chen, Bin; Huang, Liquan - In: Journal of econometrics 202 (2018) 2, pp. 245-267
Persistent link: https://www.econbiz.de/10011974569
Cover Image
Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects
Sun, Yiguo; Malikov, Emir - In: Journal of econometrics 203 (2018) 2, pp. 359-378
Persistent link: https://www.econbiz.de/10011974689
Cover Image
Error components models
Baltagi, Badi H. - In: The econometrics of panel data : fundamentals and …, (pp. 49 - 87). 2008
Persistent link: https://www.econbiz.de/10014559887
Cover Image
Does testing for coronavirus reduce deaths?
Razzak, Weshah A. - 2020
We examine the effect of testing for Coronavirus on deaths in eight countries over the month of March 2020 by estimating a fixed-effect regression model using the Generalized Method of Moments (GMM). On average, the data reject the hypothesis that "testing" for the virus does not affect death....
Persistent link: https://www.econbiz.de/10012437672
Cover Image
A Consistent LM Type Specification Test for Semiparametric Panel Data Models
Korolev, Ivan - 2019
This paper develops a consistent series-based specification test for semiparametric panel data models with fixed …
Persistent link: https://www.econbiz.de/10012862375
Cover Image
A Simple Test for Dynamic Causality in Panel Data
Schimmelpfennig, David; Thirtle, Colin - 2015
A new panel data test for Granger causality is presented that can be applied to panels with more time series …
Persistent link: https://www.econbiz.de/10014183231
Cover Image
Testing for Real Interest Rate Parity Using Panel Stationarity Tests with Dependence : A Note
Camarero, Mariam; Carrion-i-Silvestre, Josep Lluís; … - 2009
series, we test for RIRP using panel data unit root and stationarity tests based on common factor models that allow for …
Persistent link: https://www.econbiz.de/10014211378
Cover Image
Assessing the consistency of the fixed-effects estimator : a regression-based Wald test
Spierdijk, Laura - In: Empirical economics : a quarterly journal of the … 64 (2023) 4, pp. 1599-1630
Persistent link: https://www.econbiz.de/10014253710