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1
Diagnostic tests of cross section independence for nonlinear
panel
data models
Hsiao, Cheng
(
contributor
);
Pesaran, M. Hashem
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003482517
Saved in:
2
Diagnostic tests of cross section independence for nonlinear
panel
data models
Hsiao, Cheng
(
contributor
);
Pesaran, M. Hashem
(
contributor
)
-
2007
In this paper we discuss tests for residual cross section dependence in nonlinear
panel
data models. The tests are …
Persistent link: https://www.econbiz.de/10003590525
Saved in:
3
Diagnostic tests of cross section independence for nonlinear
panel
data models
Hsiao, Cheng
(
contributor
);
Pesaran, M. Hashem
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003497608
Saved in:
4
Nonlinear error correction based cointegration test in
panel
data
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Denaux, Zulal S.
- In:
Economics letters
157
(
2017
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011847276
Saved in:
5
Diagnostic Tests of Cross Section Independence for Nonlinear
Panel
Data Models
Hsiao, Cheng
;
Pesaran, M. Hashem
;
Pick, Andreas
-
2014
In this paper we discuss tests for residual cross section dependence in nonlinear
panel
data models. The tests are …
Persistent link: https://www.econbiz.de/10014051110
Saved in:
6
An LM test based on generalized residuals for random effects in a nonlinear model
Greene, William H.
;
McKenzie, Colin
- In:
Economics letters
127
(
2015
),
pp. 47-50
Persistent link: https://www.econbiz.de/10011382857
Saved in:
7
Panel
Non-Linear Causality Test
Bai, Zhidong
-
2015
and different values of the bound for
panel
data …
Persistent link: https://www.econbiz.de/10013022463
Saved in:
8
Testing capital asset pricing models using functional-coefficient
panel
data models with cross-sectional dependence
Cai, Zongwu
;
Fang, Ying
;
Xu, Qiuhua
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
Saved in:
9
Long-run structural modelling
Pesaran, M. Hashem
;
Shin, Yongcheol
-
1994
Persistent link: https://www.econbiz.de/10000147757
Saved in:
10
Testen und Auswählen von nichtlinearen Zeitreihenmodellen mit dem Bootstrap-Verfahren
Mellows, Meinert
-
1999
Persistent link: https://www.econbiz.de/10000683469
Saved in:
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