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Bacon, Philomena M.; Conte, Anna; Moffatt, Peter G. - In: Theory and decision : an international journal for … 77 (2014) 3, pp. 389-401

Persistent link: https://www.econbiz.de/10010481912

Dynamic modeling of high-dimensional correlation matrices in finance

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Persistent link: https://www.econbiz.de/10009672608

Common and spatial drivers in regional business cycles

Artis, Michael J.; Dreger, Christian; Cholodilin, … - 2009

Persistent link: https://www.econbiz.de/10003828182

Common and spatial drivers in regional business cycles

Artis, Michael J.; Dreger, Christian; Cholodilin, … - 2009

Persistent link: https://www.econbiz.de/10003830434

The inflation rates may accelerate after all : panel evidence from 19 OECD economies

Ho, Tsung-wu - In: Empirical economics : a journal of the Institute for … 36 (2009) 1, pp. 55-64

Persistent link: https://www.econbiz.de/10003804535

An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration

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Persistent link: https://www.econbiz.de/10011474678

Testing in a random effects panel data model with spatially correlated error components and spatially lagged dependent variables

He, Ming; Lin, Kuan-pin - In: Econometrics : open access journal 3 (2015) 4, pp. 761-796

We propose a random effects panel data model with both spatially correlated error components and spatially lagged … spatial effects (spatial error correlation and spatial lag dependence). We then provide LM tests for the individual random …

Persistent link: https://www.econbiz.de/10011411712

Competing models of global dynamics : evidence from panel models with spatially correlated error components

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Wavelet-based testing for serial correlation of unknown form in panel models

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Testing for stationary in panel data models when disturbances are cross-sectionally correlated

Jönsson, Kristian (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002099608