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An intersection test for the cointegrating rank in dependent panel data

Arsova, Antonia; Karaman Örsal, Deniz Dilan - 2016

macroeconometric panel data with cross-sectional dependence. The testing procedure for a common rank among the panel units is based on …

Persistent link: https://www.econbiz.de/10011453075

Putting things in order : trade dynamics and product cycles

Feenstra, Robert C.; Rose, Andrew - In: The review of economics and statistics 82 (2000) 3, pp. 369-382

Persistent link: https://www.econbiz.de/10001510634

Sustainable universities, from indifference to joint action : a panel data analysis

Ṣerban, Elena-Claudia; Hristea, Anca-Maria; Curea, … - In: Amfiteatru economic : an economic and business research … 22 (2020) 54, pp. 376-390

Least Square method, with corrections for the fixed effects panel data. The results of the research confirm that the …

Persistent link: https://www.econbiz.de/10012656047

Rank based cointegration testing for dynamic panels with fixed T

Juodis, Artūras - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 349-389

Persistent link: https://www.econbiz.de/10011949797

Multivariate panel models : some new results and their application to the analysis of economic growth

Bröck, Susanne - 2008

Persistent link: https://www.econbiz.de/10003812035

A multivariate extension of the dynamic logit model for longitudinal data based on a latent Markov heterogeneity structure

Bartolucci, Francesco; Farcomeni, Alessio - In: Journal of the American Statistical Association : JASA 104 (2009) 486, pp. 816-831

Persistent link: https://www.econbiz.de/10003885698

Panel intensity models with latent factors : an application to the trading dynamics on the foreign exchange market

Nolte, Ingmar (contributor); Voev, Valeri (contributor) - 2007

behavioral biases and discuss implications for portfolio theory. -- Trading Activity Datasets ; Panel Intensity Models ; Latent …We develop a panel intensity model, with a time varying latent factor, which captures the influence of unobserved time … & Hautsch (2006) to panel duration data. We show how to estimate the model parameters by a simulated maximum likelihood …

Persistent link: https://www.econbiz.de/10003449935

Univariate versus multivariate modeling of panel data

Bou-Llusar, Juan Carlos; Satorra, Albert - 2014

Persistent link: https://www.econbiz.de/10010374100

Convenient estimators for the panel probit model : further results

Greene, William H. - In: Empirical economics : a journal of the Institute for … 29 (2004) 1, pp. 21-47

Persistent link: https://www.econbiz.de/10001863271

Unbeobachtbare Einflussgrößen in der strategischen Erfolgsfaktorenforschung : ein kausalanalytischer Ansatz auf der Basis von Paneldaten

Annacker, Dirk - 2001 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001561582