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Heterogeneous Autoregressions in Short T Panel Data Models
Pesaran, M. Hashem; Yang, Liying - 2023
This paper considers a first-order autoregressive panel data model with individual-specific effects and a heterogeneous …
Persistent link: https://www.econbiz.de/10014347822
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Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence
Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - 2023
Persistent link: https://www.econbiz.de/10014383853
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Modelling the asymmetric productivity effects of tourism demand
Kumar, Nikeel Nishkar - In: Tourism economics : the business and finance of tourism … 29 (2023) 7, pp. 1764-1789
Persistent link: https://www.econbiz.de/10014384541
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Panel data models with two threshold variables
Lamadrid-Contreras, Arturo; Ramírez-Rondán, Nelson R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 3, pp. 315-333
Persistent link: https://www.econbiz.de/10014372881
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The Fisher's hedge hypothesis : what about homogeneity and stability properties?
Neifar, Malika; Harzallah, Amira - In: Journal of derivatives and quantitative studies : … 32 (2024) 4, pp. 344-370
GFC or the Covid 19 outbreak. Robust results are also the outcome of panel data investigations with or without the …
Persistent link: https://www.econbiz.de/10015173797
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Asymmetries in EU current account data
European Commission / Statistical Office of the …; … - 2006 - 2006 edition
Persistent link: https://www.econbiz.de/10015315616
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Are the current accounts of Asian-5 economies mean-reverting? : new evidence from Fourier panel stationarity tests
Husein, Jamal; Kara, S. Murat; Pier, Chuck - In: Cogent economics & finance 11 (2023) 2, pp. 1-11
mainly employed traditional unit-root tests, our research stands out for its use of novel panel stationarity tests that …
Persistent link: https://www.econbiz.de/10014501140
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Asymptotically uniformly most powerful tests for unit roots in gaussian panels with cross-sectional dependence generated by common factors
Wichert, Oliver; Becheri, I. Gaia; Drost, Feike C.; … - In: Econometric theory 40 (2024) 5, pp. 1184-1209
Persistent link: https://www.econbiz.de/10015154321
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Weak and Strong Cross Section Dependence and Estimation of Large Panels
Chudik, Alexander - 2009
an application to the estimation of panel data models with an infinite number of weak factors and a finite number of …
Persistent link: https://www.econbiz.de/10013158328
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Revisiting the great ratios hypothesis
Chudik, Alexander; Pesaran, M. Hashem; Smith, Ron - 2022
Persistent link: https://www.econbiz.de/10013263388