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Least squares asymptotics in spurious and cointegrated panel regressions with common and indiosyncratic stochastic trends

Urbain, Jean-Pierre; Westerlund, Joakim - In: Oxford bulletin of economics and statistics 73 (2011) 1, pp. 119-139

Persistent link: https://www.econbiz.de/10009011869

Time-invariant regressors under fixed effects : simple identification via a proxy variable

Bělín, Matěj - In: Economics letters 186 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012500400

Modelling with discretized ordered choice covariates

Chan, Felix; Reguly, Ágoston; Mátyás, László - 2019

Persistent link: https://www.econbiz.de/10012100496

Determining the number of groups in latent panel structures with an application to income and democracy

Lu, Xun; Su, Liangjun - In: Quantitative economics : QE ; journal of the … 8 (2017) 3, pp. 729-760

We consider a latent group panel structure as recently studied by Su, Shi, and Phillips (2016), where the number of …

Persistent link: https://www.econbiz.de/10011801632

Banded spatio-temporal autoregressions

Gao, Zhaoxing; Ma, Yingying; Wang, Hansheng; Yao, Qiwei - In: Journal of econometrics 208 (2019) 1, pp. 211-230

Persistent link: https://www.econbiz.de/10012139832

Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels

Choi, In; Jung, Sanghyun - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 177-203

Persistent link: https://www.econbiz.de/10012488908

TSLS and LIML estimators in panels with unobserved shocks

Forchini, Giovanni; Jiang, Bin; Peng, Bin - In: Econometrics : open access journal 6 (2018) 2, pp. 1-12

panel data models where the observables are affected by common shocks, modelled through unobservable factors, are studied … the panel TSLS and LIML estimators, as the cross section dimension tends to infinity, is the lack of correlation between … shocks. If this condition fails, both estimators have degenerate distributions. When the panel TSLS and LIML estimators are …

Persistent link: https://www.econbiz.de/10011823348

Assessing the triple deficit hypothesis for major South Asian countries : a panel data analysis

Shastri, Shruti; Giri, Arun Kumar; Mohapatra, Geetilaxmi - In: International journal of economics and financial issues … 7 (2017) 4, pp. 292-299

Persistent link: https://www.econbiz.de/10011824265

A time-space dynamic panel data model with spatial moving average errors

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2018

This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel …

Persistent link: https://www.econbiz.de/10011872320

Determining the number of groups in latent panel structures with an application to income and democracy

Lu, Xun; Su, Liangjun - In: Quantitative economics : QE ; journal of the … 8 (2017) 3, pp. 729-760

Persistent link: https://www.econbiz.de/10011804941