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A simple wavelet-based test for serial correlation in panel data models
Li, Yushu; Andersson, Fredrik N. G. - In: Empirical economics : a quarterly journal of the … 60 (2021) 5, pp. 2351-2363
Persistent link: https://www.econbiz.de/10012585570
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Spatial dynamic panel data models with correlated random effects
Li, Liyao; Yang, Zhenlin - In: Journal of econometrics 221 (2021) 2, pp. 424-454
Persistent link: https://www.econbiz.de/10012619244
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Partial effects in non-linear panel data models with correlated random effects
Abrevaya, Jason; Hsu, Yu-Chin - In: The econometrics journal 24 (2021) 3, pp. 519-535
Persistent link: https://www.econbiz.de/10012620726
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Aggregation, asymmetry and common factors for Bangladesh's exchange rate-trade balance relation
Khatoon, Rabeya; Hasan, Md. Emran; Ibon, Md. Wahid Ferdous - In: Empirical economics : a quarterly journal of the … 62 (2022) 6, pp. 2739-2770
Persistent link: https://www.econbiz.de/10013197438
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Spatial Correlations in Panel Data
Driscoll, John C. - 2016
A correction for spatial correlation in panel data.In many empirical applications involving combined time-series and …
Persistent link: https://www.econbiz.de/10012749624
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Testing for common cyclical features in nonstationary panel data models
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 2000
In this paper we extend the concept of serial correlation common features to panel data models. This analysis is … panel data with autocorrelation present and by an increase in efficiency coming from pooling procedures. We propose …
Persistent link: https://www.econbiz.de/10009781522
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Asymptotics for panel models with common shocks
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - In: Econometric reviews 31 (2012) 4/6, pp. 390-439
Persistent link: https://www.econbiz.de/10009539726
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Testing for Common Cyclical Features in Nonstationary Panel Data Models
Palm, Franz C.; Urbain, Jean-Pierre; Hecq, Alain - 2021
In this paper we extend the concept of serial correlation common features to panel data models. This analysis is … panel data with autocorrelation present and by an increase in efficiency coming from pooling procedures. We propose …
Persistent link: https://www.econbiz.de/10013321069
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Use of panel time-series data with cross-section dependence in evaluating farmland valuation : a cautionary note
Tayebi, Zahra; Onel, Gulcan; Moss, Charles B. - In: Applied economics letters 28 (2021) 6, pp. 487-492
Persistent link: https://www.econbiz.de/10012485055
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Correlated random effects models with unbalanced panels
Wooldridge, Jeffrey M. - In: Journal of econometrics 211 (2019) 1, pp. 137-150
Persistent link: https://www.econbiz.de/10012303605