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A portmanteau test for correlation in short panels
Jochmans, Koen - 2018
Persistent link: https://www.econbiz.de/10012672305
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Investigating the determinants of foreign direct investments in developed countries
Essayyad, Musa; Mishra, Banamber; Caples, Stephen C.; … - In: International journal of accounting and finance 10 (2020) 2/3, pp. 130-142
Persistent link: https://www.econbiz.de/10012513914
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Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors
Zhang, Ruohao; Kumbhakar, Subal; Lai, Hung-pin - In: Econometric reviews 40 (2021) 4, pp. 415-432
Persistent link: https://www.econbiz.de/10012515607
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Sample selection in linear panel data models with heterogeneous coefficients
Carlson, Alyssa; Joshi, Riju - 2021
Persistent link: https://www.econbiz.de/10012659064
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Sample selection in linear panel data models with heterogeneous coefficients
Carlson, Alyssa; Joshi, Riju - 2021
Persistent link: https://www.econbiz.de/10012659407
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Econometric analysis of panel data models with multifactor error structures
Karabiyik, Hande; Palm, Franz C.; Urbain, Jean-Pierre - In: Annual review of economics 11 (2019), pp. 495-522
Persistent link: https://www.econbiz.de/10012623785
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Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
Xu, Qiuhua; Cai, Zongwu; Fang, Ying - In: Econometric reviews 40 (2021) 10, pp. 919-943
Persistent link: https://www.econbiz.de/10012624566
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Second-order least squares method for dynamic panel data models with application
Salamh, Mustafa; Wang, Liqun - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-19
. Most commonly used methods for statistical inference in dynamic panel data models are based on the differencing …
Persistent link: https://www.econbiz.de/10012628187
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A homogeneous approach to testing for granger non-causality in heterogeneous panels
Juodis, Artūras; Karavias, Yiannis; Sarafidis, Vasilis - 2020
Persistent link: https://www.econbiz.de/10012610528
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Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo; La Vecchia, Davide; Linton, Oliver - 2020
Persistent link: https://www.econbiz.de/10012606874