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Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models

Hong, Yongmiao - 2011

adaptive analytic tools, wavelets are useful for capturing serial correlation where the spectrum has peaks or kinks, as can … cycles, and other kinds of periodicity. This paper proposes a new class of wavelet-based tests for serial correlation of …/stochastic trending variables. The proposed tests are applicable to unbalanced heterogeneous panel data. They have a convenient null limit …

Persistent link: https://www.econbiz.de/10013127204

T-Statistic Based Correlation and Heterogeneity Robust Inference

Ibragimov, Rustam; Müller, Ulrich K. - 2007

different variances. We provide examples of how to apply this approach to time series, panel, clustered and spatially correlated …

Persistent link: https://www.econbiz.de/10014052647

Unit Root and Cointegration Tests for Cross-Sectionally Correlated Panels. Estimating Regional Production Functions

Basile, Roberto; Costantini, Mauro; Destefanis, Sergio - 2006

This paper employs recently developed non stationary panel methodologies that assume some cross-section dependence to … (FMOLS) estimators developed by Pedroni (1996, 2000, 2001) and the Panel Dynamic OLS (PDOLS) estimator proposed by Mark and …

Persistent link: https://www.econbiz.de/10014055387

A robust test for serial correlation in panel data models

Chen, Bin - In: Econometric reviews 41 (2022) 9, pp. 1095-1112

Persistent link: https://www.econbiz.de/10013364945

Functional coefficient panel modeling with communal smoothing covariates

Phillips, Peter C. B.; Wang, Ying - In: Journal of econometrics 227 (2022) 2, pp. 371-407

Persistent link: https://www.econbiz.de/10013442086

The incidental parameters problem in testing for remaining cross-section correlation

Juodis, Artūras; Reese, Simon - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1191-1203

Persistent link: https://www.econbiz.de/10013539484

A spatial panel quantile model with unobserved heterogeneity

Ando, Tomohiro; Li, Kunpeng; Lu, Lina - In: Journal of econometrics 232 (2023) 1, pp. 191-213

Persistent link: https://www.econbiz.de/10013472892

Cao, Shiyun; Zhou, Qiankun - In: Econometrics : open access journal 10 (2022) 3, pp. 1-27

In this paper, we consider the estimation of a dynamic panel data model with non-stationary multi-factor error …

Persistent link: https://www.econbiz.de/10013459498

Estimating the speed of adjustment of leverage in the presence of interactive effects

Westerlund, Joakim; Karabiyik, Hande; Narayan, Paresh Kumar - In: Journal of financial econometrics 20 (2022) 5, pp. 942-960

Persistent link: https://www.econbiz.de/10013460044

Spatial panel models of crop yield response to weather : econometric specification strategies and prediction performance

Yun, Seong Do; Gramig, Benjamin M. - In: Journal of agricultural and applied economics : JAEE 54 (2022) 1, pp. 53-71

Persistent link: https://www.econbiz.de/10013341776