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Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions

Demetrescu, Matei; Leppin, Julian Sebastian; Reitz, Stefan - In: Econometric reviews 40 (2021) 2, pp. 177-196

Persistent link: https://www.econbiz.de/10012483806

ArCo : an artificial counterfactual approach for high-dimensional panel time-series data

Carvalho, Carlos Viana de; Masini, Ricardo; Medeiros, … - In: Journal of econometrics 207 (2018) 2, pp. 352-380

Persistent link: https://www.econbiz.de/10012116360

Determinants of equity return correlations : a case study of the Amman Stock Exchange

Alomari, Mohammad; Power, David M.; Tantisantiwong, Nongnuch - In: Review of quantitative finance and accounting 50 (2018) 1, pp. 33-66

Persistent link: https://www.econbiz.de/10011979091

Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong

Baltagi, Badi H.; Egger, Peter; Kesina, Michaela - In: Journal of applied econometrics 37 (2022) 7, pp. 1356-1378

Persistent link: https://www.econbiz.de/10013473983

Dynamic Nonparametric Clustering of Multivariate Panel Data

Custodio João, Igor; Lucas, Andre; Schwaab, Bernd; … - 2023

We introduce a new dynamic clustering method for multivariate panel data char-acterized by time-variation in cluster … current center of their previous cluster as-signment. This links consecutive cross-sections in the panel together … settings. The method is illustrated using a multivariate panel of four accounting ratios for 28 large European insurance firms …

Persistent link: https://www.econbiz.de/10014257567