Narrow search
Showing 1 - 10 of 60,502
Cover Image
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Chudik, Alexander; Pesaran, M. Hashem - 2013
This paper extends the Common Correlated Effects (CCE) approach developed by Pesaran (2006) to heterogeneous panel data … cross section averages must be included in individual equations of the panel, and the number of cross section averages must … dimension of the panel is sufficiently large. …
Persistent link: https://www.econbiz.de/10009743851
Cover Image
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Pesaran, M. Hashem; Chudik, Alexander - 2013
Persistent link: https://www.econbiz.de/10009754530
Cover Image
Common correlated effects estimation of dynamic panels with cross-sectional dependence
Everaert, Gerdie; De Groote, Tom - In: Econometric reviews 35 (2016) 1/4, pp. 428-463
Persistent link: https://www.econbiz.de/10011550021
Cover Image
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Chudik, Alexander; Pesaran, M. Hashem - In: Journal of econometrics 188 (2015) 2, pp. 393-420
Persistent link: https://www.econbiz.de/10011503218
Cover Image
An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration
Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Journal of international financial markets, … 35 (2015), pp. 18-29
Persistent link: https://www.econbiz.de/10011474678
Cover Image
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
Cover Image
Stein-like shrinkage estimation of panel data models with common correlated effects
Huang, Bai; Lee, Tae-hwy; Ullah, Aman - 2019
Persistent link: https://www.econbiz.de/10012244158
Cover Image
Re-examining the economic determinants of alcohol consumption in Canada : controlling for the presence of common correlated effects
Stevens, Jason; Childs, Jason - In: Applied economics letters 24 (2017) 16, pp. 1177-1180
Persistent link: https://www.econbiz.de/10011852375
Cover Image
Focused information criterion and model averaging for large panels with a multifactor error structure
Yin, Shou-Yung; Liu, Chu-An; Lin, Chang-Ching - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 54-68
Persistent link: https://www.econbiz.de/10012424498
Cover Image
Bias-corrected common correlated effects pooled estimation in dynamic panels
Vos, Ignace de; Everaert, Gerdie - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 294-306
Persistent link: https://www.econbiz.de/10012424521