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Estimating systematic continuous-time trends in recidivism using a non-Gaussian panel data model
Koopman, Siem Jan; Lucas, André; Ooms, Marius; … - 2007
Persistent link: https://www.econbiz.de/10003482698
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Some cautions on the use of the LLC panel unit root test
Westerlund, Joakim - 2006
Persistent link: https://www.econbiz.de/10003483115
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Testing for error correction in panel data
Westerlund, Joakim - 2006
Persistent link: https://www.econbiz.de/10003483119
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Stability tests for heterogeneous panel data
Chan, Felix (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003454521
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Dynamic panel data models featuring endogenous interaction and spatially correlated errors
Jacobs, Jan; Ligthart, Jenny E.; Vrijburg, Hendrik - 2009
Persistent link: https://www.econbiz.de/10003907353
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Panel-Corrected Standard Error estimator is good
Reed, W. Robert; Webb, Rachel S. - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008695603
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Testing for structural breaks in panel varying coefficient models : with an application to OECD health expenditure
Liu, Dandan; Li, Rui; Wang, Zijun - In: Empirical economics : a journal of the Institute for … 40 (2011) 1, pp. 95-118
Persistent link: https://www.econbiz.de/10008859111
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A simple panel-CADF text for unit roots
Costantini, Mauro; Lupi, Claudio - 2011
Persistent link: https://www.econbiz.de/10008902988
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A multiple break panel approach to estimating United States Phillips Curves
Russell, Bill; Banerjee, Anindya; Malki, Issam; … - 2010
; panel data ; non-stationary data ; breaks …
Persistent link: https://www.econbiz.de/10003951489
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Stationarity properties of individual series in a panel
Moon, Hyungsik Roger; Perron, Benoit - 2009
Persistent link: https://www.econbiz.de/10003997384