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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Statistical test"
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Oxford bulletin of economics and statistics
Journal of econometrics
345
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Information equivalence among transformations of semi-parametric nonlinear panel data models
Brown, Nicholas
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
6
,
pp. 1341-1361
Persistent link: https://www.econbiz.de/10014443341
Saved in:
2
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
5
,
pp. 1023-1047
Persistent link: https://www.econbiz.de/10014362883
Saved in:
3
Mental health and employment : a bounding approach using panel data
Bryan, Mark L.
;
Rice, Nigel
;
Roberts, Jennifer
;
Sechel, …
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
5
,
pp. 1018-1051
Persistent link: https://www.econbiz.de/10013468528
Saved in:
4
Estimation of panel data models with mixed sampling frequencies
Yang, Yimin
;
Jia, Fei
;
Li, Haoran
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
3
,
pp. 514-544
Persistent link: https://www.econbiz.de/10014304419
Saved in:
5
Multiple testing for no cointegration under nonstationary volatility
Demetrescu, Matei
;
Hanck, Christoph
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
Saved in:
6
Identification based on difference-in-differences approaches with multiple treatments
Fricke, Hans
- In:
Oxford bulletin of economics and statistics
79
(
2017
)
3
,
pp. 426-433
Persistent link: https://www.econbiz.de/10011772006
Saved in:
7
An IV test for a unit root in generally trending and correlated panels
Westerlund, Joakim
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
5
,
pp. 752-764
Persistent link: https://www.econbiz.de/10011579106
Saved in:
8
Trend and initial condition in stationarity tests : the asymptotic analysis
Skrobotov, Anton
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
2
,
pp. 254-273
Persistent link: https://www.econbiz.de/10011384012
Saved in:
9
Estimating and forecasting with a dynamic spatial panel data model
Baltagi, Badi H.
;
Fingleton, Bernard
;
Pirotte, Alain
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
1
,
pp. 112-138
Persistent link: https://www.econbiz.de/10010439610
Saved in:
10
Diagnostic tests of cross-section independence for limited dependent variable panel data models
Hsiao, Cheng
;
Pesaran, M. Hashem
;
Pick, Andreas
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
2
,
pp. 253-277
Persistent link: https://www.econbiz.de/10009526736
Saved in:
11
Least squares asymptotics in spurious and cointegrated panel regressions with common and indiosyncratic stochastic trends
Urbain, Jean-Pierre
;
Westerlund, Joakim
- In:
Oxford bulletin of economics and statistics
73
(
2011
)
1
,
pp. 119-139
Persistent link: https://www.econbiz.de/10009011869
Saved in:
12
Bias reduction in dynamic panel data models by common recursive mean adjustment
Choi, Chi-young
;
Mark, Nelson C.
;
Sul, Donggyu
- In:
Oxford bulletin of economics and statistics
72
(
2010
)
5
,
pp. 567-599
Persistent link: https://www.econbiz.de/10008652089
Saved in:
13
Finite sample correction factors for panel cointegration tests
Hlouskova, Jaroslava
;
Wagner, Martin
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
6
,
pp. 851-881
Persistent link: https://www.econbiz.de/10003898995
Saved in:
14
Simplified implementation of the Heckman estimator of the dynamic probit model and a comparison with alternative estimators
Arulampalam, Wiji
;
Stewart, Mark B.
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
5
,
pp. 659-681
Persistent link: https://www.econbiz.de/10003875189
Saved in:
15
Panel stationarity test with structural breaks
Hadri, Kaddour
;
Rao, Yao
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
2
,
pp. 245-269
Persistent link: https://www.econbiz.de/10003679742
Saved in:
16
Testing for misspecification in binary response models with competing distributions
Chen, Yi-ting
- In:
Oxford bulletin of economics and statistics
69
(
2007
)
6
,
pp. 843-865
Persistent link: https://www.econbiz.de/10003595799
Saved in:
17
The likelihood ratio test for the rank of a cointegration submatrix
Paruolo, Paolo
- In:
Oxford bulletin of economics and statistics
68
(
2006
),
pp. 921-948
Persistent link: https://www.econbiz.de/10003393563
Saved in:
18
Maximum eigenvalue test for seasonal cointegrating ranks
Seong, Byeongchan
;
Cho, Sinsup
;
Ahn, Sung K.
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
4
,
pp. 497-514
Persistent link: https://www.econbiz.de/10003357466
Saved in:
19
Variance estimation for generalized entropy and Atkinson inequality indices : the complex survey data case
Biewen, Martin
;
Jenkins, Stephen
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
3
,
pp. 371-383
Persistent link: https://www.econbiz.de/10003327366
Saved in:
20
Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
4,Suppl.
,
pp. 711-747
Persistent link: https://www.econbiz.de/10001437552
Saved in:
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