Panels with Nonstationary Multifactor Error Structures
Year of publication: |
2006
|
---|---|
Authors: | Kapetanios, George ; Pesaran, M. Hashem ; Yamagata, Takashi |
Institutions: | CESifo |
Subject: | cross section dependence | large panels | unit roots | principal components | common correlated effects |
-
Panels with nonstationary multifactor error structures
Kapetanios, G., (2010)
-
Panels with nonstationary multifactor error structures
Kapetanios, G., (2010)
-
Panels with Nonstationary Multifactor Error Structures
Kapetanios, George, (2006)
- More ...
-
A Spatio-Temporal Model of House Prices in the US
Holly, Sean, (2006)
-
Panel Unit Root Tests in the Presence of a Multifactor Error Structure
Pesaran, M. Hashem, (2008)
-
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures
Pesaran, M. Hashem, (2006)
- More ...