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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Kapetanios, George"
~subject:"Regression analysis"
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Kapetanios, George
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Working paper / Department of Econometrics and Business Statistics, Monash University
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Mean group instrumental variable estimation of time-varying large heterogenous panels with endogenous regressors
Bai, Yu
;
Marcellino, Massimiliano
;
Kapetanios, George
-
2023
Persistent link: https://www.econbiz.de/10014452530
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Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2611-2659
Persistent link: https://www.econbiz.de/10014329005
Saved in:
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