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Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
-
2012
that are robust to cross-sectional heteroskedasticity of unknown form. By means of
Monte
Carlo
simulation, we investigate …
Persistent link: https://www.econbiz.de/10010282268
Saved in:
2
The Wooldridge method for the initial values problem is simple: what about performance?
Akay, Alpaslan
-
2009
random-effects probit and tobit (type1) models are used as the working examples. Various designs of
Monte
Carlo
Experiments …
Persistent link: https://www.econbiz.de/10010269205
Saved in:
3
Panel unit root tests in the presence of a multifactor error structure
Pesaran, Mohammad Hashem
;
Smith, L. Vanessa
;
Yamagata, …
-
2007
test are investigated by
Monte
Carlo
experiments, which suggest that it controls well for size in almost all cases …
Persistent link: https://www.econbiz.de/10010276263
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