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~person:"Creedy, John"
~person:"Güth, Werner"
~person:"Narayan, Paresh Kumar"
~person:"Pesaran, M. Hashem"
~subject:"Panel study"
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ECONIS (ZBW)
81
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1
Estimation and inference for spatial models with heterogeneous coefficients : an application to U.S. house prices
Aquaro, Michele
;
Bailey, Natalia
;
Pesaran, M. Hashem
-
2019
This paper considers the problem of identification, estimation and inference in the case of spatial panel data models with heterogeneous spatial lag coefficients, with and without (weakly) exogenous regressors, and subject to heteroskedastic errors. A quasi maximum likelihood (QML) estimation...
Persistent link: https://www.econbiz.de/10011983664
Saved in:
2
Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003630712
Saved in:
3
Electricity Consumption in G7 Countries : A Panel Cointegration Analysis of Residential Demand Elasticities
Narayan, Paresh Kumar
-
2012
This article applies recently developed panel unit root and panel cointegration techniques to estimate the long-run and short-run income and price elasticities for residential demand for electricity in G7 countries. The panel results indicate that in the long-run residential demand for...
Persistent link: https://www.econbiz.de/10013105328
Saved in:
4
Reflections on "testing for unit roots in heterogeneous panels"
Im, KyungSo
;
Pesaran, M. Hashem
;
Shin, Yongcheol
-
2023
Persistent link: https://www.econbiz.de/10013530823
Saved in:
5
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
6
A bias-corrected CD test for error cross-sectional dependence in panel data models with latent factors
Pesaran, M. Hashem
;
Xie, Yimeng
-
2021
Persistent link: https://www.econbiz.de/10013259565
Saved in:
7
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:
8
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
models in
economics
as conditions for balanced growth, arbitrage or solvency, the empirical literature has tended to find …
Persistent link: https://www.econbiz.de/10013041372
Saved in:
9
Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
-
2015
Persistent link: https://www.econbiz.de/10010504704
Saved in:
10
Is there a debt-threshold effect on output growth? /Alexander Chudik, Kamiar Mohaddes, M. Hashem Pesaran and Mehdi Raissi
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
-
2015
Persistent link: https://www.econbiz.de/10011312230
Saved in:
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