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subject:"Konjunktur"
~subject:"Panel study"
~isPartOf:"Economics letters"
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ECONIS (ZBW)
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1
A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model
Bin, Peng
;
Yu, Junqi
;
Zhu, Yi
- In:
Economics letters
201
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607089
Saved in:
2
A joint test for serial correlation and heteroscedasticity in fixed-T panel regression models with interactive effects
Wu, Jianhong
- In:
Economics letters
197
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012511002
Saved in:
3
Unbiased CCE estimator for Interactive Fixed Effects panels
Chen, Mingjing
;
Yan, Jingzhou
- In:
Economics letters
175
(
2019
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012121108
Saved in:
4
Correlated shocks within firms
Tweedle, Jesse
- In:
Economics letters
163
(
2018
),
pp. 95-97
Persistent link: https://www.econbiz.de/10011982961
Saved in:
5
Significance test in nonstationary logit panel model with serially correlated dependent variable
Chu, Chia-shang James
;
Liu, Nan
;
Zhang, Lina
- In:
Economics letters
159
(
2017
),
pp. 37-41
Persistent link: https://www.econbiz.de/10011902882
Saved in:
6
Economic policy uncertainty shocks and stock-bond correlations : evidence from the US market
Li, Xiaoming
;
Zhang, Bing
;
Gao, Ruzhao
- In:
Economics letters
132
(
2015
),
pp. 91-96
Persistent link: https://www.econbiz.de/10011431392
Saved in:
7
International transmission of business cycles : evidence from dynamic correlations
Fidrmuc, Jarko
;
Ikeda, Taro
;
Iwatsubo, Kentaro
- In:
Economics letters
114
(
2012
)
3
,
pp. 252-255
Persistent link: https://www.econbiz.de/10009550802
Saved in:
8
Structural correlation decompositions for business cycle analysis
Andrle, Michal
- In:
Economics letters
115
(
2012
)
3
,
pp. 390-391
Persistent link: https://www.econbiz.de/10009632375
Saved in:
9
A note on the Cliff and Ord test for spatial correlation in panel models
Mutl, Jan
;
Pfaffermayr, Michael
- In:
Economics letters
108
(
2010
)
2
,
pp. 225-228
Persistent link: https://www.econbiz.de/10008699112
Saved in:
10
Correlation of business cycles in the euro zone
Gonçalves, Carlos Eduardo Soares
;
Rodrigues, Mauro
; …
- In:
Economics letters
102
(
2009
)
1
,
pp. 56-58
Persistent link: https://www.econbiz.de/10003822216
Saved in:
11
A note on S2 in a spatially correlated error components regression model for panel data
Song, Seuck-heun
;
Lee, Jaejun
- In:
Economics letters
101
(
2008
)
1
,
pp. 41-43
Persistent link: https://www.econbiz.de/10003787455
Saved in:
12
Computing white stylized facts on comovement
André, Francisco J.
;
Pérez, Javier J.
;
Martín, Ricardo
- In:
Economics letters
76
(
2002
)
1
,
pp. 65-71
Persistent link: https://www.econbiz.de/10001672139
Saved in:
13
On non-contemporaneous short-run co-movements
Cubadda, Gianluca
;
Hecq, Alain W. J.
- In:
Economics letters
73
(
2001
)
3
,
pp. 389-397
Persistent link: https://www.econbiz.de/10001635107
Saved in:
14
Country specific effect in the Feldstein-Horioka paradox : a panel data analysis
Corbin, Annie
- In:
Economics letters
72
(
2001
)
3
,
pp. 297-302
Persistent link: https://www.econbiz.de/10001602343
Saved in:
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