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Error correction testing in panels with common stochastic trends
Gengenbach, Christian; Urbain, Jean-Pierre; Westerlund, … - In: Journal of applied econometrics 31 (2016) 6, pp. 982-1004
Persistent link: https://www.econbiz.de/10011686171
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Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices
Choi, In; Chue, Timothy K. - In: Journal of applied econometrics 22 (2007) 2, pp. 233-264
Persistent link: https://www.econbiz.de/10003455445
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On the problem of endogenous unobserved effects in the estimation of gravity models
Egger, Peter - 2000
Persistent link: https://www.econbiz.de/10011491848
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Long-run homogeneity of labour demand : panel evidence from OECD countries
Hahn, Franz R. - 2003
period from 1970 to 2000. We apply a new panel error correction technique which allows us to constrain the long …
Persistent link: https://www.econbiz.de/10011493666
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Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís; Gadea, María Dolores - In: Journal of applied econometrics 38 (2023) 6, pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
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Inflation and broadband revisited : evidence from an OECD panel
Friesenbichler, Klaus S. - 2016 - This Version: 3rd October 2016
. Using a macroeconomic panel of OECD countries, it roughly confirms previous findings reported by Yi and Choi (2005) by …
Persistent link: https://www.econbiz.de/10011547933
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Bilateral trade agreements and trade distortions in agricultural markets?
Hirsch, Cornelius; Oberhofer, Harald - 2017
agricultural markets by putting a specific focus on the role of trade policy. Applying different dynamic panel data estimators and …
Persistent link: https://www.econbiz.de/10011610506
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Identification of spatial durbin panel models
Lee, Lung-fei; Yu, Jihai - In: Journal of applied econometrics 31 (2016) 1, pp. 133-162
Persistent link: https://www.econbiz.de/10011642121
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Modelling technical efficiency in cross sectionally dependent stochastic frontier panels
Mastromarco, Camilla; Serlenga, Laura; Shin, Yongcheol - In: Journal of applied econometrics 31 (2016) 1, pp. 281-297
Persistent link: https://www.econbiz.de/10011642154
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Panicca : panic on cross-section averages
Reese, Simon; Westerlund, Joakim - In: Journal of applied econometrics 31 (2016) 6, pp. 961-981
Persistent link: https://www.econbiz.de/10011686167