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Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko; Pesaran, M. Hashem; Smith, L. Vanessa - In: Journal of applied econometrics 38 (2023) 6, pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
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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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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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Income and democracy : a smooth varying coefficient redux
Lundberg, Alexander L.; Huynh, Kim P.; Jacho-Chávez, … - In: Journal of applied econometrics 32 (2017) 3, pp. 719-724
Persistent link: https://www.econbiz.de/10011703153
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Directed tests of no cross-sectional correlation in large-N panel data models
Demetrescu, Matei; Homm, Ulrich-Michael - In: Journal of applied econometrics 31 (2016) 1, pp. 4-31
Persistent link: https://www.econbiz.de/10011642081
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Testing for ARCH in the presence of addiative outliers
Dijk, Dick van; Franses, Philip Hans; Lucas, André - In: Journal of applied econometrics 14 (1999) 5, pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
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Asympototically perfect and relative convergence of productivity
Hobijn, Bart; Franses, Philip Hans - In: Journal of applied econometrics 15 (2000) 1, pp. 59-81
Persistent link: https://www.econbiz.de/10001465104
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Numerical distribution functions for unit root and cointegration tests
MacKinnon, James G. - In: Journal of applied econometrics 11 (1996) 6, pp. 601-618
Persistent link: https://www.econbiz.de/10001211085
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Evaluating asset-pricing models using the Hansen-Jagannathan bound : a Monte-Carlo investigation
Otrok, Christopher M.; Ravikumar, B.; Whiteman, Charles H. - In: Journal of applied econometrics 17 (2002) 2, pp. 149-174
Persistent link: https://www.econbiz.de/10001667482
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Mixed signals among tests for cointegration
Gregory, Allan W.; Haug, Alfred Albert; Lomuto, Nicoletta - In: Journal of applied econometrics 19 (2004) 1, pp. 89-98
Persistent link: https://www.econbiz.de/10001924682