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Panels with non-stationary multifactor error structures
Kapetanios, George
;
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of econometrics
160
(
2011
)
2
,
pp. 326-348
Persistent link: https://www.econbiz.de/10009242244
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2
Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem
;
Smith, L. Vanessa
;
Yamagata, Takashi
- In:
Journal of econometrics
175
(
2013
)
2
,
pp. 94-115
Persistent link: https://www.econbiz.de/10009764422
Saved in:
3
A spatio-temporal model of house prices in the USA
Holly, Sean
;
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10008826865
Saved in:
4
A test of cross section dependence for a linear dynamic panel model with regressors
Sarafidis, Vasilis
;
Yamagata, Takashi
;
Robertson, Donald
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 149-161
Persistent link: https://www.econbiz.de/10003833753
Saved in:
5
Testing slope homogeneity in large panels
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 50-93
Persistent link: https://www.econbiz.de/10003608093
Saved in:
6
A heteroskedasticity robust Breusch-Pagan test for Contemporaneous correlation in dynamic panel data models
Halunga, Andreea G.
;
Orme, Chris D.
;
Yamagata, Takashi
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 209-230
Persistent link: https://www.econbiz.de/10011818781
Saved in:
7
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
Norkutė, Milda
;
Sarafidis, Vasilis
;
Yamagata, Takashi
; …
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 416-446
Persistent link: https://www.econbiz.de/10012618523
Saved in:
8
Panels with non-stationary multifactor error structures
Kapetanios, G.
;
Pesaran, M. Hashem
;
Yamagata, T.
- In:
Journal of econometrics
160
(
2011
)
2
,
pp. 326-349
Persistent link: https://www.econbiz.de/10008770532
Saved in:
9
Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem
;
Vanessa Smith, L.
;
Yamagata, Takashi
- In:
Journal of econometrics
175
(
2013
)
2
,
pp. 94-115
Persistent link: https://www.econbiz.de/10010111276
Saved in:
10
Testing slope homogeneity in large panels
Hashem Pesaran, M.
;
Yamagata, Takashi
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 50-93
Persistent link: https://www.econbiz.de/10007894518
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