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Least squares asymptotics in spurious and cointegrated panel regressions with common and indiosyncratic stochastic trends
Urbain, Jean-Pierre; Westerlund, Joakim - In: Oxford bulletin of economics and statistics 73 (2011) 1, pp. 119-139
Persistent link: https://www.econbiz.de/10009011869
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Network effects and infrastructure productivity in developing countries
Candelon, Bertrand; Colletaz, Gilbert; Hurlin, Christophe - In: Oxford bulletin of economics and statistics 75 (2013) 6, pp. 887-913
Persistent link: https://www.econbiz.de/10010240896
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A simple test for cointegration in dependent panels with structural breaks
Westerlund, Joakim; Edgerton, David L. - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 665-704
Persistent link: https://www.econbiz.de/10003759121
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Estimating and forecasting with a dynamic spatial panel data model
Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - In: Oxford bulletin of economics and statistics 76 (2014) 1, pp. 112-138
Persistent link: https://www.econbiz.de/10010439610
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An IV test for a unit root in generally trending and correlated panels
Westerlund, Joakim - In: Oxford bulletin of economics and statistics 78 (2016) 5, pp. 752-764
Persistent link: https://www.econbiz.de/10011579106
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Finite sample correction factors for panel cointegration tests
Hlouskova, Jaroslava; Wagner, Martin - In: Oxford bulletin of economics and statistics 71 (2009) 6, pp. 851-881
Persistent link: https://www.econbiz.de/10003898995
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Bias reduction in dynamic panel data models by common recursive mean adjustment
Choi, Chi-young; Mark, Nelson C.; Sul, Donggyu - In: Oxford bulletin of economics and statistics 72 (2010) 5, pp. 567-599
Persistent link: https://www.econbiz.de/10008652089
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Diagnostic tests of cross-section independence for limited dependent variable panel data models
Hsiao, Cheng; Pesaran, M. Hashem; Pick, Andreas - In: Oxford bulletin of economics and statistics 74 (2012) 2, pp. 253-277
Persistent link: https://www.econbiz.de/10009526736
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Simplified implementation of the Heckman estimator of the dynamic probit model and a comparison with alternative estimators
Arulampalam, Wiji; Stewart, Mark B. - In: Oxford bulletin of economics and statistics 71 (2009) 5, pp. 659-681
Persistent link: https://www.econbiz.de/10003875189
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Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger; Phillips, Peter C. B. - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 711-747
Persistent link: https://www.econbiz.de/10001437552