Similar Search Results

Nonstationary panels, panel cointegration, and dynamic panels

Baltagi, Badi H. (ed.) - 2000 - 1. ed.

Persistent link: https://www.econbiz.de/10001515447

Nonstationary panels, cointegration in panels and dynamic panels : a survey

Baltagi, Badi H.; Kao, Chihwa - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 7-51). 2000

Persistent link: https://www.econbiz.de/10001583110

Simple LM tests for the unbalanced nested error component regression model

Baltagi, Badi H.; Song, Seuck-heun; Jung, Byoung Cheol - In: Econometric reviews 21 (2002) 2, pp. 167-187

Persistent link: https://www.econbiz.de/10001704762

Adaptive estimation of heteroskedastic error component models

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Econometric reviews 24 (2005) 1, pp. 39-58

Persistent link: https://www.econbiz.de/10002655589

Modeling regional interdependencies using a global error-correcting macroeconometric model

Pesaran, M. Hashem; Schuermann, Til; Weiner, Scott M. - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 2, pp. 129-181

Persistent link: https://www.econbiz.de/10002037011

Nonstationary Panels, Cointegration in Panels and Dynamic Panels : A Survey

Baltagi, Badi H. - 2011

This paper provides an overview of topics in nonstationary panels: panel unit root tests, panel cointegration tests, and estimation of panel cointegration models. In addition it surveys recent developments in dynamic panel data models

Persistent link: https://www.econbiz.de/10013127093

Prediction in an unbalanced nested error components panel data model

Baltagi, Badi H.; Pirotte, Alain - In: Journal of forecasting 32 (2013) 8, pp. 755-768

Persistent link: https://www.econbiz.de/10010344460

Prediction in a spatial nested error components panel data model

Baltagi, Badi H.; Pirotte, Alain - In: International journal of forecasting 30 (2014) 3, pp. 407-414

Persistent link: https://www.econbiz.de/10010511584

Joint LM test for homoskedasticity in a one-wa error component model

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Journal of econometrics 134 (2006) 2, pp. 401-417

Persistent link: https://www.econbiz.de/10003374325

Testing for cointegrating rank via model selection : evidence from 165 data sets

Baltagi, Badi H.; Wang, Zijun - In: Empirical economics : a journal of the Institute for … 33 (2007) 1, pp. 41-49

Persistent link: https://www.econbiz.de/10003491969