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Estimation of higher-order spatial autoregressive panel data error component models

Badinger, Harald; Egger, Peter - 2009

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial …

Persistent link: https://www.econbiz.de/10003808637

Asymptotically unbiased inference for a panel VAR model with p lags

Cubillos-Rocha, Juan Sebastian; Melo-Velandia, Luis Fernando - 2018

Persistent link: https://www.econbiz.de/10011993173

Further evidence on import demand function and income inequality

Konstantakopoulou, Ioanna - In: Economies : open access journal 8 (2020) 4/91, pp. 1-12

the impact of inequality. This study employs panel estimators that tackle heterogeneity and cross-sectional dependence to … model as well as a model that allows for stochastic trends and cross-sectional dependence. Annual panel data for the period …

Persistent link: https://www.econbiz.de/10012311842

Analysis of Panel Vector Error Correction Models Using Maximum Likelihood, the Bootstrap, and Canonical-Correlation Estimators

Anderson, Richard G. - 2006

In this paper, we examine the use of Box-Tiao's (1977) canonical correlation method as an alternative to likelihood-based inferences for vector error-correction models. It is now well-known that testing of cointegration ranks based on Johansen's (1995) ML-based method suffers from severe small...

Persistent link: https://www.econbiz.de/10012732978

A Finite Sample Correction for the Variance of Linear Two-Step GMM Estimators

Windmeijer, Frank - 2005

variance. In a Monte Carlo study of a panel data model it is shown that the corrected variance estimate approximates the finite …

Persistent link: https://www.econbiz.de/10014141903

A Finite Sample Correction for the Variance of Linear Efficient Two-Step GMM Estimators

Windmeijer, Frank - 2005

variance. In a Monte Carlo study of a panel data model it is shown that the corrected variance estimate approximates the finite …

Persistent link: https://www.econbiz.de/10014064499

Estimation of fixed effects panel regression models with separable and nonseparable space-time filters

Lee, Lung-fei; Yu, Jihai - In: Journal of econometrics 184 (2015) 1, pp. 174-192

Persistent link: https://www.econbiz.de/10011326795

Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration

Yang, Kai; Lee, Lung-fei - In: Journal of econometrics 221 (2021) 2, pp. 337-367

Persistent link: https://www.econbiz.de/10012618869

Rank based cointegration testing for dynamic panels with fixed T

Juodis, Artūras - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 349-389

Persistent link: https://www.econbiz.de/10011949797

Exchange rate pass-through in the GCC countries : a dynamic panel data approach

Nakibullah, Ashraf - In: The empirical economics letters : a monthly … 15 (2016) 10, pp. 993-999

Persistent link: https://www.econbiz.de/10011717095