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A predictive approach for selection of diffusion index models

Ando, Tomohiro; Tsay, Ruey S. - In: Econometric reviews 33 (2014) 1/4, pp. 68-99

Persistent link: https://www.econbiz.de/10010358477

Estimation of panel model with spatial autoregressive error and common factors

Qian, J. B. - In: Computational economics 47 (2016) 3, pp. 366-399

Persistent link: https://www.econbiz.de/10011712378

TFP in the manufacturing sector : long-term dynamics, country and regional comparative analysis

Harb, Georges; Bassil, Charbel - In: Economies : open access journal 11 (2023) 2, pp. 1-22

We employ a recent empirical strategy to estimate country-specific and time-varying total factor productivity (TFP) levels for the manufacturing sector of 63 countries over 40 years. The methodology is based on estimated country-specific production functions while accounting for cross-section...

Persistent link: https://www.econbiz.de/10014230599

Stock return predictability : a factor-augmented predictive regression system with shrinkage method

Ohno, Saburo; Ando, Tomohiro - In: Econometric reviews 37 (2018) 1/5, pp. 29-60

Persistent link: https://www.econbiz.de/10012038133

Intercept homogeneity test for fixed effect models under cross-sectional dependence : some insights

Basak, Gopal Krishna; Das, Samarjit - In: Journal of econometric methods 6 (2017) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10011944850

Modeling high-dimensional unit-root time series

Gao, Zhaoxing; Tsay, Ruey S. - In: International journal of forecasting 37 (2021) 4, pp. 1535-1555

Persistent link: https://www.econbiz.de/10013274312

A new approach to the relative convergence test

Kwak, Jihun - In: Applied economics letters 29 (2022) 7, pp. 597-603

Persistent link: https://www.econbiz.de/10013170995