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~subject:"Kointegration"
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Panel data econometrics
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Kointegration
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Baltagi, Badi H.
19
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4
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2
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1
Nonstationary panels, panel cointegration, and dynamic panels
Baltagi, Badi H.
(
ed.
)
-
2000
-
1. ed.
Persistent link: https://www.econbiz.de/10001515447
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2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Cointegration of matched home purchases and rental price indexes : evidence from Singapore
Baltagi, Badi H.
;
Li, Jing
- In:
Regional science & urban economics
55
(
2015
),
pp. 80-88
Persistent link: https://www.econbiz.de/10011479850
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