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Prediction in a generalized spatial panel data model with serial correlation

Baltagi, Badi H.; Liu, Long - In: Journal of forecasting 35 (2016) 7, pp. 573-591

Persistent link: https://www.econbiz.de/10011610045

Testing for spatial correlation under a complete bipartite network

Baltagi, Badi H.; Liu, Long - In: Economics letters 241 (2024), pp. 1-4

Persistent link: https://www.econbiz.de/10015078585

Wavelet-based testing for serial correlation of unknown form in panel models

Hong, Yongmiao; Kao, Chihwa - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 5, pp. 1519-1563

Persistent link: https://www.econbiz.de/10002197493

Asymptotics for panel models with common shocks

Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2010

Persistent link: https://www.econbiz.de/10003988892

Asymptotics for panel models with common shocks

Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - In: Econometric reviews 31 (2012) 4/6, pp. 390-439

Persistent link: https://www.econbiz.de/10009539726

Testing cross-sectional correlation in large panel data models with serial correlation

Baltagi, Badi H.; Kao, Chihwa; Bin, Peng - 2016

Persistent link: https://www.econbiz.de/10011687485

Testing for instability in covariance structures

Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2016

Persistent link: https://www.econbiz.de/10011687504

Estimation of heterogeneous panels with structural breaks

Baltagi, Badi H.; Feng, Qu; Kao, Chihwa - In: Journal of econometrics 191 (2016) 1, pp. 176-195

Persistent link: https://www.econbiz.de/10011598096

Testing cross-sectional correlation in large panel data models with serial correlation

Baltagi, Badi H.; Kao, Chihwa; Bin, Peng - In: Econometrics : open access journal 4 (2016) 4, pp. 1-24

This paper considers the problem of testing cross-sectional correlation in large panel data models with serially-correlated errors. It finds that existing tests for cross-sectional correlation encounter size distortions with serial correlation in the errors. To control the size, this paper...

Persistent link: https://www.econbiz.de/10011650378

Testing for instability in covariance structures

Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2014

Persistent link: https://www.econbiz.de/10010440730