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Estimation and testing of the factor-augmented panel regression models with missing data

Xiao, Difa; Wang, Lu; Wu, Jianhong - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 4, pp. 583-604

Persistent link: https://www.econbiz.de/10015123069

Panel threshold model with covariate-dependent thresholds and its application to the cash flow/investment relationship

Yang, Lixiong - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 4, pp. 645-659

Persistent link: https://www.econbiz.de/10015123206

Identifying network ties from panel data: Theory and an application to tax competition

de Paula, Áureo; Rasul, Imran; Souza, Pedro C. L. - 2023

-varying networks. We then describe how high-dimensional estimation techniques can be used to estimate the interactions model based on …

Persistent link: https://www.econbiz.de/10014480409

Panel vector autoregressive models: a survey

Canova, Fabio; Ciccarelli, Matteo - 2013

This paper provides an overview of the panel VAR models used in macroeconomics and finance. It discusses what are their distinctive features, what they are used for, and how they can be derived from economic theory. It also describes how they are estimated and how shock identification is...

Persistent link: https://www.econbiz.de/10011605552