Narrow search
Showing 1 - 4 of 4
Cover Image
Bayesian unit root test for panel data
Kuma, Jitendra; Afifa, Umme; Chaturvedi, Anoop - 2016
The present paper studies the panel data auto regressive (PAR) time series model for testing the unit root hypothesis. The posterior odds ratio (POR) is derived under appropriate prior assumptions and then empirical analysis is carried out for testing the unit root hypothesis of Net Asset Value...
Persistent link: https://www.econbiz.de/10011853371
Cover Image
Robust linear static panel data models using ε-contamination
Baltagi, Badi H.; Bresson, Georges; Chaturvedi, Anoop; … - In: Journal of econometrics 202 (2018) 1, pp. 108-123
Persistent link: https://www.econbiz.de/10011974556
Cover Image
Bayesian unit root test for panel data
Kuma, Jitendra; Chaturvedi, Anoop; Afifa, Umme - 2016
The present paper studies the panel data auto regressive (PAR) time series model for testing the unit root hypothesis. The posterior odds ratio (POR) is derived under appropriate prior assumptions and then empirical analysis is carried out for testing the unit root hypothesis of Net Asset Value...
Persistent link: https://www.econbiz.de/10011784564
Cover Image
Robust dynamic space-time panel data models using ε-contamination : an application to crop yields and climate change
Baltagi, Badi H.; Bresson, Georges; Chaturvedi, Anoop; … - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2475-2509
Persistent link: https://www.econbiz.de/10014328993