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Testing for Granger causality in heterogeneous panels with cross-sectional dependence
Nazlıoğlu, Şaban; Karul, Cagin - In: Empirical economics : a quarterly journal of the … 67 (2024) 4, pp. 1541-1579
Persistent link: https://www.econbiz.de/10015141986
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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
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Common breaks in time trends for large panel data with a factor structure
Kim, Dukpa - In: The econometrics journal 17 (2014) 3, pp. 301-337
Persistent link: https://www.econbiz.de/10010498717
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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
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Identification of common factors in panel data growth model
Deniz, Pinar; Stengos, Thanasēs; Yazgan, Mustafa Ege - 2018
Persistent link: https://www.econbiz.de/10011817752
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Identification of common factors in panel data growth model
Deniz, Pinar; Stengos, Thanasēs; Yazgan, Mustafa Ege - In: Economics letters 168 (2018), pp. 94-97
Persistent link: https://www.econbiz.de/10012016745
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The long-run relationship between public consumption and output in developing countries : evidence from panel data
Francois, John Nana; Keinsley, Andrew - In: Economics letters 174 (2019), pp. 96-99
Persistent link: https://www.econbiz.de/10012121037
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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
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Disentangling the source of non-stationarity in a panel of seasonal data
Hsu, Shih-hsun - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10012437839
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Efficient market hypothesis in emerging stock markets : gradual shifts and common factors in panel data
Nazlıoğlu, Şaban; Pazarci, Sevket; Kar, Asim; Varol, … - In: Applied economics letters 31 (2024) 18, pp. 1773-1779
Persistent link: https://www.econbiz.de/10015077495