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A nonlinear panel data model of cross-sectional dependence

Mitchell, James; Kapetanios, George; Shin, Yongcheol - 2012

Persistent link: https://www.econbiz.de/10009545977

Investigating the stationarity of insurance premiums : international evidence

Lee, Chien-Chiang; Tsong, Ching-chuan; Yang, Shih-jui; … - In: The European journal of finance 19 (2013) 3/4, pp. 276-297

Persistent link: https://www.econbiz.de/10010243644

Some cautions on the use of nonlinear panel unit root tests : evidence from a modified series-specific non-linear panel unit-root test

Lau, Chi Keung; Suvankulov, Farrukh; Su, Yongyang; … - In: Economic modelling 29 (2012) 3, pp. 810-816

Persistent link: https://www.econbiz.de/10009545513

The incidental parameters problem in testing for remaining cross-section correlation

Juodis, Artūras; Reese, Simon - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1191-1203

Persistent link: https://www.econbiz.de/10013539484

Identification and (Fast) Estimation of Large Nonlinear Panel Models with Two-Way Fixed Effects

Mugnier, Martin; Wang, Ao - 2022

We study a nonlinear two-way fixed effects panel model that allows for unobserved individual heterogeneity in slopes …-Seidel estimation procedure that overcomes the practical challenge of dimensionality in the number of fixed effects when the dataset is …

Persistent link: https://www.econbiz.de/10014078902