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Inflation-growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model
Omay, Tolga; Van Eyden, Reneé; Gupta, Rangan - In: Empirical economics : a journal of the Institute for … 54 (2018) 3, pp. 913-944
Persistent link: https://www.econbiz.de/10011949416
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Common correlated effects estimation of heterogeneous dynamic panel quantile regression models
Harding, Matthew C.; Lamarche, Carlos; Pesaran, M. Hashem - 2018
This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and interactive effects. The paper adopts the Common Correlated Effects (CCE) approach proposed by Pesaran (2006) and Chudik and Pesaran (2015) and demonstrates that the extension...
Persistent link: https://www.econbiz.de/10011898624
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Bootstrap improved inference for factor-augmented regressions with CCE
Vos, Ignace de; Stauskas, Ovidijus - 2021
Persistent link: https://www.econbiz.de/10012698559
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Econometric analysis of panel data models with multifactor error structures
Karabiyik, Hande; Palm, Franz C.; Urbain, Jean-Pierre - In: Annual review of economics 11 (2019), pp. 495-522
Persistent link: https://www.econbiz.de/10012623785
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On the robustness of the pooled CCE estimator
Juodis, Artūras; Karabiyik, Hande; Westerlund, Joakim - In: Journal of econometrics 220 (2021) 2, pp. 325-348
Persistent link: https://www.econbiz.de/10012618517
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Cross-section bootstrap for CCE regressions
Vos, Ignace de; Stauskas, Ovidijus - In: Journal of econometrics 240 (2024) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10015074614
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Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus; Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477