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The difference, system and 'double-d GMM panel estimators in the presence of structural breaks

Chowdhury, Rosen Azad; Russell, Bill - 2012

Persistent link: https://www.econbiz.de/10009620285

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

You can't always get what you want? : a Monte Carlo analysis of the bias and the efficiency of dynamic panel data estimators

Kufenko, Vadmin; Prettner, Klaus - 2017

We assess the bias and the efficiency of state-of-the-art dynamic panel data estimators by means of model-based Monte … data, the results obtained with the different panel data estimators range from 0.03% to 17%. This implies a range of the …

Persistent link: https://www.econbiz.de/10011761250

Broken effects? : how to reduce false positives in panel regressions

Wibbens, Phebo D.; Li, Xina - 2020

Persistent link: https://www.econbiz.de/10012299997

Broken effects? : how to reduce false positives in panel regressions

Wibbens, Phebo D.; Li, Xina - 2021

Persistent link: https://www.econbiz.de/10012542764

Estimation and inference of a partially linear panel threshold spatial model with individual fixed effects

Zhang, Xishu; Wang, Xuanhui; Ye, Azhong - In: Applied economics letters 31 (2024) 21, pp. 2271-2276

Persistent link: https://www.econbiz.de/10015095210

Finite sample performance of specification tests for correlated random effects quantile panel regressions

Haque, Samiul; Delgado, Michael S. - In: Applied economics letters 24 (2017) 7/9, pp. 515-519

Persistent link: https://www.econbiz.de/10011712426

Jump factor models in large cross‐sections

Li, Jia; Todorov, Viktor; Tauchen, George Eugene - In: Quantitative economics : QE ; journal of the … 10 (2019) 2, pp. 419-456

of factor jumps. Such jump dependence is implied by standard linear factor models. Our inference is based on a panel of … restriction on the relative magnitude of these two dimensions of the panel. The test is formed from the high‐frequency returns at …

Persistent link: https://www.econbiz.de/10012042424

On the power and interpretation of panel unit root tests

Karlsson, Sune; Löthgren, Mickael - In: Economics letters 66 (2000) 3, pp. 249-255

Persistent link: https://www.econbiz.de/10001448883

A principal components analysis of common stochastic trends in heterogeneous panel data : some Monte Carlo evidence

Hall, Stephen G.; Lazarová, Stěpána; Urga, Giovanni - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 749-767

Persistent link: https://www.econbiz.de/10001437556