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Bootstrapping and hypothesis testing in non-stationary panel data
Emerson, Jamie; Kao, Chihwa - In: Applied economics letters 12 (2005) 5, pp. 313-318
Persistent link: https://www.econbiz.de/10002753378
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Asymptotics for Non-Stationary Panels with High-Dimensional Nuisance Parameters
Cao, Dingxian - 2022
This paper studies asymptotic theory for a nonstationary panel autoregressive model when cross-sectional dimension (n … fixed effects, which is not investigated in existing literature of dynamic panel models e.g. Hahn and Kuersteiner (2002) and …
Persistent link: https://www.econbiz.de/10014083467
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Asymptotics for Non-Stationary Panels with High-Dimensional Nuisance Parameters
Cao, Dingxian - 2022
This paper studies asymptotic theory for a nonstationary panel autoregressive model when cross-sectional dimension (n … fixed effects, which is not investigated in existing literature of dynamic panel models e.g. Hahn and Kuersteiner (2002) and …
Persistent link: https://www.econbiz.de/10014083468
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Inference in dynamic models for panel data using the moving block bootstrap
Higgins, Ayden; Jochmans, Koen - 2025
Persistent link: https://www.econbiz.de/10015271443
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Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends
Kao, Chihwa - 2011
In this paper, we develop tests for structural change in cointegrated panel regressions with common and idiosyncratic …
Persistent link: https://www.econbiz.de/10013127390
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The moving blocks bootstrap for panel linear regression models with individual fixed effects
Gonçalves, Sílvia - In: Econometric theory 27 (2011) 5, pp. 1048-1082
Persistent link: https://www.econbiz.de/10009379757
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Testing for breaks in cointegrated panels with common and idiosyncratic stochastic trends
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2011
Persistent link: https://www.econbiz.de/10009381370
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Large panels and high-dimensional vector autoregressive models
Callot, Laurent - 2012
Persistent link: https://www.econbiz.de/10010204938
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A test for strict stationarity
Lima, Luiz Renato; Néri, Breno de Andrade Pinheiro - In: Uncertainty analysis in econometrics with applications …, (pp. 17-30). 2013
Persistent link: https://www.econbiz.de/10009711170
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Estimation and inference for linear panel data models under misspecification when both n and T are large
Galvao, Antonio Fialho <Jr.>; Kato, Kengo - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 2, pp. 285-309
Persistent link: https://www.econbiz.de/10010488560