Narrow search
Showing 1 - 10 of 232
Cover Image
Two-way fixed effects versus panel factor-augmented estimators : asymptotic comparison among pretesting procedures
Han, Minyu; Kwak, Jihun; Sul, Donggyu - In: Econometric reviews 41 (2022) 3, pp. 291-320
it is not, practitioners need to run the so-called panel factor augmented regression instead. There are two pretesting …
Persistent link: https://www.econbiz.de/10013364881
Cover Image
The performance of panel cointegration methods : results from a large scale simulation study
Wagner, Martin; Hlouskova, Jaroslava - In: Econometric reviews 29 (2010) 2, pp. 182-223
Persistent link: https://www.econbiz.de/10003960501
Cover Image
A nonparametric poolability test for panel data models with cross section dependence
Jin, Sainan; Su, Liangjun - In: Econometric reviews 32 (2013) 1/4, pp. 469-512
Persistent link: https://www.econbiz.de/10009717780
Cover Image
Econometric analysis of high dimensional VARS featuring a dominant unit
Chudik, Alexander; Pesaran, M. Hashem - In: Econometric reviews 32 (2013) 5/6, pp. 592-649
Persistent link: https://www.econbiz.de/10009758630
Cover Image
Random effects, fixed effects and Hausman's test for the generalized mixed regressive spatial autoregressive panel data model
Baltagi, Badi H.; Liu, Long - In: Econometric reviews 35 (2016) 1/4, pp. 638-658
Persistent link: https://www.econbiz.de/10011550080
Cover Image
Testing weak cross-sectional dependence in large panels
Pesaran, M. Hashem - In: Econometric reviews 34 (2015) 6/10, pp. 1089-1117
Persistent link: https://www.econbiz.de/10011483451
Cover Image
New simple tests for panel cointegration
Westerlund, Joakim - In: Econometric reviews 24 (2005) 3, pp. 297-316
Persistent link: https://www.econbiz.de/10003105617
Cover Image
Reliable inference for GMM estimators? : Finite sample properties of alternative test procedures in linear panel data models
Bond, Stephen; Windmeijer, Frank - In: Econometric reviews 24 (2005) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10002655586
Cover Image
Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
Xu, Qiuhua; Cai, Zongwu; Fang, Ying - In: Econometric reviews 40 (2021) 10, pp. 919-943
Persistent link: https://www.econbiz.de/10012624566
Cover Image
Testing for shifts in a time trend panel data model with serially correlated error component disturbances
Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: Econometric reviews 39 (2020) 8, pp. 745-762
Persistent link: https://www.econbiz.de/10012295578