Estimating Panel Time-Series Models with Heterogeneous Slopes
暂无分享,去创建一个
[1] Tiago Cavalcanti,et al. Growth, Development and Natural Resources: New Evidence Using a Heterogeneous Panel Analysis , 2011 .
[2] F. Moscone,et al. Health Expenditure and Income in the United States , 2010, Health economics.
[3] F. Teal,et al. Productivity Analysis in Global Manufacturing Production , 2010 .
[4] F. Teal,et al. Econometrics for Grumblers: A New Look at the Literature on Cross-Country Growth Empirics , 2011 .
[5] Stephen Bond,et al. Cross-section dependence in nonstationary panel models: a novel estimator , 2009 .
[6] M. Pesaran,et al. Weak and Strong Cross-Section Dependence and Estimation of Large Panels , 2009, SSRN Electronic Journal.
[7] Joakim Westerlund,et al. Error-Correction–Based Cointegration Tests for Panel Data , 2008 .
[8] Serena Ng,et al. Panel cointegration with global stochastic trends , 2008, 0805.1768.
[9] David Roodman,et al. A Note on the Theme of Too Many Instruments , 2008 .
[10] Elisa Tosetti,et al. Large Panels with Common Factors and Spatial Correlations , 2007, SSRN Electronic Journal.
[11] Edward F. Blackburne,et al. Estimation of Nonstationary Heterogeneous Panels , 2007 .
[12] G. Kapetanios,et al. Panels with Nonstationary Multifactor Error Structures , 2006, SSRN Electronic Journal.
[13] Ron Smith,et al. Unobserved Heterogeneity in Panel Time Series Models , 2004, Comput. Stat. Data Anal..
[14] J. Westerlund. Testing for Error Correction in Panel Data , 2006 .
[15] M. Pesaran. Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure , 2004, SSRN Electronic Journal.
[16] P. Pedroni. PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS , 2004, Econometric Theory.
[17] M. Pesaran. A Simple Panel Unit Root Test in the Presence of Cross Section Dependence , 2003 .
[18] M. Pesaran,et al. Testing for unit roots in heterogeneous panels , 2003 .
[19] Andrew T. Levin,et al. Unit root tests in panel data: asymptotic and finite-sample properties , 2002 .
[20] J. Bai,et al. A Panic Attack on Unit Roots and Cointegration , 2001 .
[21] Steven N. Durlauf,et al. The local Solow growth model , 2001 .
[22] G. Maddala,et al. A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test , 1999 .
[23] M. Hashem Pesaran,et al. Pooled Mean Group Estimation of Dynamic Heterogeneous Panels , 1999 .
[24] P. Pedroni. Current Version : July 25 , 1999 CRITICAL VALUES FOR COINTEGRATION TESTS IN HETEROGENEOUS PANELS WITH MULTIPLE REGRESSORS * , 1999 .
[25] R. Blundell,et al. Initial Conditions and Moment Restrictions in Dynamic Panel Data Models , 1998 .
[26] M. Pesaran,et al. Estimating Long-Run Relationships From Dynamic Heterogeneous Panels , 1995 .
[27] L. Hamilton. How Robust is Robust Regression , 1992 .
[28] M. Arellano,et al. Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations , 1991 .
[29] D. Weil,et al. A Contribution to the Empirics of Economic Growth Author ( s ) : , 2008 .