Monografie
Panel unit root tests in the presence of a multifactor error structure
- Sprache
-
Englisch
- Identifier
-
987666207
- Reihe
-
Discussion paper series / IZA; No. 3254
Thema
Panel; Statistischer Test; Monte-Carlo-Simulation; Faktorenanalyse
Beteiligte Personen und Organisationen
- URN
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
26.01.2023, 13:55 MEZ
Objekttyp
- Monografie
Beteiligte
Ähnliche Objekte (12)
Infinite dimensional VARs and factor models
A solution to the problem of too many instruments in dynamic panel data GMM
Simulated Classical Tests in the Multiperiod Multinomial Probit Model
A Markov Chain Monte Carlo Multiple Imputation Procedure for Dealing with Item Nonresponse in the German SAVE Survey
Aggregation in Large Dynamic Panels
Diagnostic tests of cross section independence for nonlinear panel data models
Large panels with common factors and spatial correlations
Almost Consistent Estimation of Panel Probit Models with 'Small' Fixed Effects
Panel unit root tests in the presence of a multifactor error structure
Essays on Large Panel Data Models
Estimating panel VARs from macroeconomic data: Some Monte Carlo evidence and an application to OECD public spending shocks
Panel unit root tests in the presence of a multifactor error structure
Infinite dimensional VARs and factor models
A solution to the problem of too many instruments in dynamic panel data GMM
Simulated Classical Tests in the Multiperiod Multinomial Probit Model
A Markov Chain Monte Carlo Multiple Imputation Procedure for Dealing with Item Nonresponse in the German SAVE Survey
Aggregation in Large Dynamic Panels
Diagnostic tests of cross section independence for nonlinear panel data models
Large panels with common factors and spatial correlations
Almost Consistent Estimation of Panel Probit Models with 'Small' Fixed Effects
Panel unit root tests in the presence of a multifactor error structure
Essays on Large Panel Data Models
Estimating panel VARs from macroeconomic data: Some Monte Carlo evidence and an application to OECD public spending shocks
Panel unit root tests in the presence of a multifactor error structure
Infinite dimensional VARs and factor models
A solution to the problem of too many instruments in dynamic panel data GMM
Simulated Classical Tests in the Multiperiod Multinomial Probit Model
A Markov Chain Monte Carlo Multiple Imputation Procedure for Dealing with Item Nonresponse in the German SAVE Survey
Aggregation in Large Dynamic Panels
Diagnostic tests of cross section independence for nonlinear panel data models
Large panels with common factors and spatial correlations
Almost Consistent Estimation of Panel Probit Models with 'Small' Fixed Effects
Panel unit root tests in the presence of a multifactor error structure
Essays on Large Panel Data Models
Estimating panel VARs from macroeconomic data: Some Monte Carlo evidence and an application to OECD public spending shocks