Results 11 to 20 of about 3,391,346 (320)
Likelihood-Based Cointegration Tests in Heterogeneous Panels
The Econometrics Journal, 2001 Summary: This paper presents a maximum likelihood panel test of the cointegrating rank in heterogeneous panel models based on the mean of the individual rank trace statistics. The existence of the first two moments of the asymptotic distribution of the individual trace statistic is established.
Rolf Larsson +2 more
semanticscholar +2 more sources
Distributional Characterization of CBC-Derived Inflammatory Indices in Hospitalized Patients with Schizophrenia [PDF]
DiagnosticsBackground: Increasing evidence suggests that schizophrenia may be associated with peripheral immune–inflammatory alterations, although the distributional characteristics and heterogeneity of routinely available complete blood count (CBC)-derived ...
Murat Yalçın, Mehmet Cudi Tuncer
doaj +2 more sources
Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
Journal of the American Statistical Association, 1999 Hashem Pesaran +2 more
exaly +4 more sources
Estimation of Nonstationary Heterogeneous Panels
The Stata Journal, 2007 Edward F. Blackburne, Mark W. Frank
exaly +2 more sources
Panel data analysis with heterogeneous dynamics [PDF]
Journal of Econometrics, 2015 This paper proposes a model-free approach to analyze panel data with heterogeneous dynamic structures across observational units. We first compute the sample mean, autocovariances, and autocorrelations for each unit, and then estimate the parameters of interest based on their empirical distributions. We then investigate the asymptotic properties of our
Ryo Okui, Takahide Yanagi
openaire +3 more sources
Stability Tests for Heterogeneous Panel Data [PDF]
SSRN Electronic Journal, 2008 This paper proposes a new test for structural instability in heterogeneous panels. The test builds on the seminal work of Andrews (2003) originally developed for time series. It is robust to non-normal, heteroskedastic and serially correlated errors, and allows for the number of post break observations to be small.
Félix Chan +2 more
openaire +4 more sources
Heterogeneous Synthetic Learner for Panel Data
CoRR, 2022 In the new era of personalization, learning the heterogeneous treatment effect (HTE) becomes an inevitable trend with numerous applications. Yet, most existing HTE estimation methods focus on independently and identically distributed observations and cannot handle the non-stationarity and temporal dependency in the common panel data setting.
Ye Shen +3 more
openaire +3 more sources
Education composition and growth: A pooled mean group analysis of OECD countries [PDF]
Panoeconomicus, 2011 This paper uses the pooled mean group (PMG) estimator and a dataset restricted to OECD countries to examine the relationship between different levels of education, i.e. between education composition and growth.
Simões Marta C.N.
doaj +1 more source
Grouped patterns of heterogeneity in panel data [PDF]
Econometrica, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bonhomme, Stéphane +1 more
openaire +5 more sources
Reflections on “Testing for Unit Roots in Heterogeneous Panels”
SSRN Electronic Journal, 2023 This article is our personal perspective on the IPS test and the subsequent developments of unit root and cointegration tests in dynamic panels with and without cross-section dependence. In this note, we discuss the main idea behind the test and the publication process that led to Im, Pesaran and Shin (2003).
Im, K S., Pesaran, M. H., Shin, Y.
openaire +4 more sources