Results 301 to 310 of about 3,391,346 (320)

Heterogeneous spatial dynamic panels with an application to US housing data

Spatial Economic Analysis, 2023
Yong Bao
exaly  

Stability Tests for Heterogeneous Panel Data [PDF]

, 2006
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.
openaire  

Mean group instrumental variable estimation of time-varying large heterogeneous panels with endogenous regressors

Econometrics and Statistics, 2023
George Kapetanios, Massimiliano Marcellino, Yu Bai   +2 more
exaly  

Robust tests for unit roots in heterogeneous panels

Economics Letters, 2004
Beong Soo So
exaly   +2 more sources

Stationarity tests in heterogeneous panels

2004
Yong Yin, Shaowen Wu
openaire   +1 more source

Revisiting energy consumption and GDP causality: Importance of a priori hypothesis testing, disaggregated data, and heterogeneous panels

, 2015
Brantley Liddle, Sidney Lung
semanticscholar   +1 more source

Estimating VARs with Long Heterogeneous Panels [PDF]

, 2000
No abstract.
openaire  

TESTING FOR THE EFFICIENT MARKET HYPOTHESIS IN STOCK PRICES: INTERNATIONAL EVIDENCE FROM NONLINEAR HETEROGENEOUS PANELS

Macroeconomic Dynamics, 2013
Chien‐Chiang Lee, Ching‐Chuan Tsong, Cheng-Feng Lee   +2 more
semanticscholar   +1 more source

Testing for Granger causality in heterogeneous mixed panels

Economic Modelling, 2011
Furkan Emirmahmutoglu, Nezir Köse
exaly  

Revisiting energy consumption and GDP causality: Importance of hypothesis testing, disaggregated data, and heterogeneous panels

Applied Energy, 2015
Sidney Lung, Brantley Liddle
exaly