Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
create a website

Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. (2004). Pesaran, M.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_1331.

Full description at Econpapers || Download paper

Cited: 66

Citations received by this document

Cites: 23

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Modelling Simultaneous Relationships Between Human Development, Energy, and Environment: Fresh Evidence from Panel Quantile Regression. (2023). Kocoglu, Mustafa ; Banday, Umer Jeelanie.
    In: Journal of the Knowledge Economy.
    RePEc:spr:jknowl:v:14:y:2023:i:2:d:10.1007_s13132-022-00921-2.

    Full description at Econpapers || Download paper

  2. International Knowledge Spillovers and Economic Growth: New Evidence from High-Tech Imports and R&D Cooperation. (2023). Gomleksiz, Mustafa.
    In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi.
    RePEc:ist:journl:v:73:y:2023:i:1:p:281-305.

    Full description at Econpapers || Download paper

  3. Examining the role of sustainability and natural resources management in improving environmental quality: Evidence from Asian countries. (2023). Muda, Iskandar ; Mobarak, Mahfod ; Leong, Lin Woon ; Li, Zeyun ; al Shraah, Ata ; Abu-Rumman, Ayman.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005797.

    Full description at Econpapers || Download paper

  4. .

    Full description at Econpapers || Download paper

  5. Information and Communication Technology (ICT) Effect on Supply Chain Performance in the Dairy Industry: A Study in the Indian Context. (2022). Dastane, Omkar ; Said, Suzana Muhamad ; Aman, Aini ; Kumar, Rajeev ; Siddiqui, Imran Nadeem ; Bose, Prithvish ; Banerjee, Subhanil.
    In: International Journal of Asian Business and Information Management (IJABIM).
    RePEc:igg:jabim0:v:13:y:2022:i:1:p:1-16.

    Full description at Econpapers || Download paper

  6. How does renewable energy contribute to the growth versus environment debate?. (2022). OMRI, Anis ; Boubaker, Sabri.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004883.

    Full description at Econpapers || Download paper

  7. Population Dynamics and Environmental Quality in Africa. (2021). Asongu, Simplice ; Madichie, Chekwube V ; Ekesiobi, Chukwunonso ; Dimnwobi, Stephen K.
    In: Working Papers.
    RePEc:exs:wpaper:21/047.

    Full description at Econpapers || Download paper

  8. Population Dynamics and Environmental Quality in Africa. (2021). Asongu, Simplice A ; Madichie, Chekwube V ; Ekesiobi, Chukwunonso ; Dimnwobi, Stephen K.
    In: Working Papers of the African Governance and Development Institute..
    RePEc:agd:wpaper:21/047.

    Full description at Econpapers || Download paper

  9. Population Dynamics and Environmental Quality in Africa. (2021). Asongu, Simplice ; Dimnwobi, Stephen K ; Madichie, Chekwube V ; Ekesiobi, Chukwunonso.
    In: Research Africa Network Working Papers.
    RePEc:abh:wpaper:21/047.

    Full description at Econpapers || Download paper

  10. Financial Development and Governance: A Panel Data Analysis Incorporating Cross-sectional Dependence. (2020). Shafiullah, Muhammad ; Khalid, Usman.
    In: MPRA Paper.
    RePEc:pra:mprapa:100880.

    Full description at Econpapers || Download paper

  11. Nexus between Remittance and Household Consumption: Fresh Evidence from Symmetric or Asymmetric Investigation. (2020). Jianguo, Wei ; Qamruzzaman, MD.
    In: Journal of Economic Development.
    RePEc:jed:journl:v:45:y:2020:i:3:p:1-27.

    Full description at Econpapers || Download paper

  12. Immigration and unemployment in Europe: does the core-periphery dualism matter?. (2019). scicchitano, sergio ; esposito, piero ; Collignon, Stefan.
    In: GLO Discussion Paper Series.
    RePEc:zbw:glodps:310.

    Full description at Econpapers || Download paper

  13. Political Risk and Real Exchange Rate: What Can We Learn from Recent Developments in Panel Data Econometrics for Emerging and Developing Countries?. (2019). Rault, Christophe ; Bahmani-Oskooee, Mohsen ; Amor, Thouraya Hadj ; Nouira, Ridha.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:17:y:2019:i:4:d:10.1007_s40953-018-0145-4.

    Full description at Econpapers || Download paper

  14. Political Risk and Real Exchange Rate: What can we Learn from Recent Developments in Panel Data Econometrics for Emerging and Developing Countries?. (2019). Rault, Christophe ; Bahmani-Oskooee, Mohsen ; Nouira, Ridha ; Amor, Thouraya Hadj.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7443.

    Full description at Econpapers || Download paper

  15. .

    Full description at Econpapers || Download paper

  16. Indebtedness in the EU: a drag or a catalyst for growth?. (2017). Zumer, Tina ; Mika, Alina.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172118.

    Full description at Econpapers || Download paper

  17. An Analysis of the Relationship between U.S. State Level Carbon Dioxide Emissions and Health Care Expenditure. (2016). Mukherjee, Zinnia ; Lau, Chi Keung ; GUPTA, RANGAN ; Apergis, Nicholas ; Marco, Chi Keung.
    In: Working Papers.
    RePEc:pre:wpaper:201618.

    Full description at Econpapers || Download paper

  18. Are Commodity Price Booms an Opportunity to Diversify? Evidence from Resource-dependent Countries. (2016). Anne, Clement .
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01381143.

    Full description at Econpapers || Download paper

  19. Are Commodity Price Booms an Opportunity to Diversify? Evidence from Resource-dependent Countries. (2016). Anne, Clement .
    In: Working Papers.
    RePEc:cdi:wpaper:1825.

    Full description at Econpapers || Download paper

  20. Cointegration of Matched Home Purchases and Rental Price Indexes - Evidence from Singapore. (2015). Baltagi, Badi ; Li, Jing.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa15p571.

    Full description at Econpapers || Download paper

  21. Spatial Panel Data Model with error dependence: a Bayesian Separable Covariance Approach. (2015). Leorato, Samantha ; Mezzetti, Maura .
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:338.

    Full description at Econpapers || Download paper

  22. Cointegration of Matched Home Purchases and Rental Price Indexes: Evidence from Singapore. (2015). Baltagi, Badi ; Li, Jing.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:185.

    Full description at Econpapers || Download paper

  23. Health, Medical Innovation, and Disability Insurance: A Care Study of HIV Antiretroviral Therapy. (2015). Singleton, Perry .
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:182.

    Full description at Econpapers || Download paper

  24. Cointegration of Matched Home Purchases and Rental Price Indexes - Evidence from Sinpagore. (2015). Baltagi, Badi ; Li, Jing.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5559.

    Full description at Econpapers || Download paper

  25. THE US DOLLAR EXCHANGE RATE AND THE DEMAND FOR OIL. (2014). Peersman, Gert ; De Schryder, Selien.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:14/893.

    Full description at Econpapers || Download paper

  26. Differential Impacts of Foreign Capital and Remittance Inflows on Domestic Savings in the Developing Countries: A Dynamic Heterogeneous Panel Analysis. (2014). Hossain, Delwar .
    In: Departmental Working Papers.
    RePEc:pas:papers:2014-07.

    Full description at Econpapers || Download paper

  27. Panel Cointegration Tests on the Fiscal Sustainability of German Laender. (2014). Köhler, Ekkehard ; Feld, Lars ; Burret, Heiko ; Ekkehard A. Köhler, .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4929.

    Full description at Econpapers || Download paper

  28. Structural change and cross-country growth empirics. (2013). Eberhardt, Markus ; Teal, Francis .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6335.

    Full description at Econpapers || Download paper

  29. Drugs and Violence in Afghanistan: A Panel VAR with Unobserved Common Factor Analysis. (2011). Elia, Leandro ; Bove, Vincenzo.
    In: NEPS Working Papers.
    RePEc:ris:nepswp:2011_002.

    Full description at Econpapers || Download paper

  30. Panel time-series modeling: New tools for analyzing xt data. (2011). Eberhardt, Markus.
    In: United Kingdom Stata Users' Group Meetings 2011.
    RePEc:boc:usug11:22.

    Full description at Econpapers || Download paper

  31. TIs Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modelling Approach. (2011). shin, yongcheol ; Serlenga, Laura ; Mastromarco, Camilla.
    In: SERIES.
    RePEc:bai:series:economia-series40.

    Full description at Econpapers || Download paper

  32. Aggregation versus Heterogeneity in Cross-Country Growth Empirics. (2010). Teal, Francis ; Eberhardt, Markus.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:csae-wps/2010-32.

    Full description at Econpapers || Download paper

  33. Econometrics for Grumblers: A New Look at the Literature on Cross-Country Growth Empirics. (2009). Teal, Francis ; Eberhardt, Markus.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:csae-wps/2009-07.

    Full description at Econpapers || Download paper

  34. A Common Factor Approach to Spatial Heterogeneity in Agricultural Productivity Analysis. (2009). Teal, Francis ; Eberhardt, Markus.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:csae-wps/2009-05.

    Full description at Econpapers || Download paper

  35. Forecasting the fragility of the banking and insurance sector. (2009). Bernoth, Kerstin ; Pick, Andreas.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:202.

    Full description at Econpapers || Download paper

  36. Real Convergence and the EU Accession Countries. (2008). Holmes, Mark.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:7:y:2008:i:3:p:215-236.

    Full description at Econpapers || Download paper

  37. Testing for PPP in the Mean-Group Panel Regression Framework: Further Evidence. (2008). Noman, Abdullah.
    In: MPRA Paper.
    RePEc:pra:mprapa:7825.

    Full description at Econpapers || Download paper

  38. Estimation methods in panel data models with observed and unobserved components: a Monte Carlo study. (2008). Rossi, Eduardo ; Castagnetti, Carolina.
    In: MPRA Paper.
    RePEc:pra:mprapa:26196.

    Full description at Econpapers || Download paper

  39. A panel data approach to economic forecasting: the bias-corrected average forecast. (2008). Lima, Luiz ; Issler, João.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:668.

    Full description at Econpapers || Download paper

  40. A panel data approach to economic forecasting: the bias-corrected average forecast. (2007). Lima, Luiz ; Issler, João.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:642.

    Full description at Econpapers || Download paper

  41. Cyclical Productivity in Europe and the United States: Evaluating the Evidence on Returns to Scale and Input Utilization. (2007). Inklaar, Robert.
    In: Economica.
    RePEc:bla:econom:v:74:y:2007:i:296:p:822-841.

    Full description at Econpapers || Download paper

  42. Testing for symmetry and proportionality in a European panel. (2006). Snaith, Stuart ; Coakley, Jerry.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:63-71.

    Full description at Econpapers || Download paper

  43. Testing the representative agent assumption: the distribution of parameters in a large-scale model of the EU 1972-1998. (2006). de Ramon, S J A ; Barker, Terry ; de-Ramon, Sebastian A..
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:13:y:2006:i:6:p:395-398.

    Full description at Econpapers || Download paper

  44. To what extent are public savings offset by private savings in the OECD?. (2006). Holmes, Mark.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:30:y:2006:i:3:p:285-296.

    Full description at Econpapers || Download paper

  45. Exploring the International Linkages of the Euro Area: a Global VAR Analysis. (2006). Smith, L. Vanessa ; Pesaran, M ; di Mauro, Filippo ; Dees, Stephane ; Bank, European Central .
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:47.

    Full description at Econpapers || Download paper

  46. A stochastic discount factor approach to asset pricing using panel data. (2006). Issler, João ; Fernandes, Marcelo ; Araujo, Fabio.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:628.

    Full description at Econpapers || Download paper

  47. Unobserved heterogeneity in panel time series models. (2006). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:50:y:2006:i:9:p:2361-2380.

    Full description at Econpapers || Download paper

  48. Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures. (2006). Yamagata, Takashi ; Smith, Ronald ; Pesaran, M ; Hvozdyk, Lyudmyla.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1704.

    Full description at Econpapers || Download paper

  49. Macroeconometric Modelling with a Global Perspective. (2006). Smith, Ronald ; Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1659.

    Full description at Econpapers || Download paper

  50. Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures. (2006). Yamagata, Takashi ; Smith, Ronald ; Pesaran, M ; Hvozdyk, Lyudmyla.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0634.

    Full description at Econpapers || Download paper

  51. Macroeconometric Modelling with a Global Perspective. (2006). Smith, Ronald ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0604.

    Full description at Econpapers || Download paper

  52. HOW SUSTAINABLE ARE OECD CURRENT ACCOUNT BALANCES IN THE LONG RUN?. (2006). Holmes, Mark.
    In: Manchester School.
    RePEc:bla:manchs:v:74:y:2006:i:5:p:626-643.

    Full description at Econpapers || Download paper

  53. Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units. (2005). Fachin, Stefano.
    In: Econometrics.
    RePEc:wpa:wuwpem:0507002.

    Full description at Econpapers || Download paper

  54. Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems. (2005). Vogelsang, Timothy ; Pedroni, Peter.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2005-04.

    Full description at Econpapers || Download paper

  55. Testing for symmetry and proportionality in a European panel. (2005). Snaith, Stuart ; Coakley, Jerry.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:11:p:745-752.

    Full description at Econpapers || Download paper

  56. Explaining the Diversity of Industry Investment Responses to Uncertainty Using Long Run Panel Survey Data. (2005). Urga, Giovanni ; TEMPLE, PAUL ; Driver, Ciaran.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0405.

    Full description at Econpapers || Download paper

  57. On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence. (2005). Kao, Chihwa ; Bai, Jushan.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:75.

    Full description at Econpapers || Download paper

  58. Cyclical productivity in Europe and the United States, evaluating the evidence on returns to scale and input utilization. (2005). Inklaar, Robert.
    In: GGDC Research Memorandum.
    RePEc:gro:rugggd:200574.

    Full description at Econpapers || Download paper

  59. Exploring the international linkages of the euro area: a global VAR analysis. (2005). Pesaran, M ; di Mauro, Filippo ; Dees, Stephane ; Smith, Vanessa .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005568.

    Full description at Econpapers || Download paper

  60. Testing Slope Homogeneity in Large Panels. (2005). Yamagata, Takashi ; Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1438.

    Full description at Econpapers || Download paper

  61. Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns. (2005). Pesaran, M ; Kapetanios, George.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1416.

    Full description at Econpapers || Download paper

  62. Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns. (2005). Pesaran, M ; Kapetanios, G..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0520.

    Full description at Econpapers || Download paper

  63. Testing Slope Homogeneity in Large Panels. (2005). Yamagata, Takashi ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0513.

    Full description at Econpapers || Download paper

  64. Unemployment, Investment and Global Expected Returns: A Panel FAVAR Approach. (2005). Zoega, Gylfi ; Smith, Ronald.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0524.

    Full description at Econpapers || Download paper

  65. Unobserved Heterogeneity in Panel Time Series Models. (2004). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0403.

    Full description at Econpapers || Download paper

  66. Aggregation versus Heterogeneity in Cross-Country Growth Empirics. (). Eberhardt, Markus ; Teal, Francis .
    In: Discussion Papers.
    RePEc:not:notcre:11/08.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. [1] Ahn, 5G., Y-H. Lee and Schmidt, P. (2001), GMM Estimation of Linear Panel Data Models with Time-varying Individual Effects, Journal of Econometrics, 102, 219-255.

  2. [10] Holtz_Eakin, D, Newey, W.K., and Rosen, H., (1988), Estimating Vector Autoregressions with Panel Data, Econometrica, 56, 1371-1395.

  3. [11] Hsiao, C., Pesaran, M.H., and Tahmiscioglu, A.K. (1999), Bayes Estimation of Short-run coefficients in Dynamic Panel Data Models in C. Hsiao, K. Lahiri, L-F Lee and M.H. Pesaran (eds), Analysis of Panels and Limited Dependent Variables: A Volume in Honour of C S Maddala, Cambridge University Press, Cambridge.

  4. [12] Kapetanios, G., Pesaran, M.H., and Yamagata, T., (2004), Analysis of Panel Data Models with Unit Roots and a Multifactor Error Structure, under preparation.
    Paper not yet in RePEc: Add citation now
  5. [13] Kiefer, N.M. (1980), A Time Series-Cross Section Model with Fixed Effects with an Intertemporal Factor Structure. Unpublished manuscript, Department of Economics, Cornell University.
    Paper not yet in RePEc: Add citation now
  6. [14] Lee, Y.H. (1991), Panel Data Models with Multiplicative Individual and Time Effects. Application to Compensation and Frontier Production Functions, Unpublished Ph.D. Dissertation, Mishigan State University.
    Paper not yet in RePEc: Add citation now
  7. [15] Lee, K.C., and Pesaran, M.H. (1993), The Role of Sectoral Interactions in Wage Determination in the UK Economy, The Economic Journal, 103, 21-55. Rl

  8. [16] Pesaran, M.H. (2003) A Simple Panel Unit Root Test in the Presence of Cross Section Dependence, Cambridge Working Papers in Economics No. 0346.

  9. [17] Pesaran, M.H. (2004) General Diagnostic Tests for Cross Section Dependence in Panels, CESifo Working Paper Series No. 1229; IZA Discnssion Paper No. 1240.

  10. [18] Pesaran, M.H. and Smith R.P. (1995) Estimating Long-Rnn Relationships from Dynamic Heterogeneons Panels, Jonrnal of Econometrics, 1995, 68, 79-113.

  11. [19] Pesaran, M.H., Schnermann, T., and Weiner, S.M. (2004), Modeling Regional Interdependencies nsing a Global Error-Correcting Macroeconomic Model, Jonrnal of Ensiness Economics and Statistics (with Discnssions and a Rejoinder), 22, pp 129-181.

  12. [2] Anselin, L. (2001), Spatial Econometrics, in B. Baltagi (ed.), A Companion to Theoretical Econometrics, Blackwell, Oxford.
    Paper not yet in RePEc: Add citation now
  13. [20] Phillips, P.C.B., and Snb, D. (2003), Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence, The Econometrics Jonrnal, 6,217-259.

  14. [21] Robertson, D. and Symons, J. (2000), Factor Residnabs in SUR Regressions: Estimating Panels Allowing for Cross Sectional Correlation, Unpnbbished mannscript, Facnbty of Economics and Politics, University of Cambridge.

  15. [22] Stock and Watson, M.W. (1998), Diffnsion Indexes, NBER Working Paper 6702.

  16. [23] Swamy, P.A.V.B. (1970), Efficient Inference in Random Coefficient Regression Model, Econometrica, 38, 311-23. R2 Table Al(i): Bias of Estimators of /3~ Experiment Al: Full Rank + Heterogeneous Slope

  17. [3] Bai, J. and Ng, 5. (2002), Determining the Number of Factors in Approximate Factor Models, Econometrica, 70, 191-221.

  18. [4] Binder, M., C. Hsiao, Pesaran, M.H. (2004), Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration, University of Cambridge DAE Working Paper No.0003, (revised).

  19. [5] Coakley, J., Fuertes, A., and Smith, R.P. (2002), A Principal Components Approach to Cross-Section Dependence in Panels, Unpublished manuscript, Birkbeck College, University of London.

  20. [6] Conley, T.G. and Dupor, B. (2003), A Spatial Analysis of Sectoral Complementarity, Journal of Political Economy, 111, 311-352.

  21. [7] Conley, T.G. and Topa, G. (2002), Socio-economic Distance and Spatial Patterns in Unemployment, Journal of Applied Econometrics, 17, 303 - 327.
    Paper not yet in RePEc: Add citation now
  22. [8] Forni, M., and Lippi, M. (1997), Aggregation and the Microfoundations of Dynamic Macroeconomics, Calrendon Press, Oxford.

  23. [9] Forni, M., and Reichlin, L. (1998), Lets Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics, Review of Economic Studies, 65, 453-73.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Treatment Effects in Interactive Fixed Effects Models. (2020). Callaway, Brantly ; Karami, Sonia.
    In: Papers.
    RePEc:arx:papers:2006.15780.

    Full description at Econpapers || Download paper

  2. Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure and Endogeneity. (2015). Forchini, Giovanni ; Jiang, Bin ; Peng, Bin.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0315.

    Full description at Econpapers || Download paper

  3. Specification test for panel data models with interactive fixed effects. (2015). Su, Liangjun ; Jin, Sainan ; Zhang, Yonghui.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:1:p:222-244.

    Full description at Econpapers || Download paper

  4. Evaluating the effectiveness of Chinas financial reform—The efficiency of Chinas domestic banks. (2015). hsiao, cheng ; Bian, Wenlong ; Shen, Yan.
    In: China Economic Review.
    RePEc:eee:chieco:v:35:y:2015:i:c:p:70-82.

    Full description at Econpapers || Download paper

  5. Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity. (2015). Prucha, Ingmar ; Kuersteiner, Guido.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5445.

    Full description at Econpapers || Download paper

  6. Consistent Estimation of Panel Data Models with a Multifactor Error Structure when the Cross Section Dimension is Large. (2014). Forchini, Giovanni ; Peng, Bin.
    In: Working Paper Series.
    RePEc:uts:ecowps:20.

    Full description at Econpapers || Download paper

  7. Estimation of random coefficients logit demand models with interactive fixed effects. (2014). Weidner, Martin ; Shum, Matthew ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:20/14.

    Full description at Econpapers || Download paper

  8. A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root. (2014). Westerlund, Joakim ; Norkute, Milda .
    In: Working Papers.
    RePEc:hhs:lunewp:2014_012.

    Full description at Econpapers || Download paper

  9. Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects. (2014). Pesaran, M ; Hayakawa, Kazuhiko ; Smith, Vanessa .
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1412.

    Full description at Econpapers || Download paper

  10. Likelihood approach to dynamic panel models with interactive effects. (2013). Bai, Jushan.
    In: MPRA Paper.
    RePEc:pra:mprapa:50267.

    Full description at Econpapers || Download paper

  11. Dynamic linear panel regression models with interactive fixed effects. (2013). Weidner, Martin ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:63/13.

    Full description at Econpapers || Download paper

  12. Limit theory for panel data models with cross sectional dependence and sequential exogeneity. (2013). Prucha, Ingmar ; Kuersteiner, Guido.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:174:y:2013:i:2:p:107-126.

    Full description at Econpapers || Download paper

  13. Panel data models with multiple time-varying individual effects. (2013). Lee, Young Hoon ; Ahn, Seung ; Schmidt, Peter.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:174:y:2013:i:1:p:1-14.

    Full description at Econpapers || Download paper

  14. Stochastic frontier analysis using Stata. (2012). Ilardi, Giuseppe ; Daidone, Silvio ; Belotti, Federico ; Atella, Vincenzo.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:251.

    Full description at Econpapers || Download paper

  15. Estimation of random coefficients logit demand models with interactive fixed effects. (2012). Weidner, Martin ; Shum, Matthew ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:08/12.

    Full description at Econpapers || Download paper

  16. Asymptotic distribution of factor augmented estimators for panel regression. (2012). Sul, Donggyu ; Han, Chirok ; Greenaway-McGrevy, Ryan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:169:y:2012:i:1:p:48-53.

    Full description at Econpapers || Download paper

  17. Large covariance estimation by thresholding principal orthogonal complements. (2011). Liao, Yuan ; Fan, Jianqing ; Mincheva, Martina .
    In: MPRA Paper.
    RePEc:pra:mprapa:38697.

    Full description at Econpapers || Download paper

  18. Heterogeneity and tests of risk sharing. (2011). Schulhofer-Wohl, Sam.
    In: Staff Report.
    RePEc:fip:fedmsr:462.

    Full description at Econpapers || Download paper

  19. IV Estimation of Panels with Factor Residuals. (2010). Sarafidis, Vasilis ; Robertson, Donald ; Symons, James .
    In: MPRA Paper.
    RePEc:pra:mprapa:26166.

    Full description at Econpapers || Download paper

  20. Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence. (2010). Yamagata, Takashi ; Sarafidis, Vasilis.
    In: MPRA Paper.
    RePEc:pra:mprapa:25182.

    Full description at Econpapers || Download paper

  21. Cross-sectional Dependence in Panel Data Analysis. (2010). Sarafidis, Vasilis ; Wansbeek, Tom.
    In: MPRA Paper.
    RePEc:pra:mprapa:20367.

    Full description at Econpapers || Download paper

  22. The impact of piped water provision on infant mortality in Brazil: A quantile panel data approach. (2010). Khan, Shakeeb ; Timmins, Christopher ; Gamper-Rabindran, Shanti .
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:92:y:2010:i:2:p:188-200.

    Full description at Econpapers || Download paper

  23. Estimation of Temporal Variations in Fan Loyalty: Application of Multi-Factor Models. (2009). Lee, Young Hoon.
    In: Working Papers.
    RePEc:sgo:wpaper:0902.

    Full description at Econpapers || Download paper

  24. The Impact of Postseason Restructuring on the Competitive Balance and Fan Demand in Major League Baseball. (2009). Lee, Young Hoon.
    In: Working Papers.
    RePEc:sgo:wpaper:0901.

    Full description at Econpapers || Download paper

  25. A test of cross section dependence for a linear dynamic panel model with regressors. (2009). Yamagata, Takashi ; Sarafidis, Vasilis ; Robertson, Donald.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:148:y:2009:i:2:p:149-161.

    Full description at Econpapers || Download paper

  26. Estimation methods in panel data models with observed and unobserved components: a Monte Carlo study. (2008). Rossi, Eduardo ; Castagnetti, Carolina.
    In: MPRA Paper.
    RePEc:pra:mprapa:26196.

    Full description at Econpapers || Download paper

  27. A joint serial correlation test for linear panel data models. (2008). Yamagata, Takashi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:146:y:2008:i:1:p:135-145.

    Full description at Econpapers || Download paper

  28. Fixed effects instrumental variables estimation in correlated random coefficient panel data models. (2008). Wooldridge, Jeffrey ; Murtazashvili, Irina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:539-552.

    Full description at Econpapers || Download paper

  29. Efficient estimation and inference in linear pseudo-panel data models. (2008). Inoue, Atsushi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:449-466.

    Full description at Econpapers || Download paper

  30. Comments on: Panel data analysis—advantages and challenges. (2007). Meijer, Erik ; Wansbeek, Tom.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:16:y:2007:i:1:p:33-36.

    Full description at Econpapers || Download paper

  31. Stochastic frontier models with multiple time-varying individual effects. (2007). Schmidt, Peter ; Lee, Young Hoon ; Ahn, Seung.
    In: Journal of Productivity Analysis.
    RePEc:kap:jproda:v:27:y:2007:i:1:p:1-12.

    Full description at Econpapers || Download paper

  32. Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors. (2007). shin, yongcheol ; Serlenga, Laura.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:2:p:361-381.

    Full description at Econpapers || Download paper

  33. Fixed-effect estimation of technical efficiency with time-invariant dummies. (2007). Horrace, William ; Feng, Qu.
    In: Economics Letters.
    RePEc:eee:ecolet:v:95:y:2007:i:2:p:247-252.

    Full description at Econpapers || Download paper

  34. Panel Data Models with Multiple Time-Varying Individual Effects. (2007). Schmidt, Peter ; Lee, Young Hoon ; Ahn, Seung.
    In: Working Papers.
    RePEc:crt:wpaper:0702.

    Full description at Econpapers || Download paper

  35. Omitted Variables in Multilevel Models. (2006). Kim, Jee-Seon ; Frees, Edward.
    In: Psychometrika.
    RePEc:spr:psycho:v:71:y:2006:i:4:p:659-690.

    Full description at Econpapers || Download paper

  36. The Asymptotics for Panel Models with Common Shocks. (2006). Urga, Giovanni ; Trapani, Lorenzo ; Kao, Chihwa.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:77.

    Full description at Econpapers || Download paper

  37. The common and specific components of dynamic volatility. (2006). LINTON, OLIVER ; Korajczyk, Robert ; Connor, Gregory.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:132:y:2006:i:1:p:231-255.

    Full description at Econpapers || Download paper

  38. Consumption growth and spatial poverty traps: an analysis of the effect of social services and community infrastructures on living standards in rural Peru. (2005). Mesplé-Somps, Sandrine ; Herrera, Javier ; De Vreyer, Philippe.
    In: Ibero America Institute for Econ. Research (IAI) Discussion Papers.
    RePEc:got:iaidps:124.

    Full description at Econpapers || Download paper

  39. Estimation of a panel data model with parametric temporal variation in individual effects. (2005). Schmidt, Peter ; Orea, Luis ; Han, Chirok.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:126:y:2005:i:2:p:241-267.

    Full description at Econpapers || Download paper

  40. General Diagnostic Tests for Cross Section Dependence in Panels. (2004). Pesaran, M.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1240.

    Full description at Econpapers || Download paper

  41. Random Coefficient Panel Data Models. (2004). Pesaran, M ; hsiao, cheng.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1236.

    Full description at Econpapers || Download paper

  42. Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors. (2004). shin, yongcheol ; Serlenga, Laura.
    In: ESE Discussion Papers.
    RePEc:edn:esedps:105.

    Full description at Econpapers || Download paper

  43. Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. (2004). Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1331.

    Full description at Econpapers || Download paper

  44. Random Coefficient Panel Data Models. (2004). Pesaran, M ; hsiao, cheng.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1233.

    Full description at Econpapers || Download paper

  45. General Diagnostic Tests for Cross Section Dependence in Panels. (2004). Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1229.

    Full description at Econpapers || Download paper

  46. ‘General Diagnostic Tests for Cross Section Dependence in Panels’. (2004). Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0435.

    Full description at Econpapers || Download paper

  47. ‘Random Coefficient Panel Data Models’. (2004). Pesaran, M ; hsiao, cheng.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0434.

    Full description at Econpapers || Download paper

  48. Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence. (2003). Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_869.

    Full description at Econpapers || Download paper

  49. Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence. (2003). Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0305.

    Full description at Econpapers || Download paper

  50. Consistent estimation of discrete-choice models for panel data with multiplicative effects. (2002). Thomas, Alban.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
    RePEc:cpd:pd2002:d6-2.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-24 12:44:52 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.