UB Paderborn / Katalog / Suche / in CDI

Sortiert nach

Einfacher Volltextzugriff von (fast) überall

Installieren Sie die LibKey Nomad-Browsererweiterung und erhalten Sie von vielen Webseiten einfachen Zugriff auf lizenzierte Volltexte oder Open Access Publikationen. Mehr erfahren...

Spurious regression and residual-based tests for cointegration in panel data

Journal of econometrics, 1999-05, Vol.90 (1), p.1-44

Kao, Chihwa

1999

Volltextzugriff (PDF)

A bias-corrected fixed effects estimator in the dynamic panel data model

Empirical economics, 2021, Vol.60 (1), p.205-225

2021

Volltextzugriff (PDF)

High-Dimensional Distributionally Robust Mean-Variance Efficient Portfolio Selection

Mathematics (Basel), 2023-03, Vol.11 (5), p.1272

2023

Volltextzugriff (PDF)

Testing cross-sectional correlation in large panel data models with serial correlation

Econometrics, 2016-12, Vol.4 (4), p.1-24

2016

Volltextzugriff (PDF)

Estimating and testing high dimensional factor models with multiple structural changes

Journal of econometrics, 2021-02, Vol.220 (2), p.349-365

2021

Volltextzugriff (PDF)

Spatial analysis and modeling of the housing value changes in the U.S. during the COVID-19 pandemic

Journal of risk and financial management, 2022-03, Vol.15 (3), p.1-25

2022

Volltextzugriff (PDF)

Estimation of heterogeneous panels with structural breaks

Journal of econometrics, 2016-03, Vol.191 (1), p.176-195

2016

Volltextzugriff (PDF)

A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model

Journal of econometrics, 2012-09, Vol.170 (1), p.164-177

2012

Volltextzugriff (PDF)

Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models

Econometrica, 2004-09, Vol.72 (5), p.1519-1563

2004

Volltextzugriff (PDF)

On the estimation and inference of a cointegrated regression in panel data

Nonstationary Panels, Panel Cointegration, and Dynamic Panels, 2000, Vol.15, p.179-222

2000

Volltextzugriff (PDF)

Testing for instability in covariance structures

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2018-02, Vol.24 (1), p.740-771

2018

Volltextzugriff (PDF)

A residual-based test of the null of cointegration in panel data

Econometric reviews, 1998, Vol.17 (1), p.57-84

1998

Volltextzugriff (PDF)

Panel cointegration with global stochastic trends

Journal of econometrics, 2009-04, Vol.149 (1), p.82-99

2009

Volltextzugriff (PDF)

Identification and estimation of a large factor model with structural instability

Journal of econometrics, 2017-03, Vol.197 (1), p.87-100

2017

Volltextzugriff (PDF)

Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term

Econometric reviews, 2017-03, Vol.36 (1-3), p.85-102

2017

Volltextzugriff (PDF)

Testing for shifts in a time trend panel data model with serially correlated error component disturbances

Econometric reviews, 2020-09, Vol.39 (8), p.745-762

2020

Volltextzugriff (PDF)

Mahalanobis Metric Based Clustering for Fixed Effects Model

Sankhyā. Series B (2008), 2021-11, Vol.83 (2), p.493-506

2021

Volltextzugriff (PDF)

Structural changes in heterogeneous panels with endogenous regressors

Journal of applied econometrics (Chichester, England), 2019-09, Vol.34 (6), p.883-892

2019

Volltextzugriff (PDF)

Long run effect of public grants and tax credits on R&D investment: A non-stationary panel data approach

Economic modelling, 2018-11, Vol.75, p.93-104

2018

Volltextzugriff (PDF)

On testing for sphericity with non-normality in a fixed effects panel data model

Statistics & probability letters, 2015-03, Vol.98, p.123-130

2015

Volltextzugriff (PDF)

Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model

Econometric reviews, 2017-10, Vol.36 (6-9), p.853-882

2017

Volltextzugriff (PDF)

Asymptotics for Panel Models with Common Shocks

Econometric reviews, 2012-07, Vol.31 (4), p.390-439

2012

Volltextzugriff (PDF)

Testing for cross-sectional dependence in a panel factor model using the wild bootstrap test

Statistical papers (Berlin, Germany), 2013-11, Vol.54 (4), p.1067-1094

2013

Volltextzugriff (PDF)

Fixed Effects Likelihood Approach for Large Panels

SSRN Electronic Journal, 2024

2024

Volltextzugriff (PDF)

Bounded Influence Estimation for Auto-Regressive Conditional Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates

SSRN Electronic Journal

Kao, Chihwa D.

Volltextzugriff (PDF)

1 – 25 von 101

Menü

Weitere Dienste

Einstellungen

Spurious regression and residual-based tests for cointegration in panel data

A bias-corrected fixed effects estimator in the dynamic panel data model

High-Dimensional Distributionally Robust Mean-Variance Efficient Portfolio Selection

Testing cross-sectional correlation in large panel data models with serial correlation

Estimating and testing high dimensional factor models with multiple structural changes

Spatial analysis and modeling of the housing value changes in the U.S. during the COVID-19 pandemic

Estimation of heterogeneous panels with structural breaks

A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model

Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models

On the estimation and inference of a cointegrated regression in panel data

Testing for instability in covariance structures

A residual-based test of the null of cointegration in panel data

Panel cointegration with global stochastic trends

Identification and estimation of a large factor model with structural instability

Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term

Testing for shifts in a time trend panel data model with serially correlated error component disturbances

Mahalanobis Metric Based Clustering for Fixed Effects Model

Structural changes in heterogeneous panels with endogenous regressors

Long run effect of public grants and tax credits on R&D investment: A non-stationary panel data approach

On testing for sphericity with non-normality in a fixed effects panel data model

Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model

Asymptotics for Panel Models with Common Shocks

Testing for cross-sectional dependence in a panel factor model using the wild bootstrap test

Fixed Effects Likelihood Approach for Large Panels

Bounded Influence Estimation for Auto-Regressive Conditional Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates

Suchergebnisse filtern