-
1
-
-
21144463335
-
OLS Bias in a nonstationary autoregression
-
Abadir, K.M., 1993. OLS Bias in a nonstationary autoregression. Econometric Theory 9, 81-93.
-
(1993)
Econometric Theory
, vol.9
, pp. 81-93
-
-
Abadir, K.M.1
-
2
-
-
0346651130
-
Efficient estimation of models for dynamic panel data
-
Ahn, S.C., Schmidt, P., 1995. Efficient estimation of models for dynamic panel data. Journal of Econometrics 68, 5-27.
-
(1995)
Journal of Econometrics
, vol.68
, pp. 5-27
-
-
Ahn, S.C.1
Schmidt, P.2
-
5
-
-
49049140143
-
Formulation and estimation of dynamic models using panel data
-
Anderson, T.W., Hsiao, C., 1982. Formulation and estimation of dynamic models using panel data. Journal of Econometrics 18, 47-82.
-
(1982)
Journal of Econometrics
, vol.18
, pp. 47-82
-
-
Anderson, T.W.1
Hsiao, C.2
-
7
-
-
0030438156
-
Productivity across industries and countries; time series theory and evidence
-
Bernard, A.B., Jones, C.I., 1996. Productivity across industries and countries; time series theory and evidence. The Review of Economics and Statistics 135-146.
-
(1996)
The Review of Economics and Statistics
, pp. 135-146
-
-
Bernard, A.B.1
Jones, C.I.2
-
8
-
-
84948496609
-
Testing for unit roots using panel data; are wages on different bargaining levels cointegrated
-
Breitung, J., Meyer, W., 1994. Testing for unit roots using panel data; are wages on different bargaining levels cointegrated. Applied Economics 26, 353-361.
-
(1994)
Applied Economics
, vol.26
, pp. 353-361
-
-
Breitung, J.1
Meyer, W.2
-
9
-
-
0141838735
-
Conditions initiales et estimation efficase dans les modeles dynamiques sur donees panel: Use application au comportement d'investissement des entreprises
-
Blundell, R., Smith, R.J., 1991. Conditions initiales et estimation efficase dans les modeles dynamiques sur donees panel: use application au comportement d'investissement des entreprises. Annales d'Economie et de Statistique 20/21, 109-123.
-
(1991)
Annales d'Economie et de Statistique
, vol.20-21
, pp. 109-123
-
-
Blundell, R.1
Smith, R.J.2
-
10
-
-
70350118398
-
Panel data
-
Griliches, Z., Intriligator, M.D. (Eds.), Elsevier, Amsterdam
-
Chamberlain, G., 1984. Panel data. In: Griliches, Z., Intriligator, M.D. (Eds.), Handbook of Econometrics, vol. II, Elsevier, Amsterdam, pp. 1247-1318.
-
(1984)
Handbook of Econometrics
, vol.2
, pp. 1247-1318
-
-
Chamberlain, G.1
-
11
-
-
0000472488
-
Likelihood ratio statistics for autoregressive time series with a unit root
-
Dickey, D.A., Fuller, W.A., 1981. Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica 49, 1057-1072.
-
(1981)
Econometrica
, vol.49
, pp. 1057-1072
-
-
Dickey, D.A.1
Fuller, W.A.2
-
12
-
-
0000190409
-
Testing for unit roots: 2
-
Evans, G.B.A., Savin, N.E., 1984. Testing for unit roots: 2. Econometrica 52, 1241-1269.
-
(1984)
Econometrica
, vol.52
, pp. 1241-1269
-
-
Evans, G.B.A.1
Savin, N.E.2
-
14
-
-
0003559593
-
-
Econometric Society Monographs No. 11. Cambridge University Press, Cambridge
-
Hsiao, C., 1986. Analysis of Panel Data, Econometric Society Monographs No. 11. Cambridge University Press, Cambridge.
-
(1986)
Analysis of Panel Data
-
-
Hsiao, C.1
-
15
-
-
0003461311
-
-
DAE Working Paper 9526, University of Cambridge, Cambridge
-
Im, K.S., Pesaran, M.H., Shin, Y., 1995. Testing for unit roots in heterogeneous panels. DAE Working Paper 9526, University of Cambridge, Cambridge.
-
(1995)
Testing for Unit Roots in Heterogeneous Panels
-
-
Im, K.S.1
Pesaran, M.H.2
Shin, Y.3
-
18
-
-
0004196870
-
-
Unpublished manuscript, University of California, San Diego
-
Levin, A., Lin, C.F., 1993. Unit root tests in panel data: asymptotic and finite-sample properties. Unpublished manuscript, University of California, San Diego.
-
(1993)
Unit Root Tests in Panel Data: Asymptotic and Finite-sample Properties
-
-
Levin, A.1
Lin, C.F.2
-
19
-
-
0000604269
-
Biases in dynamic models with fixed effects
-
Nickell, S., 1981. Biases in dynamic models with fixed effects. Econometrica 6, 1417-1426.
-
(1981)
Econometrica
, vol.6
, pp. 1417-1426
-
-
Nickell, S.1
-
21
-
-
77956888124
-
Testing for a unit root in time series resgression
-
Phillips, P.C.B., Perron, P., 1988. Testing for a unit root in time series resgression. Biometrica 75, 335-346.
-
(1988)
Biometrica
, vol.75
, pp. 335-346
-
-
Phillips, P.C.B.1
Perron, P.2
-
23
-
-
21344481029
-
Exploiting cross-section variations for unit root inference in dynamic data
-
Quah, D., 1994. Exploiting cross-section variations for unit root inference in dynamic data. Economics Letters 44, 9-19.
-
(1994)
Economics Letters
, vol.44
, pp. 9-19
-
-
Quah, D.1
-
24
-
-
0003238732
-
Linear dynamic models
-
Matyas, Sevestre, P. (Eds), Chapter 6
-
Sevestre, P., Trognon, A., 1992. Linear dynamic models. In: Matyas, Sevestre, P. (Eds), The Econometrics of Panel Data, Chapter 6. pp. 94-116.
-
(1992)
The Econometrics of Panel Data
, pp. 94-116
-
-
Sevestre, P.1
Trognon, A.2
-
25
-
-
70350105390
-
Unit roots, structural breaks and trends
-
Engle, R.F., McFadden, D.L. (Eds.), North-Holland, Amsterdam
-
Stock, J.H., 1994. Unit roots, structural breaks and trends. In: Engle, R.F., McFadden, D.L. (Eds.), Handbook of Econometrics, vol. IV, North-Holland, Amsterdam.
-
(1994)
Handbook of Econometrics
, vol.4
-
-
Stock, J.H.1
-
26
-
-
0003243160
-
Asymptotic normality when regressors have a unit root
-
West, K., 1988. Asymptotic normality when regressors have a unit root. Econometrica 56, 1397-1418.
-
(1988)
Econometrica
, vol.56
, pp. 1397-1418
-
-
West, K.1
|