메뉴 건너뛰기




Volumn 12, Issue 1, 2012, Pages 61-71

Estimating panel time-series models with heterogeneous slopes

Author keywords

Crosssectional dependence; Nonstationary panels; Parameter heterogeneity; St0246; Xtmg

Indexed keywords


EID: 84859069823     PISSN: 1536867X     EISSN: None     Source Type: Journal    
DOI: 10.1177/1536867x1201200105     Document Type: Article
Times cited : (407)

References (31)
  • 1
    • 84881844837 scopus 로고
    • Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations
    • Arellano, M., and S. Bond. 1991. Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies 58: 277-297.
    • (1991) Review of Economic Studies , vol.58 , pp. 277-297
    • Arellano, M.1    Bond, S.2
  • 2
    • 63149111376 scopus 로고    scopus 로고
    • Panel cointegration with global stochastic trends
    • Bai, J., C. Kao, and S. Ng. 2009. Panel cointegration with global stochastic trends. Journal of Econometrics 149: 82-99.
    • (2009) Journal of Econometrics , vol.149 , pp. 82-99
    • Bai, J.1    Kao, C.2    Ng, S.3
  • 3
    • 3042765507 scopus 로고    scopus 로고
    • A PANIC attack on unit roots and cointegration
    • Bai, J., and S. Ng. 2004. A PANIC attack on unit roots and cointegration. Econometrica 72: 1127-1177.
    • (2004) Econometrica , vol.72 , pp. 1127-1177
    • Bai, J.1    Ng, S.2
  • 4
    • 36849078145 scopus 로고    scopus 로고
    • Estimation of nonstationary heterogeneous panels
    • Blackburne, E. F., III, and M. W. Frank. 2007. Estimation of nonstationary heterogeneous panels. Stata Journal 7: 197-208.
    • (2007) Stata Journal , vol.7 , pp. 197-208
    • Blackburne, E.F.1    Frank, M.W.2
  • 5
    • 0001438979 scopus 로고    scopus 로고
    • Initial conditions and moment restrictions in dynamic panel data models
    • Blundell, R., and S. Bond. 1998. Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics 87: 115-143.
    • (1998) Journal of Econometrics , vol.87 , pp. 115-143
    • Blundell, R.1    Bond, S.2
  • 6
    • 80054788003 scopus 로고    scopus 로고
    • Growth, development and natural resources: New evidence using a heterogeneous panel analysis
    • Cavalcanti, T., K. Mohaddes, and M. Raissi. 2011. Growth, development and natural resources: New evidence using a heterogeneous panel analysis. Quarterly Review of Economics and Finance 51: 305-318.
    • (2011) Quarterly Review of Economics and Finance , vol.51 , pp. 305-318
    • Cavalcanti, T.1    Mohaddes, K.2    Raissi, M.3
  • 7
    • 79951685846 scopus 로고    scopus 로고
    • Weak and strong cross-section dependence and estimation of large panels
    • Chudik, A., M. H. Pesaran, and E. Tosetti. 2011. Weak and strong cross-section dependence and estimation of large panels. Econometrics Journal 14: C45-C90.
    • (2011) Econometrics Journal , vol.14
    • Chudik, A.1    Pesaran, M.H.2    Tosetti, E.3
  • 12
  • 13
    • 78651443852 scopus 로고    scopus 로고
    • Econometrics for grumblers: A new look at the literature on cross-country growth empirics
    • Eberhardt, M., and F. Teal. 2011. Econometrics for grumblers: A new look at the literature on cross-country growth empirics. Journal of Economic Surveys 25: 109-155.
    • (2011) Journal of Economic Surveys , vol.25 , pp. 109-155
    • Eberhardt, M.1    Teal, F.2
  • 14
    • 0002501852 scopus 로고
    • How robust is robust regression?
    • Reprinted in Stata Technical Bulletin Reprints, College Station, TX: Stata Press
    • Hamilton, L. C. 1991. How robust is robust regression? Stata Technical Bulletin 2: 21-26. Reprinted in Stata Technical Bulletin Reprints, vol. 1, pp. 169-175. College Station, TX: Stata Press.
    • (1991) Stata Technical Bulletin , vol.2 , pp. 21-26
    • Hamilton, L.C.1
  • 15
    • 0013498103 scopus 로고    scopus 로고
    • Testing for unit roots in heterogeneous panels
    • Im, K. S., M. H. Pesaran, and Y. Shin. 2003. Testing for unit roots in heterogeneous panels. Journal of Econometrics 115: 53-74.
    • (2003) Journal of Econometrics , vol.115 , pp. 53-74
    • Im, K.S.1    Pesaran, M.H.2    Shin, Y.3
  • 16
  • 17
    • 0000391884 scopus 로고    scopus 로고
    • Unit root tests in panel data: Asymptotic and finite-sample properties
    • Levin, A. T., C.-F. Lin, and C.-S. J. Chu. 2002. Unit root tests in panel data: Asymptotic and finite-sample properties. Journal of Econometrics 108: 1-24.
    • (2002) Journal of Econometrics , vol.108 , pp. 1-24
    • Levin, A.T.1    Lin, C.-F.2    Chu C.-S., J.3
  • 18
    • 0001187515 scopus 로고    scopus 로고
    • A comparative study of unit root tests with panel data and a new simple test
    • Maddala, G. S., and S. Wu. 1999. A comparative study of unit root tests with panel data and a new simple test. Oxford Bulletin of Economics and Statistics 61: 631-652.
    • (1999) Oxford Bulletin of Economics and Statistics , vol.61 , pp. 631-652
    • Maddala, G.S.1    Wu, S.2
  • 20
    • 78649261431 scopus 로고    scopus 로고
    • Health expenditure and income in the United States
    • Moscone, F., and E. Tosetti. 2010. Health expenditure and income in the United States. Health Economics 19: 1385-1403.
    • (2010) Health Economics , vol.19 , pp. 1385-1403
    • Moscone, F.1    Tosetti, E.2
  • 21
    • 0041110046 scopus 로고    scopus 로고
    • Critical values for cointegration tests in heterogeneous panels with multiple regressors
    • Pedroni, P. 1999. Critical values for cointegration tests in heterogeneous panels with multiple regressors. Oxford Bulletin of Economics and Statistics 61: 653-670.
    • (1999) Oxford Bulletin of Economics and Statistics , vol.61 , pp. 653-670
    • Pedroni, P.1
  • 22
    • 2542568123 scopus 로고    scopus 로고
    • Panel cointegration: Asymptotic and finite sample properties of pooled time series tests with an applicaton to the PPP hypothesis
    • Pedroni, P. 2004. Panel cointegration: Asymptotic and finite sample properties of pooled time series tests with an applicaton to the PPP hypothesis. Econometric Theory 20: 597-625.
    • (2004) Econometric Theory , vol.20 , pp. 597-625
    • Pedroni, P.1
  • 23
    • 48249109564 scopus 로고    scopus 로고
    • Error-correction-based cointegration tests for panel data
    • Persyn, D., and J. Westerlund. 2008. Error-correction-based cointegration tests for panel data. Stata Journal 8: 232-241.
    • (2008) Stata Journal , vol.8 , pp. 232-241
    • Persyn, D.1    Westerlund, J.2
  • 24
    • 33745290412 scopus 로고    scopus 로고
    • Estimation and inference in large heterogeneous panels with a multifactor error structure
    • Pesaran, M. H. 2006. Estimation and inference in large heterogeneous panels with a multifactor error structure. Econometrica 74: 967-1012.
    • (2006) Econometrica , vol.74 , pp. 967-1012
    • Pesaran, M.H.1
  • 25
    • 34248177429 scopus 로고    scopus 로고
    • A simple panel unit root test in the presence of cross-section dependence
    • Pesaran, M. H. 2007. A simple panel unit root test in the presence of cross-section dependence. Journal of Applied Econometrics 22: 265-312.
    • (2007) Journal of Applied Econometrics , vol.22 , pp. 265-312
    • Pesaran, M.H.1
  • 27
    • 58149365138 scopus 로고
    • Estimating long-run relationships from dynamic heterogeneous panels
    • Pesaran, M. H., and R. P. Smith. 1995. Estimating long-run relationships from dynamic heterogeneous panels. Journal of Econometrics 68: 79-113.
    • (1995) Journal of Econometrics , vol.68 , pp. 79-113
    • Pesaran, M.H.1    Smith, R.P.2
  • 28
    • 79952448406 scopus 로고    scopus 로고
    • Large panels with common factors and spatial correlation
    • Pesaran, M. H., and E. Tosetti. 2011. Large panels with common factors and spatial correlation. Journal of Econometrics 161: 182-202.
    • (2011) Journal of Econometrics , vol.161 , pp. 182-202
    • Pesaran, M.H.1    Tosetti, E.2
  • 30
    • 0004075177 scopus 로고    scopus 로고
    • UNIDO, Online database. Vienna: UNIDO (United Nations Industrial Development Organization)
    • UNIDO. 2004. UNIDO Industrial Statistics 2004. Online database. Vienna: UNIDO (United Nations Industrial Development Organization).
    • (2004) UNIDO Industrial Statistics 2004


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.