Dynamic factor extraction of cross-sectional dependence in panel unit root tests.
- Published in:
- Journal of Applied Econometrics, 2007, v. 22, n. 2, p. 313, doi. 10.1002/jae.943
- By:
- Publication type:
- Article
Works matching IS 08837252 AND DT 2007 AND VI 22 AND IP 2
Results: 10
1
2
A simple panel unit root test in the presence of cross-section dependence.
- Published in:
- Journal of Applied Econometrics, 2007, v. 22, n. 2, p. 265, doi. 10.1002/jae.951
- By:
- Publication type:
- Article
3
Social capital, barriers to production and capital shares: implications for the importance of parameter heterogeneity from a nonstationary panel approach.
- Published in:
- Journal of Applied Econometrics, 2007, v. 22, n. 2, p. 429, doi. 10.1002/jae.948
- By:
- Publication type:
- Article
4
Heterogeneity and cross section dependence in panel data models: theory and applications introduction.
- Published in:
- Journal of Applied Econometrics, 2007, v. 22, n. 2, p. 229, doi. 10.1002/jae.955
- By:
- Publication type:
- Article
5
Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units.
- Published in:
- Journal of Applied Econometrics, 2007, v. 22, n. 2, p. 401, doi. 10.1002/jae.907
- By:
- Publication type:
- Article
6
Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices.
- Published in:
- Journal of Applied Econometrics, 2007, v. 22, n. 2, p. 233, doi. 10.1002/jae.920
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- Publication type:
- Article
7
An empirical analysis of nonstationarity in a panel of interest rates with factors.
- Published in:
- Journal of Applied Econometrics, 2007, v. 22, n. 2, p. 383, doi. 10.1002/jae.931
- By:
- Publication type:
- Article
8
Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors.
- Published in:
- Journal of Applied Econometrics, 2007, v. 22, n. 2, p. 361, doi. 10.1002/jae.944
- By:
- Publication type:
- Article
9
Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients.
- Published in:
- Journal of Applied Econometrics, 2007, v. 22, n. 2, p. 453, doi. 10.1002/jae.949
- By:
- Publication type:
- Article
10
Panel unit root tests and spatial dependence.
- Published in:
- Journal of Applied Econometrics, 2007, v. 22, n. 2, p. 339, doi. 10.1002/jae.950
- By:
- Publication type:
- Article