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Bootstrap methods for inference in the Parks model
Moundigbaye, Mantobaye
;
Messemer, Clarisse
;
Parks, …
-
2017
-
Rev. edition
Persistent link: https://www.econbiz.de/10011886419
Saved in:
2
Which panel data estimator should I use? : a corrigendum and extension
Moundigbaye, Mantobaye
;
Rea, William S.
;
Reed, W. Robert
-
2017
Persistent link: https://www.econbiz.de/10011886424
Saved in:
3
On estimating long-run effects in models with lagged dependent variables
Reed, W. Robert
;
Zhu, Min
-
2016
-
Revision
Persistent link: https://www.econbiz.de/10011592701
Saved in:
4
Bootstrap methods for inference in the Parks Model
Moundigbaye, Mantobaye
;
Messemer, Clarisse
;
Parks, …
-
2016
Persistent link: https://www.econbiz.de/10011592786
Saved in:
5
More evidence on "which panel data estimator should I use?"
Moundigbaye, Mantobaye
;
Rea, William
;
Reed, W. Robert
-
2016
Persistent link: https://www.econbiz.de/10011592758
Saved in:
6
On estimating long-run effects in models with lagged dependent variables
Reed, W. Robert
;
Zhu, Min
-
2015
Persistent link: https://www.econbiz.de/10011514454
Saved in:
7
The PCSE estimator is good : just not as good as you think
Reed, W. Robert
;
Webb, Rachel S.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695603
Saved in:
8
Testing for strict stationarity
Kapetanios, George
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003475291
Saved in:
9
Determining the stationarity properties of individual series in panel datasets
Kapetanios, George
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867133
Saved in:
10
Determining the poolability of individual series in panel datasets
Kapetanios, George
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868048
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