Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals
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- Badi Baltagi & Chihwa Kao & Sanggon Na, 2011.
"Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary,"
AStA Advances in Statistical Analysis,
Springer;German Statistical Society, vol. 95(4), pages 329-350, December.
- Badi H. Baltagi & Chihwa Kao & Sanggon Na, 2011. "Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary," Center for Policy Research Working Papers 128, Center for Policy Research, Maxwell School, Syracuse University.
- Raffaela Giordano & Marcello Pericoli & Pietro Tommasino, 2013.
"Pure or Wake-up-Call Contagion? Another Look at the EMU Sovereign Debt Crisis,"
Wiley Blackwell, vol. 16(2), pages 131-160, June.
- Raffaela Giordano & Marcello Pericoli & Pietro Tommasino, 2013. "Pure or wake-up-call contagion? Another look at the EMU sovereign debt crisis," Temi di discussione (Economic working papers) 904, Bank of Italy, Economic Research and International Relations Area.
- repec:eme:aecozz:s0731-905320140000033011 is not listed on IDEAS
- Lee, Lung-fei & Yu, Jihai, 2015. "Estimation of fixed effects panel regression models with separable and nonseparable space–time filters," Journal of Econometrics, Elsevier, vol. 184(1), pages 174-192.
- Badi H. Baltagi & Chihwa Kao & Long Liu, 2014.
"Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances,"
Advances in Econometrics,in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 347-394
Emerald Publishing Ltd.
- Badi Baltagi & Chihwa Kao & Long Liu, 2014. "Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances," Center for Policy Research Working Papers 170, Center for Policy Research, Maxwell School, Syracuse University.
- Badi H. Baltagi & Chihwa Kao & Long Liu, 2017.
"Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term,"
Taylor & Francis Journals, vol. 36(1-3), pages 85-102, March.
- Badi H. Baltagi & Chihwa Kao & Long Liu, 2015. "Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term," Center for Policy Research Working Papers 178, Center for Policy Research, Maxwell School, Syracuse University.
- Trapani, Lorenzo, 2012. "On the asymptotic t-test for large nonstationary panel models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3286-3306.
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