Correcting for Omitted-Variable and Measurement-Error Bias in Autoregressive Model Estimation with Panel Data
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- George Hondroyiannis & P.A.V.B. Swamy & George Tavlas & Michael Ulan, 2008.
"Some Further Evidence on Exchange-Rate Volatility and Exports,"
Review of World Economics (Weltwirtschaftliches Archiv),
Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 144(1), pages 151-180, April.
- George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas & Michael Ulan, 2005. "Some Further Evidence on Exchange-Rate Volatility and Exports," Working Papers 28, Bank of Greece.
- Swamy, P.A.V.B. & Yaghi, Wisam & Mehta, Jatinder S. & Chang, I-Lok, 2007. "Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3381-3392, April.
- Jonathan E Leightner & Tomoo Inoue, 2014. "Political Instability and the Effectiveness of Economic Policies: The Case of Thailand from 1993-2013," Economy, Asian Online Journal Publishing Group, vol. 1(1), pages 20-31.
- Hall, Stephen G. & Hondroyiannis, George & Swamy, P.A.V.B. & Tavlas, George S., 2009. "Assessing the causal relationship between euro-area money and prices in a time-varying environment," Economic Modelling, Elsevier, vol. 26(4), pages 760-766, July.
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More about this item
Keywordsautoregressive models; omitted-variable biases; measurement-error biases; concomitants; panel data;
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