Common structure in panels of short time series
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Cited by:
- Chihwa Kao & Yongmiao Hong, 2004. "Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity," Econometric Society 2004 Far Eastern Meetings 753, Econometric Society.
- Wenyang Zhang & Qiwei Yao & Howell Tong & Nils Chr. Stenseth, 2003.
"Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction,"
Biometrics, The International Biometric Society, vol. 59(4), pages 813-821, December.
- Zhang, Wenyang & Yao, Qiwei & Tong, Howell & Stenseth, Nils Chr, 2003. "Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction," LSE Research Online Documents on Economics 5832, London School of Economics and Political Science, LSE Library.
- Tong, Howell, 2015. "Threshold models in time series analysis—Some reflections," Journal of Econometrics, Elsevier, vol. 189(2), pages 485-491.
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Keywords
bootstrap; Canadian mink-muskrat data; nonlinear time-series; predator-prey interactions; similarity measure; threshold modelling;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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