Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary
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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.
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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.
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Cited by:
- Harry Haupt & Cheng Hsiao, 2011. "Introduction to the special issue: interdisciplinary aspects of panel data analysis," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(4), pages 325-327, December.
- 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.
- 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,"
Econometric Reviews, 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.
- 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 Group Publishing Limited.
- 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, 2015. "Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances," Working Papers 0190eco, College of Business, University of Texas at San Antonio.
- Raffaela Giordano & Marcello Pericoli & Pietro Tommasino, 2013.
"Pure or Wake-up-Call Contagion? Another Look at the EMU Sovereign Debt Crisis,"
International Finance, 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.
- Hermann Singer, 2011. "Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(4), pages 375-413, December.
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More about this item
Keywords
Panel Data; OLS; Fixed-Effects; First-Difference; GLS; t-ratio.;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2011-04-16 (Econometrics)
- NEP-ETS-2011-04-16 (Econometric Time Series)
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