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A transformation that will circumvent the problem of autocorrelation in an error-component model
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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.
- Baltagi, Badi H. & Griffin, James M., 1997. "Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline," Journal of Econometrics, Elsevier, vol. 77(2), pages 303-327, April.
- Manop Udomkerdmongkol & Holger Görg & Oliver Morrissey, 2006.
"Foreign Direct Investment And Exchange Rates: A Case Study Of U.S. Fdi In Emerging Market Countries,"
Discussion Papers
06/05, University of Nottingham, School of Economics.
- Oliver Morrissey & Manop Udomkerdmongkol, 2008. "Foreign Direct Investment and Exchange Rates: A Case Study of US FDI in Emerging Market Countries," Working Papers 2008-10, Monetary Policy Group, Bank of Thailand.
- Chihwa Kao & Jamie Emerson, 1998.
"On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors,"
Econometrics
9805004, University Library of Munich, Germany.
- Chihwa Kao & Jamie Emerson, 1999. "On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors," Center for Policy Research Working Papers 1, Center for Policy Research, Maxwell School, Syracuse University.
- Galbraith, John W. & Zinde-Walsh, Victoria, 1995. "Transforming the error-components model for estimation with general ARMA disturbances," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 349-355.
- Jalan, Jyotsna & Ravallion, Martin, 2001.
"Behavioral responses to risk in rural China,"
Journal of Development Economics, Elsevier, vol. 66(1), pages 23-49, October.
- Jalan, Jyotsna & Ravallion, Martin, 1998. "Behavioral responses to risk in rural China," Policy Research Working Paper Series 1978, The World Bank.
- Emanuele Ciani & Marcello Morciano, 2011.
"Estimation and Simulation of Earnings in IT-SILC,"
Department of Economics
0660, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Emanuele Ciani & Marcello Morciano, 2011. "Estimation and Simulation of Earnings in IT-SILC," Center for the Analysis of Public Policies (CAPP) 0090, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Baltagi, Badi H. & Liu, Long, 2013.
"Estimation and prediction in the random effects model with AR(p) remainder disturbances,"
International Journal of Forecasting, Elsevier, vol. 29(1), pages 100-107.
- Badi H. Baltagi & Long Liu, 2012. "Estimation and Prediction in the Random Effects Model with AR(p) Remainder Disturbances," Center for Policy Research Working Papers 138, Center for Policy Research, Maxwell School, Syracuse University.
- James Harrigan & Egon Zakrajsek, 2000.
"Factor Supplies and Specialization in the World Economy,"
NBER Working Papers
7848, National Bureau of Economic Research, Inc.
- James Harrigan & Egon Zakrajšek, 2000. "Factor supplies and specialization in the world economy," Staff Reports 107, Federal Reserve Bank of New York.
- James Harrigan & Egon Zakrajšek, 2000. "Factor supplies and specialization in the world economy," Finance and Economics Discussion Series 2000-43, Board of Governors of the Federal Reserve System (U.S.).
- Kei-ichiro Inaba & Masazumi Hattori, 2007. "A Contemporary Aspect of Japanese Commercial Banking: Expansion of Fee-Based Business and Its Impact on Management Stability," Bank of Japan Working Paper Series 07-E-9, Bank of Japan.
- Marcel die Dama & Boniface ngah Epo & Galex syrie Soh, 2013. "Developing a two way error component estimation model with disturbances following a special autoregressive (4) for quarterly data," Economics Bulletin, AccessEcon, vol. 33(1), pages 625-634.
- Robert F. Engle & Jose Gonzalo Rangel, 2005. "The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes," Working Papers 2005/13, Czech National Bank.
- Manop Udomkerdmongkol & Sra Chuenchoksan & Nutthikarn Vorasa-ngasil, 2010. "Investment in Thailand: How to unleash the new investment cycle?," Working Papers 2010-05, Monetary Policy Group, Bank of Thailand.
- 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.
- Joseph Shaanan, 2005. "Investment, irreversibility, and options: An empirical framework," Review of Financial Economics, John Wiley & Sons, vol. 14(3-4), pages 241-254.
- Baltagi, Badi H. & Liu, Long, 2012.
"The Hausman–Taylor panel data model with serial correlation,"
Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1401-1406.
- Badi H. Baltagi & Long Liu, 2012. "The Hausman-Taylor Panel Data Model with Serial Correlation," Center for Policy Research Working Papers 136, Center for Policy Research, Maxwell School, Syracuse University.
- Simbarashe Mhaka & Leward Jeke, 2018. "A comparative analysis of the determinants of South African bilateral trade flows with the European Union-Southern African Development Community economic partnership agreement and trade development an," Working Papers 1836, Department of Economics, Nelson Mandela University, revised Dec 2018.
- Paolo, Foschi, 2005. "Estimating regressions and seemingly unrelated regressions with error component disturbances," MPRA Paper 1424, University Library of Munich, Germany, revised 07 Sep 2006.
- Braunerhjelm, Pontus & Oxelheim, Lars & Thulin, Per, 2005.
"The relationship between domestic and outward foreign direct investment: The role of industry-specific effects,"
International Business Review, Elsevier, vol. 14(6), pages 677-694, December.
- Braunerhjelm, Pontus & Oxelheim, Lars & Thulin, Per, 2004. "The Relationship between Domestic and Outward Foreign Direct Investment: The Role of Industry-Specific Effects," Working Paper Series 625, Research Institute of Industrial Economics.
- Yap, Ghialy, 2013. "The impacts of exchange rates on Australia's domestic and outbound travel markets," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 139-150.
- repec:ebl:ecbull:v:3:y:2006:i:14:p:1-12 is not listed on IDEAS
- Lung‐fei Lee & Jihai Yu, 2012. "Spatial Panels: Random Components Versus Fixed Effects," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(4), pages 1369-1412, November.
- Jimmy Skoglund & Sune Karlsson, 2002. "Asymptotics for random effects models with serial correlation," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A6-1, International Conferences on Panel Data.
- Holger Görg & Oliver Morrissey & Manop Udomkerdmongkol, 2007. "Investment and Sources of Investment Finance in Developing Countries," Discussion Papers 07/16, University of Nottingham, GEP.
- Andrea Morescalchi & Sjoerd Hardeman, 2015. "Technological diversity and the impact of regional innovation: evidence for the EU," ERSA conference papers ersa15p1250, European Regional Science Association.
- Badi H. Baltagi & Chihwa Kao & Long Liu, 2020.
"Testing for shifts in a time trend panel data model with serially correlated error component disturbances,"
Econometric Reviews, Taylor & Francis Journals, vol. 39(8), pages 745-762, September.
- Badi Baltagi & Chihwa Kao & Long Liu, 2019. "Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances," Center for Policy Research Working Papers 213, Center for Policy Research, Maxwell School, Syracuse University.
- Kramer, Walter & Baltagi, Badi, 1996. "A general condition for an optimal limiting efficiency of OLS in the general linear regression model," Economics Letters, Elsevier, vol. 50(1), pages 13-17, January.
- Manop Udomkerdmongkol & Oliver Morrissey & Holger Görg, 2009.
"Exchange Rates and Outward Foreign Direct Investment: US FDI in Emerging Economies,"
Review of Development Economics, Wiley Blackwell, vol. 13(4), pages 754-764, November.
- Manop Udomkerdmongkol & Oliver Morrissey & Holger Görg, 2008. "Exchange Rates and Outward Foreign Direct Investment: US FDI in Emerging Economies," WIDER Working Paper Series RP2008-102, World Institute for Development Economic Research (UNU-WIDER).
- Adriano Giacomini Morais & Siegfried Bender, 2006. "Trade Creation And Trade Diversion In Mercosur And Nafta," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 122, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Frees, Edward W. & Miller, Thomas W., 2004. "Sales forecasting using longitudinal data models," International Journal of Forecasting, Elsevier, vol. 20(1), pages 99-114.
- Haschka, Rouven E. & Herwartz, Helmut & Struthmann, Philipp & Tran, Viet Tuan & Walle, Yabibal M., 2022. "The joint effects of financial development and the business environment on firm growth: Evidence from Vietnam," Journal of Comparative Economics, Elsevier, vol. 50(2), pages 486-506.
- Binken, J.L.G. & Stremersch, S., 2008. "The Effect of Superstar Software on Hardware Sales in System Markets," ERIM Report Series Research in Management ERS-2008-025-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Jaya Krishnakumar, 2002. "A SUR-EC-AR System Gravity Model of Trade," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B4-4, International Conferences on Panel Data.
- Badi H. Baltagi & Chihwa Kao & Long Liu, 2007. "Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals," Center for Policy Research Working Papers 93, Center for Policy Research, Maxwell School, Syracuse University.
- Yuichi Goto & Koichi Arakaki & Yan Liu & Masanobu Taniguchi, 2023. "Homogeneity tests for one-way models with dependent errors under correlated groups," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 163-183, March.
- Peter Egger & Michael Pfaffermayr, 2002. "Long Run and Short Effects in Static Panel Models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B6-2, International Conferences on Panel Data.
- Sohail Abbas & Ghulam Dastgeer & Samia Nasreen & Shazia Kousar & Urooj Riaz & Saira Arsh & Muhammad Imran, 2024. "How Financial Inclusion and Green Innovation Promote Green Economic Growth in Developing Countries," Sustainability, MDPI, vol. 16(15), pages 1-19, July.
- Alejo, Javier & Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2018. "Testing for serial correlation in hierarchical linear models," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 101-116.
- Sheng, Pengfei & Guo, Xiaohui, 2018. "Energy consumption associated with urbanization in China: Efficient- and inefficient-use," Energy, Elsevier, vol. 165(PB), pages 118-125.
- Phillips, Robert F., 2004. "Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence," Journal of Economic Dynamics and Control, Elsevier, vol. 28(9), pages 1801-1824, July.
- Alexander Behar, 2011. "Price Discovery and Price Risk Management Before and After Deregulation of the South African Maize Industry," Working Papers 263, Economic Research Southern Africa.
- Shaanan, Joseph, 2005. "Investment, irreversibility, and options: An empirical framework," Review of Financial Economics, Elsevier, vol. 14(3-4), pages 241-254.