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Testing AR(1) against MA(1) disturbances in an error component model

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Cited by:

  1. Andree Ehlert & Dirk Oberschachtsiek & Stefan Prawda, 2013. "Cost Containment and Managed Care: Evidence from German Macro Data," Working Paper Series in Economics 284, University of Lüneburg, Institute of Economics.
  2. Giorgio Calzolari & Laura Magazzini, 2012. "Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood," Empirical Economics, Springer, vol. 43(1), pages 145-152, August.
  3. Ashu Tiwari & Archana Patro, 2018. "Memory, Risk Aversion, and Nonlife Insurance Consumption: Evidence from Emerging and Developing Markets," Risks, MDPI, vol. 6(4), pages 1-17, December.
  4. Marchesi, Silvia & Sabani, Laura, 2007. "IMF concern for reputation and conditional lending failure: Theory and empirics," Journal of Development Economics, Elsevier, vol. 84(2), pages 640-666, November.
  5. Imai, Katsushi S. & Gaiha, Raghav & Thapa, Ganesh, 2011. "Supply response to changes in agricultural commodity prices in Asian countries," Journal of Asian Economics, Elsevier, vol. 22(1), pages 61-75, February.
  6. V. Ball & Carlos San-Juan-Mesonada & Camilo Ulloa, 2014. "State productivity growth in agriculture: catching-up and the business cycle," Journal of Productivity Analysis, Springer, vol. 42(3), pages 327-338, December.
  7. Nicole Grunewald & Inmaculada Martínez-Zarzoso, 2009. "Driving Factors of Carbon Dioxide Emissions and the Impact from Kyoto Protocol," Ibero America Institute for Econ. Research (IAI) Discussion Papers 190, Ibero-America Institute for Economic Research.
  8. Okui, Ryo, 2009. "Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2897-2909.
  9. Giovanni Millo & Gaetano Carmeci, 2011. "Non-life insurance consumption in Italy: a sub-regional panel data analysis," Journal of Geographical Systems, Springer, vol. 13(3), pages 273-298, September.
  10. Parcell, Joseph L. & Cain, Jewelwayne S., 2013. "Drought Tolerance of Soybean Crops in Missouri," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 142507, Southern Agricultural Economics Association.
  11. Stephen Nickell & Jumana Saleheen, 2008. "The impact of immigration on occupational wages: evidence from Britain," Working Papers 08-6, Federal Reserve Bank of Boston.
  12. Silvia Marchesi & Alessandro Missale, 2007. "How defensive were lending and aid to HIPC?," Working Papers 115, University of Milano-Bicocca, Department of Economics, revised 2007.
  13. Shobande, Olatunji A. & Asongu, Simplice A., 2022. "The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach," Technological Forecasting and Social Change, Elsevier, vol. 176(C).
  14. Yushu Li & Fredrik N. G. Andersson, 2021. "A simple wavelet-based test for serial correlation in panel data models," Empirical Economics, Springer, vol. 60(5), pages 2351-2363, May.
  15. Friesenbichler, Klaus, 2018. "Inflation and Broadband Revisited: Evidence from an OECD Panel. A replication study of Yi and Choi (Journal of Policy Modeling, 2005)," International Journal for Re-Views in Empirical Economics (IREE), ZBW - Leibniz Information Centre for Economics, vol. 2(2018-1), pages 1-21.
  16. Giovanni Millo, 2024. "An Ad Hoc Procedure for Testing Serial Correlation in Spatial Fixed-Effects Panels," Mathematics, MDPI, vol. 12(10), pages 1-18, May.
  17. Ball, V. Eldon & Ulloa, Camilo A., 2011. "Agricultural productivity in the United States: catching-up and the business cycle," UC3M Working papers. Economics we1116, Universidad Carlos III de Madrid. Departamento de Economía.
  18. T. Berger & G. Everaert, 2006. "Unemployment in the OECD since the 1960s. Do we really know?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 06/425, Ghent University, Faculty of Economics and Business Administration.
  19. Martin Rigelský & Beata Gavurova & Ladislav Suhanyi & Radovan Bačík & Viera Ivankova, 2021. "The effect of institutional innovations on tourism spending in developed countries," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 9(2), pages 457-472, December.
  20. Carfora, Alfonso & Romano, Antonio A. & Ronghi, Monica & Scandurra, Giuseppe, 2017. "Renewable generation across Italian regions: Spillover effects and effectiveness of European Regional Fund," Energy Policy, Elsevier, vol. 102(C), pages 132-141.
  21. Tomáš HAVRà NEK & Zuzana IRÅ OVÃ, 2010. "On the Intensity of International Subsidy Competition for FDI," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 2(2(543)), pages 25-54, February.
  22. Won Koh & Badi H. Baltagi & Seuck Heun Song, 2004. "Testing for Serial Correlation, Spatial Autocorrelation and Random Effects," Econometric Society 2004 Far Eastern Meetings 415, Econometric Society.
  23. Güntner, Jochen H.F., 2019. "How do oil producers respond to giant oil field discoveries?," Energy Economics, Elsevier, vol. 80(C), pages 59-74.
  24. Kumar, Saten, 2015. "Regional integration, capital mobility and financial intermediation revisited: Application of general to specific method in panel data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 1-17.
  25. Judyta Lubacha, 2024. "The Role of Regional Intangible Assets for the Innovation Activity of Enterprises: The case of Polish Regions," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 3635-3659, March.
  26. Baltagi, Badi H. & Jung, Byoung Cheol & Song, Seuck Heun, 2010. "Testing for heteroskedasticity and serial correlation in a random effects panel data model," Journal of Econometrics, Elsevier, vol. 154(2), pages 122-124, February.
  27. Berger, Tino & Everaert, Gerdie, 2010. "Labour taxes and unemployment evidence from a panel unobserved component model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(3), pages 354-364, March.
  28. Andres Gonzalez & Timo Terasvirta & Dick van Dijk, 2005. "Panel Smooth Transition Regression Models," Research Paper Series 165, Quantitative Finance Research Centre, University of Technology, Sydney.
  29. Luca Nunziata & Stefano Staffolani, 2001. "On Short-Term Contracts Regulations," Economics Papers 2001-W7, Economics Group, Nuffield College, University of Oxford.
  30. Alessandro Missale & Silvia Marchesi, 2004. "What does motivate lending and aid to the HIPCs?," International Finance 0411006, University Library of Munich, Germany.
  31. Bera, Anil K. & Sosa-Escudero, Walter & Yoon, Mann, 2001. "Tests for the error component model in the presence of local misspecification," Journal of Econometrics, Elsevier, vol. 101(1), pages 1-23, March.
  32. Luca Nunziata, 2005. "Institutions and Wage Determination: a Multi‐country Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(4), pages 435-466, August.
  33. Dionne, Georges & Desjardins, Denise, 2017. "Reinsurance Demand and Liquidity Creation," Working Papers 17-3, HEC Montreal, Canada Research Chair in Risk Management.
  34. Alfonso Arpaia & Karl Pichelmann, 2007. "Nominal and real wage flexibility in EMU," International Economics and Economic Policy, Springer, vol. 4(3), pages 299-328, November.
  35. Wen‐Den Chen, 2006. "An approximate likelihood function for panel data with a mixed ARMA(p, q) remainder disturbance model," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(6), pages 911-921, November.
  36. Benjamin Born & Jörg Breitung, 2016. "Testing for Serial Correlation in Fixed-Effects Panel Data Models," Econometric Reviews, Taylor & Francis Journals, vol. 35(7), pages 1290-1316, August.
  37. Marchesi, Silvia & Missale, Alessandro, 2013. "Did High Debts Distort Loan and Grant Allocation to IDA Countries?," World Development, Elsevier, vol. 44(C), pages 44-62.
  38. Hasan Vergil & Fuat Sekmen & Haşmet Gökirmak & Sukru Apaydin, 2022. "2008 financial crisis and income distribution in Turkey," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(4), pages 2627-2643, August.
  39. Baltagi, Badi H. & Heun Song, Seuck & Cheol Jung, Byoung & Koh, Won, 2007. "Testing for serial correlation, spatial autocorrelation and random effects using panel data," Journal of Econometrics, Elsevier, vol. 140(1), pages 5-51, September.
  40. Wojciech Charemza & Svetlana Makarova & Krzysztof Rybiński, 2023. "Anti-pandemic restrictions, uncertainty and sentiment in seven countries," Economic Change and Restructuring, Springer, vol. 56(1), pages 1-27, February.
  41. Wu, Jianhong & Zhu, Lixing, 2011. "Testing for serial correlation and random effects in a two-way error component regression model," Economic Modelling, Elsevier, vol. 28(6), pages 2377-2386.
  42. Riza Bayrak, Halim Tatli, 2018. "The Determinants of Youth Unemployment: A Panel Data Analysis of OECD Countries," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 15(2), pages 231-248, December.
  43. Klaus Friesenbichler, 2016. "Inflation and Broadband Revisited. Evidence from an OECD Panel," WIFO Working Papers 527, WIFO.
  44. Pock, Markus, 2010. "Gasoline demand in Europe: New insights," Energy Economics, Elsevier, vol. 32(1), pages 54-62, January.
  45. Gilberto Fraga & Carlos Bacha, 2011. "The Non-linearity of the Relationship between Human Capital and Exports in Brazil – evidences of regional differences," ERSA conference papers ersa11p1016, European Regional Science Association.
  46. Ball, V. Eldon & San Juan, Carlos & Ulloa, Camilo, 2012. "State Productivity Growth: Catching Up and the Business Cycle," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 123334, Agricultural and Applied Economics Association.
  47. Franklin E. Zimring & Jeffrey Fagan & David T. Johnson, 2010. "Executions, Deterrence, and Homicide: A Tale of Two Cities," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 7(1), pages 1-29, March.
  48. Jan Brzozowski & Marco Cucculelli & Aleksander Surdej, 2014. "Transnational ties and performance of immigrant entrepreneurs: the case of IT industry in Italy," Mo.Fi.R. Working Papers 98, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  49. Rui Baptista & Murat Karaöz, 2011. "Turbulence in growing and declining industries," Small Business Economics, Springer, vol. 36(3), pages 249-270, April.
  50. King, Maxwell L. & Zhang, Xibin & Akram, Muhammad, 2020. "Hypothesis testing based on a vector of statistics," Journal of Econometrics, Elsevier, vol. 219(2), pages 425-455.
  51. Doğan, Osman & Taşpınar, Süleyman & Bera, Anil K., 2021. "A Bayesian robust chi-squared test for testing simple hypotheses," Journal of Econometrics, Elsevier, vol. 222(2), pages 933-958.
  52. Nelson Marconi & Paulo Arvate & João Moura Neto & Paulo Palombo, 2009. "Vertical transfers and the appropriation of resources by the bureaucracy: the case of Brazilian state governments," Public Choice, Springer, vol. 141(1), pages 65-85, October.
  53. Ashu Tiwari & Archana Patro & Imlak Shaikh, 2019. "Information Communication Technology-Enabled Platforms and P&C Insurance Consumption: Evidence from Emerging & Developing Economies," Review of Economics & Finance, Better Advances Press, Canada, vol. 15, pages 81-95, February.
  54. Juraj Hruška, 2016. "Aggressive and Defensive High-Frequency Trading and its Impact on Liquidity of German Stock Market," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 64(6), pages 1911-1918.
  55. Serap Bedir Kara & Aysegul Coskun, 2020. "The Impact of Gender Inequalities in Education on Income Corporate Social Responsibility (CSR)," Eurasian Journal of Social Sciences, Eurasian Publications, vol. 8(4), pages 148-162.
  56. Tomáš Havránek, 2009. "Subsidy Competition for FDI: Fierce or Weak?," Working Papers IES 2009/07, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2009.
  57. 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.
  58. Guven, Murat & Cetinguc, Basak & Guloglu, Bulent & Calisir, Fethi, 2022. "The effects of daily growth in COVID-19 deaths, cases, and governments’ response policies on stock markets of emerging economies," Research in International Business and Finance, Elsevier, vol. 61(C).
  59. Bohlin, Jan & Eurenius, Anna-Maria, 2010. "Why they moved -- Emigration from the Swedish countryside to the United States, 1881-1910," Explorations in Economic History, Elsevier, vol. 47(4), pages 533-551, October.
  60. Eskelinen, Juha & Kuosmanen, Timo, 2013. "Intertemporal efficiency analysis of sales teams of a bank: Stochastic semi-nonparametric approach," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5163-5175.
  61. James F. Ragan & Bernt Bratsberg, 2000. "Un‐COLA: Why Have Cost‐of‐Living Clauses Disappeared from Union Contracts and Will They Return?," Southern Economic Journal, John Wiley & Sons, vol. 67(2), pages 304-324, October.
  62. Joilson Dias & John McDermott, 2011. "Institutions, Humancapital And Economic Growth: A New Theoretical And Empirical Approach," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 83, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  63. Hassan & Eliza Wu, 2015. "Sovereign credit ratings, growth volatility and the global financial crisis," Applied Economics, Taylor & Francis Journals, vol. 47(54), pages 5825-5840, November.
  64. De Blander, Rembert, 2020. "Iterative estimation correcting for error auto-correlation in short panels, applied to lagged dependent variable models," Econometrics and Statistics, Elsevier, vol. 15(C), pages 3-29.
  65. Ashwini Deshpande & Thomas E. Weisskopf, 2010. "Does Affirmative Action Affect Productivity In The Indian Railways?," Working papers 185, Centre for Development Economics, Delhi School of Economics.
  66. Gema Pastor-Agustin & Manuel Espitia-Escuer & Marisa Ramirez-Aleson, 2007. "A Q Model Investment System in Material and Immaterial Assets," European Research Studies Journal, European Research Studies Journal, vol. 0(1-2), pages 43-64.
  67. Sheng, Pengfei & Guo, Xiaohui, 2018. "Energy consumption associated with urbanization in China: Efficient- and inefficient-use," Energy, Elsevier, vol. 165(PB), pages 118-125.
  68. Chang, Ching-Cheng & Chen, Chi-Chung, 2002. "Climate Change And Crop Yield Distribution: Some New Evidence From Panel Data Models And Implications For Crop Insurance," 2002 Annual meeting, July 28-31, Long Beach, CA 19589, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  69. Giovanni Millo, 2024. "The Cost of Borrowing as a Limiting Factor of Non-Life Insurance Development: The Italian Case," Risks, MDPI, vol. 12(12), pages 1-15, November.
  70. Tino Berger & Gerdie Everaert, 2009. "A replication note on unemployment in the OECD since the 1960s: what do we know?," Empirical Economics, Springer, vol. 36(2), pages 479-485, May.
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