Pooled Mean Group Estimation of Dynamic Heterogeneous Panels

Keywords

Estimator, Mathematics, Unit root, Statistics, Econometrics

References

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• Bounds Testing Approaches to the Analysis of Long-run RelationshipsM. Hashem Pesaran, Yongcheol Shin, Richard J. Smith — 1999
• A NOTE ON THE ANDERSON-HSIAO ESTIMATOR FOR PANEL DATAManuel Arellano — 1989
• Estimating Long-Run Relationships From Dynamic Heterogeneous PanelsM. Hashem Pesaran, Ron Smith — 1995
• Efficient Inference in a Random Coefficient Regression ModelP. A. V. B. Swamy — 1970
• Multiple Time Series Regression with Integrated ProcessesP. C. B. Phillips, Steven N. Durlauf — 1986
• Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United KingdomJames Davidson, David F. Hendry, Frank Srba — 1978
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• Formulation and estimation of dynamic models using panel dataT. W. Anderson, Chêng Hsiao — 1982
• Another look at the instrumental variable estimation of error-components modelsManuel Arellano, Olympia Bover — 1995
• Problems with the Asymptotic Theory of Maximum Likelihood Estimation in Integrated and Cointegrated SystemsPentti Saikkonen — 1995
• A Panel Analysis of Liquidity Constraints and Firm InvestmentChêng Hsiao, A. Kamil Tahmiscioglu — 1997
• Efficient estimation of models for dynamic panel dataSeung C. Ahn, Peter Schmidt — 1995
• Testing for Purchasing Power Parity: Econometric Issues and an Application to Developing CountriesDerick Boyd, Ron Smith — 1999
• On the Estimation of Panel-Data Models With Serial Correlation When Instruments Are Not Strictly ExogenousMichael P. Keane, David E. Runkle — 1992

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• An Empirical Analysis of the Relationship between Fiscal Decentralization and the Size of GovernmentSilvia Golem, Lena Malešević Perović — 2014
• Global Growth Centres 2020Stefan Bergheim — 2005
• Income Inequality and Economic Growth in the U.S.:A Panel Cointegration ApproachMark W. Frank — 2005
• Analisi statistica della convergenza economica tra le regioni italianeStefano Iezzi — 2001
• Estimation and inference in cross-sectionally dependent panel data modelsHande Karabiyik — 2015
• Estimation and inference with non-stationary panel time-series data.Ron Smith — 2001
• THE GROWTH EFFECTS OF CORPORATE AND PERSONAL TAX RATES IN THE OECDNorman Gemmell, Richard Kneller, Ismael Sanz — 2011
• The International Reserves Holding And Country Risk: Evidence From Selected ASEAN CountriesSiti Nurazira Mohd Daud, Abd Halim Ahmad — 2013
• From Chimera to Prospect: Toward an Understanding of the South African Growth AbsenceJohannes Fedderke — 2004
• Inequality, education and growth in MalaysiaAbdul Jabbar Abdullah — 2012
• Oil Price and Exchange Rate Relationship for ASEAN-5 Countries: A Panel Study ApproachMukhriz Izraf, Azman Aziz, Jauhari Dahalan — 2013
• Crime and its socio-macroeconomics determinants: a panel-error-correction cointegration analysisBaharom Abdul Hamid, Muzafar Shah Habibullah, Zaleha Mohd Noor — 2013
• Weather Risk and Cropping Intensity: A Non-Stationary and Dynamic Panel Modeling ApproachAditya R. Khanal, Ashok K. Mishra, Madhusudan Bhattarai — 2014
• Democracy and International Financial LiberalizationDennis P. Quinn — 2000
• Making abundant natural resources work for developing economies: The role of financial institutionsMalebogo Bakwena, Philip Bodman, Sandy Suardi — 2008
• Towards Understanding Global Imbalances: Are Chinese Households "Special"?Alexander Louis Persky-Stern — 2013
• On the degree of homogeneity in dynamic heterogeneous panel data modelsChristian J. Offermanns — 2014
• Three Essays on Fiscal Federalism and the Role of Intergovernmental TranfersJames W. Saunoris — 2012
• Why are some exchange rates more volatile than others? Evidence from Transition EconomiesRoy Havemann — 2008
• Contraste empírico del modelo monetario de tipos de cambio: cointegración y ajuste no linealJulián Ramajo Hernández — 2007

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