Nothing Special   »   [go: up one dir, main page]
create a website
Testing for a Unit Root in Panels with Dynamic Factors. (2002). Perron, Benoit ; Moon, Hyungsik.
In: Cahiers de recherche.
RePEc:mtl:montde:2002-18.

Full description at Econpapers || Download paper

Cited: 43

Citations received by this document

Cites: 10

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Productivity effects of human capital: an empirical investigation of health and higher education in South Africa. (2019). Wilfred, Akinola Gbenga ; Mbonigaba, Josue.
    In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
    RePEc:rfe:zbefri:v:37:y:2019:i:1:p:277-301.

    Full description at Econpapers || Download paper

  2. Productivity effects of higher education human capital in selected countries of Sub-Saharan Africa. (2017). BOKANA, KOYE ; Akinola, Gbenga Wilfred .
    In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
    RePEc:rfe:zbefri:v:35:y:2017:i:1:p:173-198.

    Full description at Econpapers || Download paper

  3. Is There Long-run Convergence among Regional House Prices in the UK?. (2008). Holmes, Mark ; Grimes, Arthur.
    In: Urban Studies.
    RePEc:sae:urbstu:v:45:y:2008:i:8:p:1531-1544.

    Full description at Econpapers || Download paper

  4. Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data. (2007). Westerlund, Joakim ; Basher, Syed.
    In: MPRA Paper.
    RePEc:pra:mprapa:3262.

    Full description at Econpapers || Download paper

  5. Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend. (2007). Urga, Giovanni ; Trapani, Lorenzo ; Kao, Chihwa.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:92.

    Full description at Econpapers || Download paper

  6. Panel Cointegration with Global Stochastic Trends. (2007). Ng, Serena ; Kao, Chihwa ; Bai, Jushan.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:90.

    Full description at Econpapers || Download paper

  7. What We Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic.. (2007). Rault, Christophe ; Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp202007.

    Full description at Econpapers || Download paper

  8. Panel Tests for Unit Roots in Hours Worked. (2006). Kappler, Marcus.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:4606.

    Full description at Econpapers || Download paper

  9. To what extent are public savings offset by private savings in the OECD?. (2006). Holmes, Mark.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:30:y:2006:i:3:p:285-296.

    Full description at Econpapers || Download paper

  10. Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models. (2006). Westerlund, Joakim ; Basher, Syed.
    In: MPRA Paper.
    RePEc:pra:mprapa:136.

    Full description at Econpapers || Download paper

  11. A Spatio-Temporal Model of House Prices in the US. (2006). Yamagata, Takashi ; Pesaran, M ; Holly, Sean.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp2338.

    Full description at Econpapers || Download paper

  12. The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics?. (2006). Wagner, Martin.
    In: Economics Series.
    RePEc:ihs:ihsesp:197.

    Full description at Econpapers || Download paper

  13. Hysteresis and Persistence in the Course of Unemployment: The EU and US Experience. (2006). Reimers, Hans-Eggert ; Dreger, Christian.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp572.

    Full description at Econpapers || Download paper

  14. A Spatio-Temporal Model of House Prices in the US. (2006). Yamagata, Takashi ; Pesaran, M ; Holly, Sean.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1826.

    Full description at Econpapers || Download paper

  15. A Spatio-Temporal Model of House Prices in the US. (2006). Yamagata, Takashi ; Pesaran, M ; Holly, Sean.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0654.

    Full description at Econpapers || Download paper

  16. New Panel Unit Root Tests under Cross Section Dependence for Practitioners. (2005). Sul, Donggyu.
    In: Econometrics.
    RePEc:wpa:wuwpem:0506010.

    Full description at Econpapers || Download paper

  17. Unit root and cointegration tests for cross-sectionally correlated panels - Estimating regional production functions. (2005). Destefanis, Sergio ; Costantini, Mauro ; Basile, Roberto.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa05p171.

    Full description at Econpapers || Download paper

  18. The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2005). Wagner, Martin ; Hlouskova, Jaroslava.
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp0503.

    Full description at Econpapers || Download paper

  19. Is there long-run convergence of regional house prices in the UK?. (2005). Holmes, Mark ; Grimes, Arthur.
    In: Working Papers.
    RePEc:mtu:wpaper:05_11.

    Full description at Econpapers || Download paper

  20. On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence. (2005). Kao, Chihwa ; Bai, Jushan.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:75.

    Full description at Econpapers || Download paper

  21. IS LONG-RUN OUTPUT CONVERGENCE ASSOCIATED WITH INTERNATIONAL COOPERATION? SOME NEW EVIDENCE FOR SELECTED AFRICAN COUNTRIES. (2005). Holmes, Mark.
    In: Journal of Economic Development.
    RePEc:jed:journl:v:30:y:2005:i:2:p:67-85.

    Full description at Econpapers || Download paper

  22. On PPP, Unit Roots and Panels. (2005). Wagner, Martin.
    In: Economics Series.
    RePEc:ihs:ihsesp:176.

    Full description at Econpapers || Download paper

  23. Pooled Unit Root Tests in Panels with a Common Factor. (2005). Westerlund, Joakim.
    In: Working Papers.
    RePEc:hhs:lunewp:2005_009.

    Full description at Econpapers || Download paper

  24. New Simple Tests for Panel Cointegration. (2005). Westerlund, Joakim.
    In: Working Papers.
    RePEc:hhs:lunewp:2005_008.

    Full description at Econpapers || Download paper

  25. Estimation of average local-to-unity roots in heterogenous panels. (2005). Hjalmarsson, Erik.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:852.

    Full description at Econpapers || Download paper

  26. Unit Root Tests for Panels in the Presence of Short-run and Long-run Dependencies: Nonlinear IV Approach with Fixed N and Large T. (2005). Song, Wonho ; Chang, Yoosoon.
    In: Working Papers.
    RePEc:ecl:riceco:2002-06.

    Full description at Econpapers || Download paper

  27. Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models. (2004). Sul, Donggyu ; Mark, Nelson ; Choi, Chi-Young.
    In: Econometrics.
    RePEc:wpa:wuwpem:0409005.

    Full description at Econpapers || Download paper

  28. Regional convergence across European Union. (2004). Gutierrez, Luciano ; Brasili, Cristina.
    In: Development and Comp Systems.
    RePEc:wpa:wuwpdc:0402002.

    Full description at Econpapers || Download paper

  29. The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics?. (2004). Wagner, Martin ; Muller-Furstenberger, Georg .
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp0418.

    Full description at Econpapers || Download paper

  30. Random Coefficient Panel Data Models. (2004). Pesaran, M ; hsiao, cheng.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1236.

    Full description at Econpapers || Download paper

  31. Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated. (2004). Jönsson, Kristian.
    In: Working Papers.
    RePEc:hhs:lunewp:2004_017.

    Full description at Econpapers || Download paper

  32. Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence. (2004). Sul, Donggyu ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1438.

    Full description at Econpapers || Download paper

  33. Random Coefficient Panel Data Models. (2004). Pesaran, M ; hsiao, cheng.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1233.

    Full description at Econpapers || Download paper

  34. National Saving-Investment Dynamics and International Capital Mobility. (2004). Pelgrin, Florian ; Schich, Sebastian.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-14.

    Full description at Econpapers || Download paper

  35. Unobserved Heterogeneity in Panel Time Series Models. (2004). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0403.

    Full description at Econpapers || Download paper

  36. Common and idiosyncratic shocks to labor productivity across sectors and countries: Is climate relevant?. (2003). Gutierrez, Luciano.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0311008.

    Full description at Econpapers || Download paper

  37. Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison. (2003). Gutierrez, Luciano.
    In: Econometrics.
    RePEc:wpa:wuwpem:0310004.

    Full description at Econpapers || Download paper

  38. On The Panel Unit Root Tests Using Nonlinear Instrumental Variables. (2003). Pesaran, M ; Kyung So Im, .
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0347.

    Full description at Econpapers || Download paper

  39. A Simple Panel Unit Root Test in the Presence of Cross Section Dependence. (2003). Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0346.

    Full description at Econpapers || Download paper

  40. Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand. (2003). Sul, Donggyu ; Mark, Nelson.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:65:y:2003:i:5:p:655-680.

    Full description at Econpapers || Download paper

  41. Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand. (2002). Sul, Donggyu ; Mark, Nelson.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0287.

    Full description at Econpapers || Download paper

  42. A Principal Components Approach to Cross-Section Dependence in Panels. (2002). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
    RePEc:cpd:pd2002:b5-3.

    Full description at Econpapers || Download paper

  43. Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration. (2000). Pesaran, M ; Binder, Michael ; Hsaio, C..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0003.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. [1] Anderson, T. (1963): Asymptotic Theory for Principal Component Analysis, of Mathematical Statistics, 34, 122--148. Annals
    Paper not yet in RePEc: Add citation now

  2. [10] Chen, X. and T. Conley (2001): A New Semiparametric Spatial Model for Panel Time Series, Journal of Econometrics, 105, 59--84.

  3. [11] Choi, I. (2001a): Unit Root Tests for Panel Data, and Finance, 20, 249-272. Journal of International Money

  4. [12] Choi, I. (2001b): Unit Root Tests for Cross-Sectionally Correlated Panels,
    Paper not yet in RePEc: Add citation now

  5. [13] Conley, T. (1999): GMM Estimation with Cross Sectional Dependence,

  6. [2] Andrews, D. (1991): Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation, Econometrica, 59, 817--858.

  7. [5] Bai, J. and S. Ng (2001): A PANIC Attack on Unit Roots and Cointegration, Mimeo,

  8. [6] Bai, J. and S. Ng (2002): Determining the Number of Factors in Approximate Factor Models, Econometrica, 70, 191-221

  9. [7] Bernanke, B. and J. Boivin (2002): Monetary Policy in a Data Rich Environment, Journal of Monetary Economics, forthcoming..

  10. [8] Brisson, M., B. Campbell, and J. W. Galbraith (2001): Forecasting Some LowPredictability Time Series Using Diffusion Indices, CIRANO working paper 2001s-46. [9] Chang, Y. (2001): Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency, forthcoming in Journal of Econometrics.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Bootstrap Inference Under Cross Sectional Dependence. (2022). Perron, Benoit ; Kim, Min Seong ; Goncalves, Silvia ; conley, timothy ; Gonalves, Silvia.
    In: Working papers.
    RePEc:uct:uconnp:2022-14.

    Full description at Econpapers || Download paper

  2. Robust Inference for Diffusion-Index Forecasts with Cross-Sectionally Dependent Data. (2021). Kim, Min Seong.
    In: Working papers.
    RePEc:uct:uconnp:2021-04.

    Full description at Econpapers || Download paper

  3. Inference and testing breaks in large dynamic panels with strong cross sectional dependence. (2017). Schafgans, Marcia ; Hidalgo, Javier.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:68839.

    Full description at Econpapers || Download paper

  4. Inference and testing breaks in large dynamic panels with strong cross sectional dependence. (2017). Hidalgo, Javier ; Schafgans, Marcia .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:196:y:2017:i:2:p:259-274.

    Full description at Econpapers || Download paper

  5. How Interdependent are Cross-Country Happiness Dynamics?. (2015). Parhi, Mamata ; Mishra, Tapas ; Fuentes, Raul.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
    RePEc:spr:soinre:v:122:y:2015:i:2:p:491-518.

    Full description at Econpapers || Download paper

  6. QML estimation of dynamic panel data models with spatial errors. (2015). Yang, Zhenlin ; Su, Liangjun.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:185:y:2015:i:1:p:230-258.

    Full description at Econpapers || Download paper

  7. Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence. (2015). Hidalgo, Javier ; Schafgans, Marcia M.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:/2015/583.

    Full description at Econpapers || Download paper

  8. Regional growth and spatial spillovers: Evidence from an SpVAR for the Spanish regions. (2015). Ramajo, Julian ; Hewings, Geoffrey ; Jd, Geoffrey ; Marquez, Miguel A.
    In: Papers in Regional Science.
    RePEc:bla:presci:v:94:y:2015:i::p:s1-s18.

    Full description at Econpapers || Download paper

  9. Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects. (2013). Sun, Yixiao ; Kim, Min Seong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:177:y:2013:i:1:p:85-108.

    Full description at Econpapers || Download paper

  10. Democracy and Economic Growth in an Interdependent World. (2013). Parhi, Mamata ; OUATTARA, BAZOUMANA ; Mishra, Tapas ; DIEBOLT, Claude.
    In: Review of International Economics.
    RePEc:bla:reviec:v:21:y:2013:i:4:p:733-749.

    Full description at Econpapers || Download paper

  11. Una propuesta metodológica para la definición de mercados geográficos relevantes. (2012). Sanchez-Navarro, Dennis.
    In: MPRA Paper.
    RePEc:pra:mprapa:44498.

    Full description at Econpapers || Download paper

  12. A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators. (2012). Giacomini, Raffaella ; Politis, Dimitris N. ; White, Halbert.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:11/12.

    Full description at Econpapers || Download paper

  13. On spatial processes and asymptotic inference under near-epoch dependence. (2012). Prucha, Ingmar ; Jenish, Nazgul .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:170:y:2012:i:1:p:178-190.

    Full description at Econpapers || Download paper

  14. Nonparametric spatial regression under near-epoch dependence. (2012). Jenish, Nazgul .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:167:y:2012:i:1:p:224-239.

    Full description at Econpapers || Download paper

  15. Human capital, age structure and growth fluctuations. (2011). Mishra, Tapas ; Crespo Cuaresma, Jesus.
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:28:p:4311-4329.

    Full description at Econpapers || Download paper

  16. Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects. (2011). Sun, Yixiao ; Kim, Min Seong.
    In: Working Papers.
    RePEc:rye:wpaper:wp029.

    Full description at Econpapers || Download paper

  17. Testing for Spatial Effects in Seemingly Unrelated Regressions. (2010). mur, jesus ; Herrera, Marcos ; Fernando A, Lopez ; Lopez, Fernando.
    In: Spatial Economic Analysis.
    RePEc:taf:specan:v:5:y:2010:i:4:p:399-440.

    Full description at Econpapers || Download paper

  18. Does democratic distance matter for cross-country growth interdependence?. (2010). Parhi, Mamata ; OUATTARA, BAZOUMANA ; Mishra, Tapas ; DIEBOLT, Claude.
    In: Working Papers.
    RePEc:afc:wpaper:10-12.

    Full description at Econpapers || Download paper

  19. Using Spatial Covariance Function for Antitrust Market Delineation. (2009). Lucinda, Claudio ; Filho, Arthur Barrionuevo.
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:29:y:2009:i:1:a:2698.

    Full description at Econpapers || Download paper

  20. Panel VAR Models with Spatial Dependence. (2009). Mutl, Jan.
    In: Economics Series.
    RePEc:ihs:ihsesp:237.

    Full description at Econpapers || Download paper

  21. Spatial persistence of demographic shocks and economic growth. (2009). Mishra, Tapas ; DIEBOLT, Claude ; Azomahou, Théophile.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:31:y:2009:i:1:p:98-127.

    Full description at Econpapers || Download paper

  22. Spatial growth volatility and age-structured human capital dynamics in Europe. (2009). Parhi, Mamata ; Mishra, Tapas.
    In: Economics Letters.
    RePEc:eee:ecolet:v:102:y:2009:i:3:p:181-184.

    Full description at Econpapers || Download paper

  23. Developments in the Analysis of Spatial Data. (2009). Robinson, Peter M.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:531.

    Full description at Econpapers || Download paper

  24. Spatial Growth Volatility and Age-structured Human Capital Dynamics in Europe.. (2008). Parhi, Mamata ; Mishra, Tapas.
    In: Working Papers of BETA.
    RePEc:ulp:sbbeta:2008-04.

    Full description at Econpapers || Download paper

  25. A Generalized Method of Moments Estimator for a Spatial Panel Model with an Endogenous Spatial Lag and Spatial Moving Average Errors. (2008). Fingleton, Bernard.
    In: Spatial Economic Analysis.
    RePEc:taf:specan:v:3:y:2008:i:1:p:27-44.

    Full description at Econpapers || Download paper

  26. Age-structured Human Capital and Spatial Total Factor Productivity Dynamics. (2008). Parhi, Mamata ; Mishra, Tapas ; Jumah, Adusei .
    In: Economics Series.
    RePEc:ihs:ihsesp:226.

    Full description at Econpapers || Download paper

  27. Developments in the analysis of spatial data. (2008). Robinson, Peter.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:25473.

    Full description at Econpapers || Download paper

  28. Interdependencies of US manufacturing sectoral TFPs: A spatial VAR approach. (2008). Neusser, Klaus.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:30:y:2008:i:3:p:991-1004.

    Full description at Econpapers || Download paper

  29. Human Capital Accumulation and Spatial TFP Interdependence.. (2008). Parhi, Mamata ; Mishra, Tapas ; DIEBOLT, Claude.
    In: Working Papers.
    RePEc:afc:wpaper:08-12.

    Full description at Econpapers || Download paper

  30. Minimum distance estimation of the spatial panel autoregressive model. (2008). Azomahou, Théophile.
    In: Cliometrica, Journal of Historical Economics and Econometric History.
    RePEc:afc:cliome:v:2:y:2008:i:1:p:49-83.

    Full description at Econpapers || Download paper

  31. Comments on: Panel data analysis—advantages and challenges. (2007). Song, Seuck ; Park, Byeong .
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:16:y:2007:i:1:p:47-51.

    Full description at Econpapers || Download paper

  32. Large Sample Sieve Estimation of Semi-Nonparametric Models. (2007). Chen, Xiaohong.
    In: Handbook of Econometrics.
    RePEc:eee:ecochp:6b-76.

    Full description at Econpapers || Download paper

  33. Spatial Persistence of Demographic Shocks and Economic Growth. (2007). Mishra, Tapas ; DIEBOLT, Claude ; Azomahou, Théophile.
    In: Working Papers.
    RePEc:afc:wpaper:07-04.

    Full description at Econpapers || Download paper

  34. Estimating Regional Poverty Lines With Scarce Data: An Application to Brazilian Regions. (2006). SILVEIRA, FERNANDO GAIGER ; Azzoni, Carlos ; Iwata, Alexandre ; Moreira, Guilherme ; Diniz, Bernardo ; Ibarra, Antonio .
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa06p298.

    Full description at Econpapers || Download paper

  35. Nonparametric Econometrics: Theory and Practice. (2006). Racine, Jeffrey Scott ; Li, QI.
    In: Economics Books.
    RePEc:pup:pbooks:8355.

    Full description at Econpapers || Download paper

  36. Specification of the Dynamic Model with the Spatial Structure of Connections. (2006). Szulc, Elzbieta .
    In: Dynamic Econometric Models.
    RePEc:cpn:umkdem:v:7:y:2006:p:199-208.

    Full description at Econpapers || Download paper

  37. USING SPATIAL COVARIANCE FUNCTION FOR ANTITRUST MARKET DELINEATION. (2006). Lucinda, Claudio ; Barrionuevo Filho, Arthur.
    In: Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting].
    RePEc:anp:en2006:125.

    Full description at Econpapers || Download paper

  38. An Empirical Model of Advertising Dynamics. (2005). Manchanda, Puneet ; Dube, Jean-Pierre ; Hitsch, Gunter .
    In: Quantitative Marketing and Economics (QME).
    RePEc:kap:qmktec:v:3:y:2005:i:2:p:107-144.

    Full description at Econpapers || Download paper

  39. A consistent nonparametric estimation of spatial autocovariances. (2005). Azomahou, Théophile ; Li, Dong.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2005:i:29:p:1-10.

    Full description at Econpapers || Download paper

  40. A consistent nonparametric estimation of spatial autocovariances. (2005). Li, Dong ; Azomahou, Theophile .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-05c10005.

    Full description at Econpapers || Download paper

  41. Econometría espacial: más luces que sombras. (2004). Paelinck, Jean ; mur, jesus ; TRVEZ, J..
    In: Estudios de Economía Aplicada.
    RePEc:lrk:eeaart:22_3_1.

    Full description at Econpapers || Download paper

  42. Testing for a unit root in panels with dynamic factors. (2004). Perron, Benoit ; Moon, Hyungsik.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:122:y:2004:i:1:p:81-126.

    Full description at Econpapers || Download paper

  43. GENERAL MOMENT AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF A SPATIALLY AUTOCORRELATED SYSTEM OF EQUATIONS: AN EMPIRICAL EXAMPLE USING ON-FARM PRECISION AGRICULTURE DATA. (2004). Lambert, Dayton ; Lowenberg-Deboer, James ; Malzer, Gary L.
    In: Staff Papers.
    RePEc:ags:puaesp:28667.

    Full description at Econpapers || Download paper

  44. A Spatial Analysis of Sectoral Complementarity. (2003). Dupor, Bill ; conley, timothy.
    In: Journal of Political Economy.
    RePEc:ucp:jpolec:v:111:y:2003:i:2:p:311-352.

    Full description at Econpapers || Download paper

  45. Nonparametric IV estimation of shape-invariant Engel curves. (2003). Kristensen, Dennis ; Chen, Xiaohong ; Blundell, Richard.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:15/03.

    Full description at Econpapers || Download paper

  46. How does the border affect productivity? evidence from American and Canadian manufacturing industries. (2003). Vigfusson, Robert.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:788.

    Full description at Econpapers || Download paper

  47. TESTING FOR A UNIT ROOT IN PANELS WITH DYNAMIC FACTORS. (2002). Perron, Benoit ; Moon, Hyungsik.
    In: Cahiers de recherche.
    RePEc:mtl:montec:18-2002.

    Full description at Econpapers || Download paper

  48. Testing for a Unit Root in Panels with Dynamic Factors. (2002). Perron, Benoit ; Moon, Hyungsik.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2002-18.

    Full description at Econpapers || Download paper

  49. Under the hood : Issues in the specification and interpretation of spatial regression models. (2002). Anselin, Luc.
    In: Agricultural Economics.
    RePEc:eee:agecon:v:27:y:2002:i:3:p:247-267.

    Full description at Econpapers || Download paper

  50. Panel VAR Models with Spatial Dependence. (2002). Mutl, Jan.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
    RePEc:cpd:pd2002:a5-2.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-15 10:16:22 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.