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Unobserved heterogeneity in panel time series models · Study

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ArticleUnobserved heterogeneity in panel time series models

Jerry Coakley2005

Article2005

Unobserved heterogeneity in panel time series models

Jerry Coakley · Ana-Marı́a Fuertes · Ron P Smith

233 citations·0/0 files stored·Computational Statistics & Data Analysis

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Spatial and Panel Data Analysis Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 233 citations exist upstream.

References

2003Testing for unit roots in heterogeneous panels 2021Econometric Analysis of Panel Data 2004General Diagnostic Tests for Cross Section Dependence in Panels 2003Analysis of Panel Data 1999Spurious regression and residual-based tests for cointegration in panel data 1995Estimating long-run relationships from dynamic heterogeneous panels 2006Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure 2002Determining the Number of Factors in Approximate Factor Models

Cited by

2019Mitigation pathways toward sustainable development: Is there any trade‐off between environmental regulation and carbon emissions reduction?2019Carbon emissions, income inequality and economic development 2014The Effect of Urbanization and Industrialization on Energy Use in Emerging Economies: Implications for Sustainable Development 2008Random Coefficient Models 2017Robust Standard Error Estimators for Panel Models: A Unifying Approach 2013Large Panel Data Models with Cross-Sectional Dependence: A Survey 2018Which panel data estimator should I use?: A corrigendum and extension 2004Random Coefficient Panel Data Models

Details

Year2005

Typearticle

Published2005-01-27

VenueComputational Statistics & Data Analysis

ISSN-L0167-9473

Languageen

Citations233

Files0 public / 0

ShelfSpatial and Panel Data Analysis

Identifiers

doi10.1016/j.csda.2004.12.015

openalex_workW2007107983

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