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A NEW PANEL DATA TREATMENT FOR HETEROGENEITY IN TIME TRENDS
16 references·7 citing·35 second hop
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References

  • 2021Econometric Analysis of Panel Data15,089 cited
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  • 1977Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error6,244 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
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  • 1992Frontier production functions, technical efficiency and panel data: With application to paddy farmers in India2,865 cited
  • 1999Unit Roots, Cointegration, and Structural Change1,842 cited
  • 2004On the estimation and inference of a cointegrated regression in panel data1,807 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
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  • 1990Production frontiers with cross-sectional and time-series variation in efficiency levels1,153 cited
  • 2005Implications of Dynamic Factor Models for VAR Analysis

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870 cited
  • 2003Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand*789 cited
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    • 2020Unconventional monetary policy in the Euro Area: Shadow rate and light effets22 cited