A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence

ISSN： 0747-4938

Source： Econometric Reviews, Vol.32, Iss.4, 2013-04, pp. : 469-512

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

An Overview of Dependence in Cross-Section, Time-Series, and Panel Data

By Baltagi Badi H.

Econometric Reviews, Vol. 32, Iss. 5-6, 2013-05 ,pp. : 543-546

Taylor & Francis Ltd

Access to resources Recommend Favorite

Cointegration in Panel Data with Structural Breaks and Cross‐Section Dependence

JOURNAL OF APPLIED ECONOMETRICS, Vol. 30, Iss. 1, 2015-01 ,pp. : 1-23

John Wiley & Sons Inc

Access to resources Recommend Favorite

Adapting a nonparametric pooling test for use in panel cointegration models

By Mishra Ashok K. Moss Charles B.

Applied Economics Letters, Vol. 13, Iss. 6, 2006-05 ,pp. : 355-357

Routledge Ltd

Access to resources Recommend Favorite

GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA

Econometric Theory, Vol. 33, Iss. 2, 2016-03 ,pp. : 263-291

Cambridge University Press

Access to resources Recommend Favorite

The sustainability of trade balances in sub-Saharan Africa: panel cointegration tests with cross-section dependence

By Hashiguchi Yoshihiro Hamori Shigeyuki

Applied Economics Letters, Vol. 19, Iss. 2, 2012-02 ,pp. : 161-165

Routledge Ltd

Access to resources Recommend Favorite