| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| "On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model |
1 |
1 |
1 |
26 |
2 |
3 |
3 |
94 |
| A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model |
1 |
1 |
1 |
88 |
3 |
7 |
13 |
335 |
| A Monte Carlo Comparison of Tests for Cointegration in Panel Data |
0 |
0 |
0 |
521 |
2 |
3 |
5 |
1,368 |
| A Monte Carlo Comparison of Tests for Cointegration in Panel Data |
0 |
0 |
0 |
143 |
6 |
8 |
11 |
382 |
| A Panel Data Investigation of the Relationship Between Urbanization and Growth |
0 |
0 |
0 |
606 |
1 |
2 |
2 |
2,003 |
| A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA |
0 |
0 |
1 |
878 |
0 |
1 |
3 |
2,233 |
| An EM Algorithm for the Heteroscedastic Regression Models with Censored Data |
0 |
0 |
0 |
4 |
1 |
1 |
1 |
17 |
| Asymptotic Inference in Censored Regression MOdels Revisited |
0 |
0 |
0 |
26 |
1 |
2 |
3 |
141 |
| Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model |
0 |
0 |
0 |
19 |
1 |
2 |
5 |
46 |
| Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals |
0 |
0 |
0 |
248 |
4 |
4 |
5 |
786 |
| Asymptotics for panel models with common shocks |
0 |
0 |
0 |
11 |
2 |
2 |
3 |
84 |
| Consistent Estimation with Weak Instruments in Panel Data |
0 |
0 |
0 |
170 |
1 |
4 |
4 |
394 |
| Copula-Based Tests for Cross-Sectional Independence in Panel Models |
0 |
0 |
0 |
149 |
1 |
1 |
2 |
378 |
| Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity |
0 |
0 |
0 |
113 |
1 |
3 |
3 |
432 |
| Entrepreneurship and Economic Growth: The Proof Is in the Productivity |
0 |
0 |
0 |
298 |
3 |
5 |
9 |
1,182 |
| Estimating and testing high dimensional factor models with multiple structural changes |
0 |
0 |
1 |
16 |
1 |
1 |
4 |
53 |
| Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term |
0 |
0 |
0 |
80 |
1 |
1 |
3 |
125 |
| Estimation of Heterogeneous Panels with Structural Breaks |
0 |
0 |
0 |
109 |
1 |
1 |
3 |
186 |
| Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates |
0 |
0 |
0 |
36 |
2 |
2 |
3 |
328 |
| High-Dimensional Weighted K-Means with Serial Dependence |
3 |
12 |
12 |
12 |
4 |
10 |
10 |
10 |
| Identification and Estimation of a Large Factor Model with Structural Instability |
0 |
0 |
0 |
45 |
1 |
2 |
2 |
109 |
| International R&D Spillovers: An Application of Estimation and Inference in Panel |
0 |
0 |
0 |
317 |
2 |
2 |
4 |
866 |
| International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration |
0 |
0 |
2 |
290 |
3 |
3 |
7 |
756 |
| Long run effect of public grants on the R&D investment: A non-stationary panel data approach |
0 |
0 |
1 |
63 |
2 |
2 |
4 |
128 |
| Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend |
0 |
0 |
0 |
229 |
1 |
1 |
1 |
580 |
| Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends |
0 |
0 |
0 |
24 |
1 |
1 |
3 |
122 |
| Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey |
0 |
0 |
4 |
2,252 |
8 |
13 |
34 |
4,001 |
| On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments |
0 |
0 |
1 |
99 |
0 |
2 |
5 |
229 |
| On the Estimation and Inference of a Cointegrated Regression in Panel Data |
1 |
2 |
7 |
739 |
6 |
10 |
26 |
2,023 |
| On the Estimation and Inference of a Cointegrated Regression in Panel Data |
0 |
0 |
1 |
1,028 |
0 |
1 |
8 |
2,846 |
| On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence |
0 |
1 |
4 |
726 |
2 |
4 |
14 |
1,508 |
| On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors |
0 |
0 |
0 |
417 |
0 |
2 |
2 |
2,418 |
| On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors |
0 |
0 |
0 |
142 |
0 |
0 |
1 |
830 |
| Panel Cointegration with Global Stochastic Trends |
0 |
0 |
0 |
471 |
1 |
2 |
8 |
1,052 |
| Robust Regression with Censored Data |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
11 |
| Second-Order Efficiency in the Estimation of Heteroscedastic Regression Models |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
11 |
| Simulated Maximum Likelihood Estimation of the Linear Expenditure System with Binding Non-Negativity Constraints |
0 |
0 |
0 |
63 |
0 |
1 |
4 |
448 |
| Simulation-Based Two-Step Estimation with Endogenous Regressors |
0 |
0 |
0 |
593 |
1 |
3 |
4 |
1,658 |
| Small Sample Studies of Estimating the Regression Models with Multiplicative Heteroscedasticity: The Results of Some Monte Carlo Experiments |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
7 |
| Some New Approaches to Formulate and Estimate Friction-Bernoulli Jump Diffusion and Friction-GARCH |
0 |
0 |
0 |
44 |
0 |
1 |
1 |
486 |
| Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models |
0 |
0 |
0 |
79 |
0 |
2 |
2 |
279 |
| Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models |
0 |
0 |
0 |
142 |
4 |
5 |
6 |
527 |
| Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable |
0 |
1 |
1 |
1,011 |
3 |
10 |
18 |
2,890 |
| Structural Changes in Heterogeneous Panels with Endogenous Regressors |
0 |
0 |
1 |
85 |
0 |
0 |
4 |
108 |
| Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary |
0 |
0 |
0 |
200 |
0 |
1 |
2 |
621 |
| Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances |
0 |
0 |
0 |
119 |
2 |
4 |
6 |
108 |
| Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation |
0 |
0 |
0 |
81 |
0 |
0 |
2 |
186 |
| Testing for Breaks in Cointegrated Panels |
0 |
0 |
0 |
46 |
1 |
1 |
1 |
112 |
| Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends |
0 |
0 |
0 |
66 |
0 |
0 |
1 |
86 |
| Testing for Instability in Covariance Structures |
0 |
0 |
3 |
34 |
1 |
1 |
4 |
52 |
| Testing for Instability in Covariance Structures |
0 |
0 |
0 |
26 |
1 |
1 |
3 |
82 |
| Testing for Instability in Factor Structure of Yield Curves |
0 |
0 |
0 |
96 |
0 |
0 |
1 |
299 |
| Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances |
0 |
0 |
0 |
67 |
1 |
2 |
6 |
80 |
| Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009) |
0 |
0 |
0 |
185 |
0 |
0 |
1 |
425 |
| Testing for Structural Change of a Time Trend Regression in Panel Data |
0 |
0 |
0 |
521 |
1 |
1 |
3 |
1,637 |
| Testing the Stability of a Production Function with Urbanization as a Shift Factor: An Application of Non-Stationary Panel Data Techniques |
0 |
0 |
0 |
71 |
1 |
1 |
2 |
380 |
| The Asymptotics for Panel Models with Common Shocks |
0 |
0 |
0 |
102 |
1 |
1 |
5 |
355 |
| The Bootstrap and the Censored Regression |
0 |
0 |
0 |
4 |
0 |
1 |
4 |
21 |
| The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
40 |
| The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term |
0 |
0 |
0 |
72 |
1 |
1 |
3 |
159 |
| The Identification and Estimation of a Large Factor Model with Structural Instability |
0 |
0 |
0 |
22 |
2 |
2 |
4 |
35 |
| Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models |
0 |
0 |
0 |
156 |
0 |
0 |
0 |
481 |
| Total Working Papers |
6 |
18 |
41 |
14,289 |
85 |
148 |
304 |
39,629 |
LogEc is hosted by the
Örebro University School of Business.