EconStor >

Search Results

 
for  

Results 81-90 of 305.


Item hits:

DateTitle Authors
2009 Panel cointegration testing in the presence of a time trendDroge, Bernd / Örsal, Deniz Dilan Karaman
2007 Diagnostic tests of cross section independence for nonlinear panel data modelsHsiao, Cheng / Pesaran, Mohammad Hashem / Pick, Andreas
2006 Testing dependence among serially correlated multi-category variablesPesaran, Mohammad Hashem / Timmermann, Allan
2008 Rational bubbles and fractional integrationKruse, Robinson
2006 Testing dependence among serially correlated multi-category variablesPesaran, Mohammad Hashem / Timmermann, Allan
2006 Panels with nonstationary multifactor error structuresKapetanios, George / Pesaran, Mohammad Hashem / Yamagata, Takashi
2005 Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returnsKapetanios, George / Pesaran, Mohammad Hashem
2005 Unit roots and cointegration in panelsBreitung, Jörg / Pesaran, Mohammad Hashem
2004 General Diagnostic Tests for Cross Section Dependence in PanelsPesaran, Mohammad Hashem
2004 Random Coefficient Panel Data ModelsHsiao, Cheng / Pesaran, Mohammad Hashem

Back 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 Next