Jump to main content

yr 〜
yr

Search results 8

Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure

Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure
Paper文書・図像類
Norkutė, Milda, Sarafidis, Vasilis, Yamagata, Takashi, Cui, GuoweiThe Institute of Social and Economic Research, Osaka University2019-04Institute of Social and Economic Research Discussion Papers1019p.1-C.12
Other Libraries in Japan

Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed

Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed
Digital文書・図像類
Hadri, Kaddour, 黒住, 英司, Rao, YaoGraduate School of Economics, Hitotsubashi University2013-09
Available onlineOther Libraries in Japan
  • Subject Headingcointegration panel cointegration cross-section dependence bias correction DOLS FCLT

Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities

Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities
Paper文書・図像類
Hashem Pesaran, M, Yamagata, TakashiThe Institute of Social and Economic Research, Osaka University2017-03-11Institute of Social and Economic Research Discussion Papers997p.1-97
Other Libraries in Japan

A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence

A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence
Digital文書・図像類
Hadri, Kaddour, 黒住, 英司Institute of Economic Research, Hitotsubashi University2010-06
Available onlineOther Libraries in Japan

Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data

Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data
Digital文書・図像類
黒住, 英司, 山崎, 大輔, Hadri, KaddourInstitute of Economic Research, Hitotsubashi University2012-11
Available onlineOther Libraries in Japan

A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence

A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence
Paper文書・図像類
Hadri, Kaddour, 黒住, 英司Institute of Economic Research, Hitotsubashi University2008-12
Other Libraries in Japan

A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence

A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence
Digital文書・図像類
Hadri, Kaddour, 黒住, 英司Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University2008-12
Available onlineOther Libraries in Japan

Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency

Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
Paper文書・図像類
Chang, Yoosoon日本経済国際共同センター2000-07Discussion paper series. CIRJE-FCF-85
Other Libraries in Japan

Reached to the end of result.

RSS