Karavias, Yiannis; Narayan, Paresh Kumar; Westerlund, Joakim Structural breaks in interactive effects panels and the stock market reaction to COVID-19. (English) Zbl 07813765 J. Bus. Econ. Stat. 41, No. 3, 653-666 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{Y. Karavias} et al., J. Bus. Econ. Stat. 41, No. 3, 653--666 (2023; Zbl 07813765) Full Text: DOI arXiv OA License
Wagner, Martin; Reichold, Karsten Panel cointegrating polynomial regressions: group-mean fully modified OLS estimation and inference. (English) Zbl 07716559 Econom. Rev. 42, No. 4, 358-392 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{M. Wagner} and \textit{K. Reichold}, Econom. Rev. 42, No. 4, 358--392 (2023; Zbl 07716559) Full Text: DOI
Hong, Shengjie; Su, Liangjun; Jiang, Tao Profile GMM estimation of panel data models with interactive fixed effects. (English) Zbl 07704479 J. Econom. 235, No. 2, 927-948 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S. Hong} et al., J. Econom. 235, No. 2, 927--948 (2023; Zbl 07704479) Full Text: DOI
Afat, Dinçer; Frömmel, Michael A panel data analysis of uncovered interest parity and time-varying risk premium. (English) Zbl 1470.91171 Open Econ. Rev. 32, No. 3, 507-526 (2021). MSC: 91B64 62P20 91G20 PDFBibTeX XMLCite \textit{D. Afat} and \textit{M. Frömmel}, Open Econ. Rev. 32, No. 3, 507--526 (2021; Zbl 1470.91171) Full Text: DOI
Huang, Wenxin; Jin, Sainan; Phillips, Peter C. B.; Su, Liangjun Nonstationary panel models with latent group structures and cross-section dependence. (English) Zbl 1464.62506 J. Econom. 221, No. 1, 198-222 (2021). MSC: 62P20 62M10 62H30 62J07 PDFBibTeX XMLCite \textit{W. Huang} et al., J. Econom. 221, No. 1, 198--222 (2021; Zbl 1464.62506) Full Text: DOI Link
Westerlund, Joakim Common breaks in means for cross-correlated fixed-\(T\) panel data. (English) Zbl 1419.62254 J. Time Ser. Anal. 40, No. 2, 248-255 (2019). MSC: 62M10 62E20 62F10 62F12 PDFBibTeX XMLCite \textit{J. Westerlund}, J. Time Ser. Anal. 40, No. 2, 248--255 (2019; Zbl 1419.62254) Full Text: DOI
Kong, Jianning; Phillips, Peter C. B.; Sul, Donggyu Weak \(\sigma\)-convergence: theory and applications. (English) Zbl 1452.62933 J. Econom. 209, No. 2, 185-207 (2019). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{J. Kong} et al., J. Econom. 209, No. 2, 185--207 (2019; Zbl 1452.62933) Full Text: DOI Link
Mao, Guangyu Testing for sphericity in a two-way error components panel data model. (English) Zbl 1491.62245 Econom. Rev. 37, No. 5, 491-506 (2018). MSC: 62P20 62H15 62M10 PDFBibTeX XMLCite \textit{G. Mao}, Econom. Rev. 37, No. 5, 491--506 (2018; Zbl 1491.62245) Full Text: DOI
Su, Liangjun; Ju, Gaosheng Identifying latent grouped patterns in panel data models with interactive fixed effects. (English) Zbl 1452.62960 J. Econom. 206, No. 2, 554-573 (2018). MSC: 62P20 62M10 62H30 62J07 PDFBibTeX XMLCite \textit{L. Su} and \textit{G. Ju}, J. Econom. 206, No. 2, 554--573 (2018; Zbl 1452.62960) Full Text: DOI Link
Banerjee, Anindya; Carrion-i-Silvestre, Josep Lluís Testing for panel cointegration using common correlated effects estimators. (English) Zbl 1367.62325 J. Time Ser. Anal. 38, No. 4, 610-636 (2017). MSC: 62P20 91B84 PDFBibTeX XMLCite \textit{A. Banerjee} and \textit{J. L. Carrion-i-Silvestre}, J. Time Ser. Anal. 38, No. 4, 610--636 (2017; Zbl 1367.62325) Full Text: DOI Link
Mastromarco, Camilla; Serlenga, Laura; Shin, Yongcheol Multilateral resistance and the Euro effects on trade flows. (English) Zbl 1402.62340 Patuelli, Roberto (ed.) et al., Spatial econometric interaction modelling. Cham: Springer (ISBN 978-3-319-30194-5/hbk; 978-3-319-30196-9/ebook). Advances in Spatial Science. The Regional Science Series, 253-278 (2016). MSC: 62P20 62M30 PDFBibTeX XMLCite \textit{C. Mastromarco} et al., in: Spatial econometric interaction modelling. Cham: Springer. 253--278 (2016; Zbl 1402.62340) Full Text: DOI
Hadri, Kaddour; Kurozumi, Eiji; Rao, Yao Novel panel cointegration tests emending for cross-section dependence with \(N\) fixed. (English) Zbl 1521.62134 Econom. J. 18, No. 3, 363-411 (2015). MSC: 62M07 60F17 PDFBibTeX XMLCite \textit{K. Hadri} et al., Econom. J. 18, No. 3, 363--411 (2015; Zbl 1521.62134) Full Text: DOI
Moscone, F.; Tosetti, Elisa Robust estimation under error cross section dependence. (English) Zbl 1364.62277 Econ. Lett. 133, 100-104 (2015). MSC: 62P20 62G35 PDFBibTeX XMLCite \textit{F. Moscone} and \textit{E. Tosetti}, Econ. Lett. 133, 100--104 (2015; Zbl 1364.62277) Full Text: DOI
Chudik, Alexander; Pesaran, M. Hashem Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors. (English) Zbl 1337.62354 J. Econom. 188, No. 2, 393-420 (2015). MSC: 62P20 62M10 62H12 65C05 91B84 PDFBibTeX XMLCite \textit{A. Chudik} and \textit{M. H. Pesaran}, J. Econom. 188, No. 2, 393--420 (2015; Zbl 1337.62354) Full Text: DOI
Westerlund, Joakim; Urbain, Jean-Pierre Cross-sectional averages versus principal components. (English) Zbl 1331.62488 J. Econom. 185, No. 2, 372-377 (2015). MSC: 62P20 62H12 62H25 PDFBibTeX XMLCite \textit{J. Westerlund} and \textit{J.-P. Urbain}, J. Econom. 185, No. 2, 372--377 (2015; Zbl 1331.62488) Full Text: DOI
Kapetanios, George; Mitchell, James; Shin, Yongcheol A nonlinear panel data model of cross-sectional dependence. (English) Zbl 1298.62153 J. Econom. 179, No. 2, 134-157 (2014). MSC: 62M10 62J02 62P20 PDFBibTeX XMLCite \textit{G. Kapetanios} et al., J. Econom. 179, No. 2, 134--157 (2014; Zbl 1298.62153) Full Text: DOI Link
Pesaran, M. Hashem; Chudik, Alexander Aggregation in large dynamic panels. (English) Zbl 1293.62199 J. Econom. 178, Part 2, 273-285 (2014). MSC: 62M10 62H25 62P20 91B82 PDFBibTeX XMLCite \textit{M. H. Pesaran} and \textit{A. Chudik}, J. Econom. 178, Part 2, 273--285 (2014; Zbl 1293.62199) Full Text: DOI
Chudik, Alexander; Pesaran, M. Hashem Econometric analysis of high dimensional VARs featuring a dominant unit. (English) Zbl 1491.62198 Econom. Rev. 32, No. 5-6, 592-649 (2013). MSC: 62P20 62M10 62M15 62H25 91B84 PDFBibTeX XMLCite \textit{A. Chudik} and \textit{M. H. Pesaran}, Econom. Rev. 32, No. 5--6, 592--649 (2013; Zbl 1491.62198) Full Text: DOI Link
Westerlund, Joakim; Breitung, Jörg Lessons from a decade of IPS and LLC. (English) Zbl 1491.62132 Econom. Rev. 32, No. 5-6, 547-591 (2013). MSC: 62M10 62P20 PDFBibTeX XMLCite \textit{J. Westerlund} and \textit{J. Breitung}, Econom. Rev. 32, No. 5--6, 547--591 (2013; Zbl 1491.62132) Full Text: DOI
Jin, Sainan; Su, Liangjun A nonparametric poolability test for panel data models with cross section dependence. (English) Zbl 1491.62229 Econom. Rev. 32, No. 4, 469-512 (2013). MSC: 62P20 62M10 62G10 62G20 62H12 PDFBibTeX XMLCite \textit{S. Jin} and \textit{L. Su}, Econom. Rev. 32, No. 4, 469--512 (2013; Zbl 1491.62229) Full Text: DOI Link
Pesaran, M. Hashem; Smith, L. Vanessa; Yamagata, Takashi Panel unit root tests in the presence of a multifactor error structure. (English) Zbl 1283.62178 J. Econom. 175, No. 2, 94-115 (2013). MSC: 62M07 91G70 PDFBibTeX XMLCite \textit{M. H. Pesaran} et al., J. Econom. 175, No. 2, 94--115 (2013; Zbl 1283.62178) Full Text: DOI Link
Greenaway-McGrevy, Ryan; Han, Chirok; Sul, Donggyu Asymptotic distribution of factor augmented estimators for panel regression. (English) Zbl 1443.62452 J. Econom. 169, No. 1, 48-53 (2012). MSC: 62P20 62H25 PDFBibTeX XMLCite \textit{R. Greenaway-McGrevy} et al., J. Econom. 169, No. 1, 48--53 (2012; Zbl 1443.62452) Full Text: DOI Link
Su, Liangjun; Jin, Sainan Sieve estimation of panel data models with cross section dependence. (English) Zbl 1443.62508 J. Econom. 169, No. 1, 34-47 (2012). MSC: 62P20 62G08 62G20 PDFBibTeX XMLCite \textit{L. Su} and \textit{S. Jin}, J. Econom. 169, No. 1, 34--47 (2012; Zbl 1443.62508) Full Text: DOI Link Link
Greenaway-McGrevy, Ryan; Han, Chirok; Sul, Donggyu Estimating the number of common factors in serially dependent approximate factor models. (English) Zbl 1253.91129 Econ. Lett. 116, No. 3, 531-534 (2012). MSC: 91B66 91B82 PDFBibTeX XMLCite \textit{R. Greenaway-McGrevy} et al., Econ. Lett. 116, No. 3, 531--534 (2012; Zbl 1253.91129) Full Text: DOI
Chudik, Alexander; Pesaran, M. Hashem Infinite-dimensional VARs and factor models. (English) Zbl 1441.62652 J. Econom. 163, No. 1, 4-22 (2011). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{A. Chudik} and \textit{M. H. Pesaran}, J. Econom. 163, No. 1, 4--22 (2011; Zbl 1441.62652) Full Text: DOI Link
Kapetanios, G.; Pesaran, M. Hashem; Yamagata, T. Panels with non-stationary multifactor error structures. (English) Zbl 1441.62767 J. Econom. 160, No. 2, 326-348 (2011). MSC: 62P20 62M10 62H25 PDFBibTeX XMLCite \textit{G. Kapetanios} et al., J. Econom. 160, No. 2, 326--348 (2011; Zbl 1441.62767) Full Text: DOI HAL
Gengenbach, Christian; Palm, Franz C.; Urbain, Jean-Pierre Panel unit root tests in the presence of cross-sectional dependencies: comparison and implications for modelling. (English) Zbl 1205.91138 Econom. Rev. 29, No. 2, 111-145 (2010). MSC: 91B84 62M10 62P20 PDFBibTeX XMLCite \textit{C. Gengenbach} et al., Econom. Rev. 29, No. 2, 111--145 (2010; Zbl 1205.91138) Full Text: DOI
Sarafidis, Vasilis; Yamagata, Takashi; Robertson, Donald A test of cross section dependence for a linear dynamic panel model with regressors. (English) Zbl 1429.62696 J. Econom. 148, No. 2, 149-161 (2009). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{V. Sarafidis} et al., J. Econom. 148, No. 2, 149--161 (2009; Zbl 1429.62696) Full Text: DOI HAL
Basher, Syed A.; Carrion-i-Silvestre, Josep Lluís Price level convergence, purchasing power parity and multiple structural breaks in panel data analysis: an application to U.S. cities. (English) Zbl 1266.91062 J. Time Ser. Econom. 1, No. 1, Paper No. 3, 38 p. (2009). MSC: 91B84 91B82 62P20 62M07 62M10 PDFBibTeX XMLCite \textit{S. A. Basher} and \textit{J. L. Carrion-i-Silvestre}, J. Time Ser. Econom. 1, No. 1, Paper No. 3, 38 p. (2009; Zbl 1266.91062) Full Text: DOI
de Silva, S.; Hadri, K.; Tremayne, A. R. Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application. (English) Zbl 1284.62532 Econom. J. 12, No. 2, 340-366 (2009). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{S. de Silva} et al., Econom. J. 12, No. 2, 340--366 (2009; Zbl 1284.62532) Full Text: DOI
Sul, Donggyu Panel unit root tests under cross section dependence with recursive mean adjustment. (English) Zbl 1181.62146 Econ. Lett. 105, No. 1, 123-126 (2009). MSC: 62M10 62P20 65C05 PDFBibTeX XMLCite \textit{D. Sul}, Econ. Lett. 105, No. 1, 123--126 (2009; Zbl 1181.62146) Full Text: DOI
Pesaran, M. Hashem; Smith, Ron P.; Yamagata, Takashi; Hvozdyk, Lyudmyla Pairwise tests of purchasing power parity. (English) Zbl 1172.62038 Econom. Rev. 28, No. 6, 495-521 (2009). MSC: 62P05 91B28 62M10 91B84 62F03 PDFBibTeX XMLCite \textit{M. H. Pesaran} et al., Econom. Rev. 28, No. 6, 495--521 (2009; Zbl 1172.62038) Full Text: DOI Link
Giulietti, Monica; Otero, Jesús; Smith, Jeremy Testing for stationarity in heterogeneous panel data in the presence of cross-section dependence. (English) Zbl 1161.62079 J. Stat. Comput. Simulation 79, No. 2, 195-203 (2009). MSC: 62P20 62G09 65C05 62M10 PDFBibTeX XMLCite \textit{M. Giulietti} et al., J. Stat. Comput. Simulation 79, No. 2, 195--203 (2009; Zbl 1161.62079) Full Text: DOI Link
Yamagata, Takashi A joint serial correlation test for linear panel data models. (English) Zbl 1418.62546 J. Econom. 146, No. 1, 135-145 (2008). MSC: 62P20 62M10 62F03 62F05 PDFBibTeX XMLCite \textit{T. Yamagata}, J. Econom. 146, No. 1, 135--145 (2008; Zbl 1418.62546) Full Text: DOI HAL
Phillips, Peter C. B.; Sul, Donggyu Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence. (English) Zbl 1360.62546 J. Econom. 137, No. 1, 162-188 (2007). MSC: 62P20 91B84 PDFBibTeX XMLCite \textit{P. C. B. Phillips} and \textit{D. Sul}, J. Econom. 137, No. 1, 162--188 (2007; Zbl 1360.62546) Full Text: DOI Link
Bai, Jushan; Ng, Serena Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions. (English) Zbl 1152.91721 Econometrica 74, No. 4, 1133-1150 (2006). MSC: 91B84 62M10 62M09 PDFBibTeX XMLCite \textit{J. Bai} and \textit{S. Ng}, Econometrica 74, No. 4, 1133--1150 (2006; Zbl 1152.91721) Full Text: DOI
Pesaran, M. Hashem Estimation and inference in large heterogeneous panels with a multifactor error structure. (English) Zbl 1152.91718 Econometrica 74, No. 4, 967-1012 (2006). MSC: 91B82 91B84 62G05 62H12 PDFBibTeX XMLCite \textit{M. H. Pesaran}, Econometrica 74, No. 4, 967--1012 (2006; Zbl 1152.91718) Full Text: DOI Link
Phillips, Peter C. B.; Sul, Donggyu Dynamic panel estimation and homogeneity testing under cross section dependence. (English) Zbl 1032.62111 Econom. J. 6, No. 1, 217-259 (2003). MSC: 62P20 62H15 62M10 62H12 62F05 PDFBibTeX XMLCite \textit{P. C. B. Phillips} and \textit{D. Sul}, Econom. J. 6, No. 1, 217--259 (2003; Zbl 1032.62111) Full Text: DOI
Palamides, P. K. Kneser’s type properties at the extreme points. (English) Zbl 0592.34004 Rev. Roum. Math. Pures Appl. 30, 35-42 (1985). Reviewer: A.Klič MSC: 34A12 34A99 54C60 PDFBibTeX XMLCite \textit{P. K. Palamides}, Rev. Roum. Math. Pures Appl. 30, 35--42 (1985; Zbl 0592.34004)
Gavrilenko, V. N.; Kubenko, V. D. Plane problem of rigid body penetration into a compressible fluid. (English. Russian original) Zbl 0588.76128 Sov. Appl. Mech. 21, 345-352 (1985); translation from Prikl. Mekh., Kiev 21, No. 4, 41-49 (1985). MSC: 76N20 70E15 45D05 34A12 PDFBibTeX XMLCite \textit{V. N. Gavrilenko} and \textit{V. D. Kubenko}, Sov. Appl. Mech. 21, 345--352 (1985; Zbl 0588.76128); translation from Prikl. Mekh., Kiev 21, No. 4, 41--49 (1985) Full Text: DOI
Shen, Shan-Fu Simulation of polymeric flows in the injection moulding process. (English) Zbl 0591.76003 Int. J. Numer. Methods Fluids 4, 171-183 (1984). Reviewer: S.Zahorski MSC: 76A05 76M99 PDFBibTeX XMLCite \textit{S.-F. Shen}, Int. J. Numer. Methods Fluids 4, 171--183 (1984; Zbl 0591.76003) Full Text: DOI
Smith, F. T.; Bodonyi, R. J. Amplitude-dependent neutral modes in the Hagen-Poiseuille flow through a circular pipe. (English) Zbl 0557.76052 Proc. R. Soc. Lond., Ser. A 384, 463-489 (1982). MSC: 76E30 PDFBibTeX XMLCite \textit{F. T. Smith} and \textit{R. J. Bodonyi}, Proc. R. Soc. Lond., Ser. A 384, 463--489 (1982; Zbl 0557.76052) Full Text: DOI