位置：成果数据库 > 期刊 > 期刊详情页
A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence
  • ISSN号：0747-4938
  • 期刊名称：Econometric Reviews
  • 时间：0
  • 页码：54-59
  • 语言：英文
  • 相关项目：大维面板数据模型的相关理论及应用研究
作者： Liangjun Su|Sainan Jin|
同期刊论文项目
大维面板数据模型的相关理论及应用研究
期刊论文 19 会议论文 7 著作 1
同项目期刊论文
Profile Quasi-maximum Likelihood Estimation of Partially Linear Spatial Autoregressive Models
Discrete Choice Modeling with Nonstationary Panels Applied to Exchange Rate Regime Choice
中国房地产预警模型的建立与应用
中国房地产价格有几成泡沫
Spectral density estimation and robust hypothesis testing using steep origin kernels without truncat
Sieve Estimation of Panel Data Models with Cross Section Dependence
Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Expo
Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
基金持股比例与A股市场收益波动率的实证分析
Nonstationary discrete choice: A corrigendum and addendum
Long run variance estimation and robust regression testing using sharp origin kernels with no trunca