Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure-Reference-Cited by-同舟云学术

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Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure

Published:2020-02-21 Issue:3 Volume:39 Page:700-711
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Dong Chaohua¹,Gao Jiti²,Peng Bin³^ORCID

Affiliation:

1. School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan, China

2. Department of Econometrics and Business Statistics, Monash University, Caulfield East, Victoria, Australia

3. Department of Economics, Deakin University, Burwood, Victoria, Australia

Funder

National Natural Science Foundation of China

Australian Research Council

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07350015.2020.1721294

Reference48 articles.

1. Panel Data Models With Interactive Fixed Effects

2. Panel cointegration with global stochastic trends

3. Some new asymptotic theory for least squares series: Pointwise and uniform results

4. The consolidation of the financial services industry: Causes, consequences, and implications for the future

5. Unit Roots and Cointegration in Panels

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