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Regional science and urban economics, ISSN 0166-0462, 2010, Volume 40, Issue 5, pp. 255 - 271
Journal Article
Economic modelling, ISSN 0264-9993, 2012, Volume 29, Issue 4, pp. 1450 - 1460
This paper proposes a very simple test of Granger (1969) non-causality for heterogeneous panel data models. Our test statistic is based on the individual Wald... 
Wald test | Granger non-causality | Panel data | COUNTRIES | GROWTH | UNIT-ROOT | ECONOMICS | Wald tests | Heterogeneous | Economics and Finance | Humanities and Social Sciences
Journal Article
2007, ISBN 0691121613, xxi, 746
Until now, students and researchers in nonparametric and semiparametric statistics and econometrics have had to turn to the latest journal articles to keep... 
Econometrics | Nonparametric statistics
Book
Journal of financial economics, ISSN 0304-405X, 2011, Volume 99, Issue 1, pp. 1 - 10
When estimating finance panel regressions, it is common practice to adjust standard errors for correlation either across firms or across time. These procedures... 
Finance panel data | Cluster standard errors | Panel data | CONSISTENT COVARIANCE-MATRIX | BUSINESS, FINANCE | ECONOMICS | HETEROSKEDASTICITY | Cluster standard errors Panel data Finance panel data
Journal Article
2003, ADVANCED TEXTS IN ECONOMETRICS., ISBN 9780199245291, 244
This book reviews some of the main topics in panel data econometrics. It analyses econometric models with non-exogenous explanatory variables, and the problem... 
Econometrics and Mathematical Economics | Econometric Modelling | Econometrics | Panel analysis | Dynamic models | Time series models | Linear static models | Error components | Panel data econometrics
Book
Renewable & sustainable energy reviews, ISSN 1364-0321, 2017, Volume 72, pp. 639 - 647
Journal Article
Journal of econometrics, ISSN 0304-4076, 2012, Volume 170, Issue 1, pp. 164 - 177
It is well known that the standard Breusch and Pagan (1980) LM test for cross-equation correlation in a SUR model is not appropriate for testing... 
Cross-sectional dependence | Fixed effects | [formula omitted] test | Panel data | High dimensional inference | John test | LM test | REGRESSION | BIAS | SPECIFICATION | INFERENCE | DYNAMIC-MODELS | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | INDEPENDENCE | SOCIAL SCIENCES, MATHEMATICAL METHODS | SPHERICITY | ECONOMICS | EFFICIENCY
Journal Article
Journal of econometrics, ISSN 0304-4076, 2007, Volume 140, Issue 1, pp. 97 - 130
Journal Article
Journal of marketing, ISSN 1547-7185, 2015, Volume 79, Issue 3, pp. 1 - 22
Journal Article
Journal of econometrics, ISSN 0304-4076, 2015, Volume 188, Issue 2, pp. 393 - 420
Journal Article
Journal of communication, ISSN 0021-9916, 2012, Volume 62, Issue 3, pp. 493 - 513
The increasing popularity of media multitasking is frequently reported in national surveys while laboratory research consistently confirms that multitasking... 
IMPACT | PANEL-DATA | PERFORMANCE | BEHAVIOR | SEEKING | MODEL | CANT | TELEVISION | COMMUNICATION
Journal Article
The review of economics and statistics, ISSN 1530-9142, 2010, Volume 92, Issue 3, pp. 495 - 504
This paper studies the persistence of innovation in Dutch manufacturing using an unbalanced panel of firm data from four waves of the Community Innovation... 
Preliminary estimates | Technological innovation | Patents | Economic models | Market share | Product innovation | High technology industries | Industrial classifications | Educational innovation | Business innovation | Articles | 2 International | SURVIVAL | ENTRY | PANEL-DATA | MODELS | RESEARCH-AND-DEVELOPMENT | FIRMS |