A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence

2012 ◽  
Vol 24 (3) ◽  
pp. 297-315 ◽  
Author(s):  
Loukia Meligkotsidou ◽  
Elias Tzavalis ◽  
Ioannis D. Vrontos
Keyword(s):  
Panel Data ◽  
Unit Root ◽  
Bayesian Method ◽  
Data Models ◽  
Stationary Processes ◽  
Panel Data Models ◽  
Cross Sectional ◽  
Cross Sectional Dependence

scholarly journals Heterogeneous panel data models with cross-sectional dependence

2020 ◽  
Vol 219 (2) ◽  
pp. 329-353 ◽  
Author(s):  
Jiti Gao ◽  
Kai Xia ◽  
Huanjun Zhu
Keyword(s):  
Panel Data ◽  
Data Models ◽  
Panel Data Models ◽  
Cross Sectional ◽  
Cross Sectional Dependence ◽  
Heterogeneous Panel
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