Matches in SemOpenAlex for { <https://semopenalex.org/work/W1566331826> ?p ?o ?g. }
Showing items 1 to 86 of
86
with 100 items per page.
- W1566331826 endingPage "222" @default.
- W1566331826 startingPage "179" @default.
- W1566331826 abstract "In this chapter, we study the asymptotic distributions for ordinary least squares (OLS), fully modified OLS (FMOLS), and dynamic OLS (DOLS) estimators in cointegrated regression models in panel data. We show that the OLS, FMOLS, and DOLS estimators are all asymptotically normally distributed. However, the asymptotic distribution of the OLS estimator is shown to have a non-zero mean. Monte Carlo results illustrate the sampling behavior of the proposed estimators and show that (1) the OLS estimator has a non-negligible bias in finite samples, (2) the FMOLS estimator does not improve over the OLS estimator in general, and (3) the DOLS outperforms both the OLS and FMOLS estimators." @default.
- W1566331826 created "2016-06-24" @default.
- W1566331826 creator A5036096963 @default.
- W1566331826 creator A5065511428 @default.
- W1566331826 date "2004-05-19" @default.
- W1566331826 modified "2023-10-18" @default.
- W1566331826 title "On the estimation and inference of a cointegrated regression in panel data" @default.
- W1566331826 cites W1539422778 @default.
- W1566331826 cites W1546877737 @default.
- W1566331826 cites W1619038707 @default.
- W1566331826 cites W1969886729 @default.
- W1566331826 cites W1979897566 @default.
- W1566331826 cites W1981020475 @default.
- W1566331826 cites W1991547802 @default.
- W1566331826 cites W2003750580 @default.
- W1566331826 cites W2014587538 @default.
- W1566331826 cites W2025161033 @default.
- W1566331826 cites W2048575689 @default.
- W1566331826 cites W2122720395 @default.
- W1566331826 cites W2125331782 @default.
- W1566331826 cites W2156339602 @default.
- W1566331826 cites W2918102586 @default.
- W1566331826 cites W4236592698 @default.
- W1566331826 doi "https://doi.org/10.1016/s0731-9053(00)15007-8" @default.
- W1566331826 hasPublicationYear "2004" @default.
- W1566331826 type Work @default.
- W1566331826 sameAs 1566331826 @default.
- W1566331826 citedByCount "968" @default.
- W1566331826 countsByYear W15663318262012 @default.
- W1566331826 countsByYear W15663318262013 @default.
- W1566331826 countsByYear W15663318262014 @default.
- W1566331826 countsByYear W15663318262015 @default.
- W1566331826 countsByYear W15663318262016 @default.
- W1566331826 countsByYear W15663318262017 @default.
- W1566331826 countsByYear W15663318262018 @default.
- W1566331826 countsByYear W15663318262019 @default.
- W1566331826 countsByYear W15663318262020 @default.
- W1566331826 countsByYear W15663318262021 @default.
- W1566331826 countsByYear W15663318262022 @default.
- W1566331826 countsByYear W15663318262023 @default.
- W1566331826 crossrefType "book-chapter" @default.
- W1566331826 hasAuthorship W1566331826A5036096963 @default.
- W1566331826 hasAuthorship W1566331826A5065511428 @default.
- W1566331826 hasBestOaLocation W15663318262 @default.
- W1566331826 hasConcept C105795698 @default.
- W1566331826 hasConcept C149782125 @default.
- W1566331826 hasConcept C154945302 @default.
- W1566331826 hasConcept C185429906 @default.
- W1566331826 hasConcept C19499675 @default.
- W1566331826 hasConcept C2776214188 @default.
- W1566331826 hasConcept C33923547 @default.
- W1566331826 hasConcept C41008148 @default.
- W1566331826 hasConcept C65778772 @default.
- W1566331826 hasConcept C83546350 @default.
- W1566331826 hasConcept C99656134 @default.
- W1566331826 hasConceptScore W1566331826C105795698 @default.
- W1566331826 hasConceptScore W1566331826C149782125 @default.
- W1566331826 hasConceptScore W1566331826C154945302 @default.
- W1566331826 hasConceptScore W1566331826C185429906 @default.
- W1566331826 hasConceptScore W1566331826C19499675 @default.
- W1566331826 hasConceptScore W1566331826C2776214188 @default.
- W1566331826 hasConceptScore W1566331826C33923547 @default.
- W1566331826 hasConceptScore W1566331826C41008148 @default.
- W1566331826 hasConceptScore W1566331826C65778772 @default.
- W1566331826 hasConceptScore W1566331826C83546350 @default.
- W1566331826 hasConceptScore W1566331826C99656134 @default.
- W1566331826 hasLocation W15663318261 @default.
- W1566331826 hasLocation W15663318262 @default.
- W1566331826 hasOpenAccess W1566331826 @default.
- W1566331826 hasPrimaryLocation W15663318261 @default.
- W1566331826 hasRelatedWork W1551533692 @default.
- W1566331826 hasRelatedWork W1660493506 @default.
- W1566331826 hasRelatedWork W2099081348 @default.
- W1566331826 hasRelatedWork W2183769715 @default.
- W1566331826 hasRelatedWork W2887662525 @default.
- W1566331826 hasRelatedWork W2949919985 @default.
- W1566331826 hasRelatedWork W3121179350 @default.
- W1566331826 hasRelatedWork W3122611454 @default.
- W1566331826 hasRelatedWork W3149538312 @default.
- W1566331826 hasRelatedWork W4287863344 @default.
- W1566331826 isParatext "false" @default.
- W1566331826 isRetracted "false" @default.
- W1566331826 magId "1566331826" @default.
- W1566331826 workType "book-chapter" @default.