Estimation of Nonstationary Heterogeneous Panels

By Edward F. Blackburne, Mark W. Frank. 2007

730 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/5f8566d18677afb671a41bcb90868ff4d9ba84e9

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Citations in the corpus

• FDI and income inequality in Africa (2018, background): “It has been argued that when N (cross-section unit) and T (time period) are relatively large (Macro Panel), the traditional assumption of homogeneity slope parameters may not be correct (Pesaran & Smith, 1995; Im et al., 2003; Blackburne & Frank, 2007.”
• New insights into an old issue – examining the influence of tourism on economic growth: evidence from selected small island developing states (2019, methodology): “Furthermore, the PMG estimator, according to Blackburne and Frank (2007), becomes more robust and consistent, relative to the MG estimator, once the homogeneity presumption is conceivable.”
• Is the Relationship between Financial Development and Economic Growth Monotonic? Evidence from a Sample of Middle Income Countries (2015, neutral): “DFE has cluster option to estimate intra-group correlation with the standard error (Blackburne and Frank, 2007). Nevertheless, Baltagi, Gri, and Xiong (2000) point out that this model is subject to a simultaneous equation bias due to the endogeneity between the error term and the lagged dependent va”
• ardl: Estimating autoregressive distributed lag and equilibrium correction models (2018, neutral): “In section 5, we illustrate the approach”
• Inequality and Growth in the United States: Evidence from a New State-Level Panel of Income Inequality Measures (2009, methodology): “To estimate the FE, MG, and pooled MG estimators using Stata, see Blackburne and Frank (2007). 11.”
• Estimating Panel Time-Series Models with Heterogeneous Slopes (2012, background): “Note that the xtpmg command by Blackburne III and Frank (2007) as well as the xtwest command by Persyn and Westerlund (2008) optionally provide MG estimates for dynamic specifications.”
• An empirical analysis of the determinants of CO2 emissions in ‎GCC countries (2020, background): “For more discussion of the estimation of nonstationary heterogeneous panels, see Blackburne and Frank (2007).”