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Tag: heterogeneous panels

Mean Group Panel VECM and causality tests

January 31, 2022December 31, 2021 Reynaldo Senra
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Dear all, This time, I will introduce you a new R package that I have been working on. I created it because since long time ago I was interested in VECM estimation in heterogeneous panels and I was not alone. In general, several researchers have shown their interest in this procedure. To my knowledge, this […]

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Contact in Twitter: @ReynaldoSenra

ORCID: 0000-0001-5945-4136

LinkedIn: https://www.linkedin.com/in/reynaldo-senra-hodelin-42a21811b/

Web of Science ID: ABB-7810-2021

Recent Posts

  • A type of robustness check in panel estimation
  • Mean Group Panel VECM and causality tests
  • How to demean your panel data?
  • Applied ARDL model step by step.
  • Unit root with breaks testing for several time series at once

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