Pages that link to "Item:Q2772843"
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The following pages link to Likelihood‐based cointegration tests in heterogeneous panels (Q2772843):
Displaying 16 items.
- The long-run determinants of fertility: one century of demographic change 1900--1999 (Q381050) (← links)
- Money demand function versus monetary integration: Revisiting panel cointegration among GCC countries (Q947926) (← links)
- Panel cointegration testing in the presence of a time trend (Q1623538) (← links)
- Pushing the limit? Fiscal policy in the European Monetary Union (Q1994160) (← links)
- New tools for understanding the local asymptotic power of panel unit root tests (Q2354858) (← links)
- Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration (Q2658749) (← links)
- Inflation, exchange rates and PPP in a multivariate panel cointegration model (Q3499429) (← links)
- The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (Q3557577) (← links)
- The Estimation and Inference of a Panel Cointegration Model with a Time Trend (Q3593542) (← links)
- Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity (Q4678786) (← links)
- Panel Data Analysis (Q5049447) (← links)
- Stationary bootstrapping for panel cointegration tests under cross-sectional dependence (Q5263976) (← links)
- New Simple Tests for Panel Cointegration (Q5697354) (← links)
- Testing for stationarity in heterogeneous panel data where the time dimension is finite (Q5706718) (← links)
- Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence (Q5860891) (← links)
- Corrigendum to ‘Likelihood‐based cointegration tests in heterogeneous panels’ (Larsson R., J. Lyhagen and M. Löthgren,<i>Econometrics Journal</i>, 4, 2001, 109–142) (Q5965850) (← links)