Pushing the limit? Fiscal policy in the European Monetary Union (Q1994160): Difference between revisions

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+Determining the Number of Factors in Approximate Factor Models
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+Some cautions on the use of panel methods for integrated series of macroeconomic data
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+Q2740899
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+A Parametric approach to the Estimation of Cointegration Vectors in Panel Data
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+Panel unit root tests under cross‐sectional dependence
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Testing for stationarity in heterogeneous panel data
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+Testing for unit roots in heterogeneous panels.
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+Statistical analysis of cointegration vectors
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+Likelihood‐based cointegration tests in heterogeneous panels
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+Testing for a unit root in panels with dynamic factors
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+Automatic Lag Selection in Covariance Matrix Estimation
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+PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
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+Estimating long-run relationships from dynamic heterogeneous panels
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+Testing for a unit root in time series regression
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+Efficient Inference in a Random Coefficient Regression Model
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+Vector Autoregressions and Causality
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