PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Q4653563): Difference between revisions

Latest revision as of 09:16, 30 July 2024

scientific article; zbMATH DE number 2141389

Language	Label	Description	Also known as
English	PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS	scientific article; zbMATH DE number 2141389

Statements

instance of

scholarly article

0 references

title

PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (English)

0 references

0 references

0 references

7 March 2005

0 references

zbMATH Keywords

purchasing power parity

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

0 references

Statistical analysis of cointegration vectors

0 references

Testing the random walk hypothesis: power versus frequency of observation

0 references

Testing for unit roots in heterogeneous panels.

0 references

Exploiting cross-section variation for unit root inference in dynamic data

0 references

Estimating Vector Autoregressions with Panel Data

0 references

Temporal aggregation and the power of tests for a unit root

0 references

Tests for cointegration. A Monte Carlo comparison

0 references

Dynamic panel estimation and homogeneity testing under cross section dependence

0 references

Asymptotics for linear processes

0 references

Testing for a unit root in time series regression

0 references

Asymptotic Properties of Residual Based Tests for Cointegration

0 references

Determining the Number of Factors in Approximate Factor Models

0 references

Nonstationary panel data analysis: an overview of some recent developments

0 references

Linear Regression Limit Theory for Nonstationary Panel Data

0 references

Estimation and inference in nearly unbalanced nearly cointegrated systems

0 references

Automatic Lag Selection in Covariance Matrix Estimation

0 references

Unit root tests in panel data: asymptotic and finite-sample properties

0 references

Spurious regression and residual-based tests for cointegration in panel data

0 references

Multiple Time Series Regression with Integrated Processes

0 references

Time Series Regression with a Unit Root

0 references

Understanding spurious regressions in econometrics

0 references

full work available at URL

https://doi.org/10.1017/s0266466604203073

0 references

Identifiers

zbMATH Open document ID

1059.62123

0 references

DOI

10.1017/S0266466604203073

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4653563

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Testing the random walk hypothesis: power versus frequency of observation
+Normal rank
@@ Property / cites work @@
+Testing for unit roots in heterogeneous panels.
@@ Property / cites work: Testing for unit roots in heterogeneous panels. / rank @@
+Normal rank
@@ Property / cites work @@
+Exploiting cross-section variation for unit root inference in dynamic data
+Normal rank
@@ Property / cites work @@
+Estimating Vector Autoregressions with Panel Data
@@ Property / cites work: Estimating Vector Autoregressions with Panel Data / rank @@
+Normal rank
@@ Property / cites work @@
+Temporal aggregation and the power of tests for a unit root
+Normal rank
@@ Property / cites work @@
+Tests for cointegration. A Monte Carlo comparison
@@ Property / cites work: Tests for cointegration. A Monte Carlo comparison / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic panel estimation and homogeneity testing under cross section dependence
+Normal rank
@@ Property / cites work @@
+Asymptotics for linear processes
@@ Property / cites work: Asymptotics for linear processes / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Residual Based Tests for Cointegration
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
+Normal rank
@@ Property / cites work @@
+Nonstationary panel data analysis: an overview of some recent developments
+Normal rank
@@ Property / cites work @@
+Linear Regression Limit Theory for Nonstationary Panel Data
+Normal rank
@@ Property / cites work @@
+Estimation and inference in nearly unbalanced nearly cointegrated systems
+Normal rank
@@ Property / cites work @@
+Automatic Lag Selection in Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Unit root tests in panel data: asymptotic and finite-sample properties
+Normal rank
@@ Property / cites work @@
+Spurious regression and residual-based tests for cointegration in panel data
+Normal rank
@@ Property / cites work @@
+Multiple Time Series Regression with Integrated Processes
+Normal rank
@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Understanding spurious regressions in econometrics
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466604203073
+Normal rank
@@ Property / OpenAlex ID @@
+W2124884000
@@ Property / OpenAlex ID: W2124884000 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4653563