Pages that link to "Item:Q1305656"

The following pages link to Spurious regression and residual-based tests for cointegration in panel data (Q1305656):

Displaying 50 items.

• Panel cointegration with global stochastic trends (Q302100) (← links)
• The long-run determinants of fertility: one century of demographic change 1900--1999 (Q381050) (← links)
• Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary (Q413960) (← links)
• Demeaning the data in panel-cointegration models to control for cross-sectional dependencies (Q531415) (← links)
• Spurious regression (Q609686) (← links)
• The effects of cross-section dimension \(n\) in panel co-integration test (Q718202) (← links)
• Residual based tests for cointegration in dependent panels (Q738179) (← links)
• Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
• Semi-endogenous versus Schumpeterian growth models: testing the knowledge production function using international data (Q928698) (← links)
• Money demand function versus monetary integration: Revisiting panel cointegration among GCC countries (Q947926) (← links)
• Unobserved heterogeneity in panel time series models (Q959319) (← links)
• Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
• The long-run relationship between productivity and capital (Q1583285) (← links)
• New evidence on international R\&D spillovers, human capital and productivity in the OECD (Q1614810) (← links)
• On the asymptotic \(t\)-test for large nonstationary panel models (Q1927111) (← links)
• Inferential theory for heterogeneity and cointegration in large panels (Q2224989) (← links)
• Panel data analysis -- advantages and challenges (with comments and rejoinder) (Q2384656) (← links)
• Exchange rate regimes and business cycles: an empirical investigation (Q2416165) (← links)
• Regulation, institutions and aggregate investment: new evidence from OECD countries (Q2416317) (← links)
• International R\&D spillovers revisited (Q2574873) (← links)
• Micro versus macro cointegration in heterogeneous panels (Q2630160) (← links)
• Using information about technologies, markets and firm behaviour to decompose a proper productivity index (Q2635049) (← links)
• The impact of the real interest rate, the exchange rate and political stability on foreign direct investment inflows: a comparative analysis of G7 and GCC countries (Q2686275) (← links)
• PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS (Q2878821) (← links)
• Some cautions on the use of panel methods for integrated series of macroeconomic data (Q3023025) (← links)
• Cross-sectional correlation robust tests for panel cointegration (Q3184499) (← links)
• Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals (Q3548524) (← links)
• The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (Q3557577) (← links)
• Testing for spurious regression in a panel data model with the individual number and time length growing (Q3592616) (← links)
• The Estimation and Inference of a Panel Cointegration Model with a Time Trend (Q3593542) (← links)
• A Meta Analytic Approach to Testing for Panel Cointegration (Q3625368) (← links)
• Nonstationary panel data analysis: an overview of some recent developments (Q4512504) (← links)
• PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Q4653563) (← links)
• A Test of the validity of Crowding-out (or- in) hypothesis: A new examination of link between public borrowing and private investment in Emerging Europe (Q5021973) (← links)
• Panel Data Analysis (Q5049447) (← links)
• Asymptotics for Panel Models with Common Shocks (Q5080153) (← links)
• IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE (Q5176846) (← links)
• Testing for Panel Cointegration Using Common Correlated Effects Estimators (Q5283413) (← links)
• The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study (Q5291758) (← links)
• ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES (Q5314887) (← links)
• INSURANCE AND REAL OUTPUT: THE KEY ROLE OF BANKING ACTIVITIES (Q5325981) (← links)
• Mean group tests for stationarity in heterogeneous panels (Q5469922) (← links)
• New Simple Tests for Panel Cointegration (Q5697354) (← links)
• Testing for stationarity in heterogeneous panel data where the time dimension is finite (Q5706718) (← links)
• Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term (Q5864456) (← links)
• Are current account deficits sustainable?: Evidence from panel cointegration (Q5941387) (← links)
• The law of one food price (Q6049583) (← links)
• FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis (Q6076811) (← links)
• THE NEUTRALITY OF NOMINAL RATES: HOW LONG IS THE LONG RUN? (Q6088647) (← links)
• The role of environmental tax in guiding global climate policies to mitigate climate changes in European region (Q6669128) (← links)