Pages that link to "Item:Q4653563"

The following pages link to PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Q4653563):

Displaying 39 items.

• The long-run determinants of fertility: one century of demographic change 1900--1999 (Q381050) (← 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)
• Money demand function versus monetary integration: Revisiting panel cointegration among GCC countries (Q947926) (← links)
• The long-run relation between black market and official exchange rates: Evidence from panel cointegration (Q1608842) (← links)
• Computing stock price comovements with a three-regime panel smooth transition error correction model (Q1730719) (← links)
• Pushing the limit? Fiscal policy in the European Monetary Union (Q1994160) (← links)
• Inferential theory for heterogeneity and cointegration in large panels (Q2224989) (← links)
• Nonstationary panel models with latent group structures and cross-section dependence (Q2225013) (← links)
• A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747) (← links)
• Analyzing heterogeneous stock price comovements through hybrid approaches (Q2416207) (← links)
• Bootstrap unit root tests in panels with cross-sectional dependency (Q2439060) (← links)
• International R\&D spillovers revisited (Q2574873) (← 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)
• Are US real house prices stationary? New evidence from univariate and panel data (Q2691638) (← links)
• Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models (Q2691757) (← links)
• Reflections on ``Testing for unit roots in heterogeneous panels'' (Q2697970) (← links)
• Consumption, personal income, financial wealth, housing wealth, and long-term interest rates: a panel cointegration approach for 50 US states (Q2700551) (← links)
• Cross-sectional correlation robust tests for panel cointegration (Q3184499) (← 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)
• A Meta Analytic Approach to Testing for Panel Cointegration (Q3625368) (← links)
• A residual-based test of the null of cointegration in panel data (Q4385001) (← links)
• Estimation and Inference of a Cointegrated Regression in Panel Data: A Monte Carlo Study (Q4935521) (← links)
• Empirical Test of the Balassa–Samuelson Effect in Selected African Countries (Q5048342) (← links)
• (Q5053294) (← links)
• IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS (Q5112014) (← links)
• Inflation uncertainty and economic growth: evidence from the LAD ARCH model (Q5124748) (← links)
• IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE (Q5176846) (← links)
• Stationary bootstrapping for panel cointegration tests under cross-sectional dependence (Q5263976) (← links)
• The effect of neglecting the slope parameters’ heterogeneity on dynamic models of corporate capital structure (Q5745642) (← links)
• Estimation in a semiparametric panel data model with nonstationarity (Q5860938) (← 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)