Josep Lluís Carrion-I-Silvestre

Available identifiers

Publication	Date of Publication	Type
Panel Cointegration Rank Testing with Cross-Section Dependence	2023-03-13	Paper
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors	2022-07-26	Paper
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending	2022-03-04	Paper
Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration	2021-07-30	Paper
Testing for Panel Cointegration Using Common Correlated Effects Estimators	2017-07-21	Paper
Bounds, breaks and unit root tests	2016-02-29	Paper
GLS-based unit root tests for bounded processes	2014-04-03	Paper
Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks in Panel Data Analysis: An Application to U.S. Cities	2013-06-14	Paper
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION	2010-08-03	Paper
GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES	2009-12-15	Paper
Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data	2009-08-28	Paper
Joint hypothesis specification for unit root tests with a structural break	2006-09-22	Paper
Breaking the panels: An application to the GDP per capita	2005-11-08	Paper
Unit root and stationarity tests' wedding	2000-12-12	Paper
Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks	1999-06-21	Paper

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