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Citations of
Alok Bhargava

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Working papers

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Articles

  1. Bhargava, Alok, 2003. "Analysis of data on health: 2," Journal of Econometrics, Elsevier, vol. 112(1), pages 1-1, January. [Downloadable!] (restricted)

    Cited by:

    1. J.M. Etienne & A. Skalli, 2003. "Health Status and Socio-Economic Inequalities : A Review of the French Litterature," Working Papers ERMES 0317, ERMES, University Paris 2. [Downloadable!]

  2. Bhargava, Alok, 2003. "Family planning, gender differences and infant mortality: evidence from Uttar Pradesh, India," Journal of Econometrics, Elsevier, vol. 112(1), pages 225-240, January. [Downloadable!] (restricted)

    Cited by:

    1. Ueyama, Mika, 2007. "Income growth and gender bias in childhood mortality in developing countries:," IFPRI discussion papers 739, International Food Policy Research Institute (IFPRI). [Downloadable!]
    2. Wiji Arulampalam & Sonia Bhalotra, 2006. "Sibling Death Clustering in India: State Dependence vs. Unobserved Heterogeneity," IZA Discussion Papers 2251, Institute for the Study of Labor (IZA). [Downloadable!]
    3. Sonia Bhalotra & Arthur van Soest, 2005. "Birth Spacing and Neonatal Mortality in India: Dynamics, Frailty, and Fecundity," Working Papers 219, RAND Corporation Publications Department. [Downloadable!]
      Other versions:
    4. Jain, Tarun, 2009. "Where there is a will: Fertility behavior and sex bias in large families," MPRA Paper 16835, University Library of Munich, Germany. [Downloadable!]
    5. Sonia Bhalotra & Arthur van Soest, 2006. "Birth Spacing, Fertility and Neonatal Mortality in India: Dynamics, Frailty and Fecundity," IZA Discussion Papers 2163, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    6. Ellen van de Poel & Owen O'Donnell & Eddy Van Doorslaer, 2007. "What explains the Rural-Urban Gap in Infant Mortality — Household or Community Characteristics?," Tinbergen Institute Discussion Papers 07-067/3, Tinbergen Institute. [Downloadable!]
    7. Wiji Arulampalam & Sonia Bhalotra, 2003. "Sibling Death Clustering in India: Genuine Scarring vs Unobserved Heterogeneity," Bristol Economics Discussion Papers 03/552, Department of Economics, University of Bristol, UK. [Downloadable!]

  3. Alok Bhargava, 2001. "Stochastic specification and the international GDP series," Econometrics Journal, Royal Economic Society, vol. 4(2), pages 7.

    Cited by:

    1. Bhargava, Alok, 2008. "Globalization, Literacy Levels, and Economic Development," Working Papers RP2008/04, World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
    2. Heshmati, Almas, 2004. "Data Issues and Databases Used in Analysis of Growth, Poverty and Economic Inequality," IZA Discussion Papers 1263, Institute for the Study of Labor (IZA). [Downloadable!]

  4. Bhargava, Alok & Jamison, Dean T. & Lau, Lawrence J. & Murray, Christopher J. L., 2001. "Modeling the effects of health on economic growth," Journal of Health Economics, Elsevier, vol. 20(3), pages 423-440, May. [Downloadable!] (restricted)

    Cited by:

    1. David Mayer Foulkes, 2005. "Institutions and Long-Term Development Policy," Documentos de Trabajo 9602, CIDE, Division de Economia. [Downloadable!]
    2. Akram, Naeem, 2009. "Short run and long run dynamics of impact of health status on economic growth Evidence from Pakistan," MPRA Paper 15454, University Library of Munich, Germany. [Downloadable!]
    3. Bhargava, Alok, 2008. "Globalization, Literacy Levels, and Economic Development," Working Papers RP2008/04, World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
    4. Heshmati, Almas, 2004. "Data Issues and Databases Used in Analysis of Growth, Poverty and Economic Inequality," IZA Discussion Papers 1263, Institute for the Study of Labor (IZA). [Downloadable!]
    5. David Canning, 2006. "The Economics of HIV/AIDS in Low-Income Countries: The Case for Prevention," PGDA Working Papers 1806, Program on the Global Demography of Aging. [Downloadable!]
      Other versions:
    6. Lixin Cai, 2007. "Effects of Health on Wages of Australian Men," Melbourne Institute Working Paper Series wp2007n02, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
      Other versions:
    7. OUEDRAOGO, Salmata, 2008. "Social effect and female genital mutilation (FGM)," MPRA Paper 17847, University Library of Munich, Germany. [Downloadable!]
    8. Raouf, BOUCEKKINE & Bity, DIENE & ThŽophile, AZOMAHOU, 2007. "A closer look at the relationship between life expectancy and economic growth," Discussion Papers (ECON - Département des Sciences Economiques) 2007043, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
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    9. Dileep V Mavalankar, 2009. "Quantifying the Impact of Chikungunya and Dengue on Tourism Revenues," Working Papers id:1865, esocialsciences.com. [Downloadable!]
    10. Helje Kaldaru & Kaie Kerem & Andres Võrk, 2004. "Health as Factor of Economic Growth: the Estonian Case," Working Papers 110, School of Economics and Business Administration, Tallinn University of Technology. [Downloadable!]
    11. Scott McDonald & Jennifer Roberts, 2004. "Aids and Economic Growth: A Human Capital Approach," Working Papers 2004008, The University of Sheffield, Department of Economics, revised Aug 2004. [Downloadable!]
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    12. P R Agénor & K C Neanidis, 2006. "Corruption Clubs: The Allocation of Public Expenditure and Economic Growth," Centre for Growth and Business Cycle Research Discussion Paper Series 69, Economics, The Univeristy of Manchester. [Downloadable!]
    13. Azomahou, Theophile & Diene, Bity & Soete, Luc, 2009. "The role of consumption and the financing of health investment under epidemic shocks," UNU-MERIT Working Paper Series 006, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
    14. Badiane, Ousmane & Ulimwengu, John, 2009. "The growth-poverty convergence agenda: Optimizing social expenditures to maximize their impact on agricultural labor productivity, growth, and poverty reduction in Africa," IFPRI discussion papers 906, International Food Policy Research Institute (IFPRI). [Downloadable!]
    15. Marc Suhrcke & Dieter M. Urban, 2006. "Are Cardiovascular Diseases Bad for Economic Growth?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    16. Walter Buhr, 2003. "What is infrastructure?," Volkswirtschaftliche Diskussionsbeitraege 107-03, Universität Siegen, Fachbereich Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht. [Downloadable!]
    17. Eric Neumayer & Matthew A. Cole, 2003. "The Impact of Poor Health on Total Factor Productivity," HEW 0312001, EconWPA, revised 02 Nov 2004. [Downloadable!]
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    18. Ulimwengu, John M., 2009. "Farmers' health status, agricultural efficiency, and poverty in rural Ethiopia: A stochastic production frontier approach," IFPRI discussion papers 868, International Food Policy Research Institute (IFPRI). [Downloadable!]
    19. Marcella Alsan & David E. Bloom & David Canning, 2004. "The Effect of Population Health on Foreign Direct Investment," NBER Working Papers 10596, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    20. Roman Arjona & Maxime Ladaique, 2003. "Mark Pearson Growth, Inequality and Social Protection," Canadian Public Policy, University of Toronto Press, vol. 29(s1), pages 119-140, January. [Downloadable!] (restricted)
    21. Yucan Liu & C. Richard Shumway & Robert Rosenman & V. Eldon Ball, 2008. "Productivity Growth and Convergence in U.S. Agriculture: New Cointegration Panel Data Results," Working Papers 2008-4, School of Economic Sciences, Washington State University. [Downloadable!]
    22. DelaCruz, Juan, 2007. "A brief contribution to the debate over the impact if HIV/AIDS on economic growth," MPRA Paper 10840, University Library of Munich, Germany. [Downloadable!]
    23. Rosa Aísa & Fernando Pueyo, 2004. "Endogenous longevity, health and economic growth: a slow growth for a longer life?," Economics Bulletin, Economics Bulletin, vol. 9(3), pages 1-10. [Downloadable!]
    24. Frédéric Docquier & Elisabetta Lodigiani, 2007. "Skilled Migration and Business Networks," Development Working Papers 234, Centro Studi Luca d\'Agliano, University of Milano. [Downloadable!]
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    25. Dileep V. Mavalankar; Tapasvi I. Puwar; Dipti Govil; Tiina M. Murtola; S.S. Vasan, 2009. "A Preliminary Estimate of Immediate Cost of Chikungunya and Dengue to Gujarat, India," IIMA Working Papers 2009-01-01, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]
    26. Simone Borghesi & Alessandro Vercelli, 2003. "Globalisation, Inequality and Health," Department of Economics University of Siena 413, Department of Economics, University of Siena. [Downloadable!]
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    27. Richard S.J. Tol, 2002. "Climate, Development And Malaria: An Application Of Fund," Working Papers FNU-16, Research unit Sustainability and Global Change, Hamburg University, revised Sep 2002. [Downloadable!]
    28. Jochen Hartwig, 2008. "Has health capital formation cured ‘Baumol’s Disease’? – Panel Granger causality evidence for OECD countries," KOF Working papers 08-206, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]
    29. Pierre Richard Agénor & Kyriakos C. Neanidis, 2006. "The Allocation of Public Expenditure and Economic Growth," The School of Economics Discussion Paper Series 0608, Economics, The University of Manchester. [Downloadable!]
    30. Agenor, Pierre-Richard & Moreno-Dodson, Blanca, 2006. "Public infrastructure and growth : new channels and policy implications," Policy Research Working Paper Series 4064, The World Bank. [Downloadable!]
    31. Oded Galor & David Mayer-Foulkes, 2004. "Food for Thought: Basic Needs and Persistent Educational Inequality," GE, Growth, Math methods 0410002, EconWPA. [Downloadable!]
    32. Valeria Costantini & Salvatore Monni, 2006. "Environment, Human Development and Economic Growth," Working Papers 2006.35, Fondazione Eni Enrico Mattei. [Downloadable!]
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    33. Dileep V. Mavalankar; Tapasvi I. Puwar; Tiina M. Murtola; S.S. Vasan, 2009. "Quantifying the Impact of Chikungunya and Dengue on Tourism Revenues," IIMA Working Papers 2009-02-03, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]
    34. Jocelyn E. Finlay, 2007. "The Role of Health in Economic Development," PGDA Working Papers 2107, Program on the Global Demography of Aging. [Downloadable!]
    35. Richard Damania & Arnab Gupta, 2004. "Political Competition, Welfare Outcomes and Expenditures on Human Development: The Experience of a Democracy," Econometric Society 2004 Australasian Meetings 147, Econometric Society. [Downloadable!]
    36. Francesco Ricci & Marios Zachariadis, 2006. "Determinants of Public Health Outcomes: A Macroeconomic Perspective," DEGIT Conference Papers c011_045, DEGIT, Dynamics, Economic Growth, and International Trade. [Downloadable!]
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    37. Oscar Avila, 2009. "Salud Y Crecimiento Económico: Un Modelo De Generaciones Traslapadas, Expectativa De Vida Endógena Y Capital Humano," DOCUMENTOS DE TRABAJO 005281, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]

  5. Bhargava, Alok, 1997. "Nutritional status and the allocation of time in Rwandese households," Journal of Econometrics, Elsevier, vol. 77(1), pages 277-295, March. [Downloadable!] (restricted)

    Cited by:

    1. Sumiter Broca, 2002. "Food Insecurity, Poverty and Agriculture: A Concept Paper," Working Papers 02-15, Agricultural and Development Economics Division of the Food and Agriculture Organization of the United Nations (FAO - ESA). [Downloadable!]
    2. Ali, Mubarik & Farooq, Umar, 2004. "Dietary Diversity And Rural Labor Productivity: Evidence From Pakistan," 2004 Annual meeting, August 1-4, Denver, CO 20310, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    3. Munir Ahmad, 2003. "Agricultural Productivity, Efficiency, and Rural Poverty in Irrigated Pakistan: A Stochastic Production FrontiermAnalysis," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 42(3), pages 219-248. [Downloadable!]
    4. David F. Layton & Klaus Moeltner, 2000. "A Censored Random Coefficients Model for Pooled Survey Data with Application to the Estimation of Power Outage Costs," Econometric Society World Congress 2000 Contributed Papers 0912, Econometric Society. [Downloadable!]
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  6. Bhargava, Alok, 1997. "Editor's introduction: Analysis of data on health," Journal of Econometrics, Elsevier, vol. 77(1), pages 1-4, March. [Downloadable!] (restricted)

    Cited by:

    1. Miquel, Ruth & Laisney, Francois, 2000. "Consumption and nutrition : age - intake profiles for Czechoslovakia 1989 - 1992," ZEW Discussion Papers 00-63, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    2. Ruth Miquel & François Laisney, 1999. "Consumption and Nutrition:Age - Intake Profiles for Czechoslovakia," Working Papers of BETA 9921, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg. [Downloadable!]

  7. Alok Bhargava & Jiang Yu, 1997. "A Longitudinal Analysis of Infant and Child Mortality Rates in Developing Countries," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 32(2), pages 141-153, July.

    Cited by:

    1. Eric Neumayer & Matthew A. Cole, 2003. "The Impact of Poor Health on Total Factor Productivity," HEW 0312001, EconWPA, revised 02 Nov 2004. [Downloadable!]
      Other versions:
    2. Bidani, Benu & Ravallion, Martin, 1995. "Decomposing social indicators using distributional data," Policy Research Working Paper Series 1487, The World Bank. [Downloadable!]
      Other versions:
    3. Simone Borghesi & Alessandro Vercelli, 2003. "Globalisation, Inequality and Health," Department of Economics University of Siena 413, Department of Economics, University of Siena. [Downloadable!]
      Other versions:

  8. Bhargava, Alok & Ravallion, Martin, 1993. "Does Household Consumption Behave as a Martingale? A Test for Rural South India," The Review of Economics and Statistics, MIT Press, vol. 75(3), pages 500-504, August. [Downloadable!] (restricted)

    Cited by:

    1. Morduch, Jonathan, 2002. "Consumption Smoothing Across Space: Testing Theories of Risk-Sharing in the ICRISAT Study Region of South India," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
    2. Sandra Freire, 2004. "Funeral Costs, Saving Behaviour and HIV/AIDS," Cahiers de la Maison des Sciences Economiques bla04092, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]

  9. Bhargava, Alok, 1991. "Identification and Panel Data Models with Endogenous Regressors," Review of Economic Studies, Blackwell Publishing, vol. 58(1), pages 129-40, January. [Downloadable!] (restricted)

    Cited by:

    1. Davies, Stephen P. & Erickson, Kenneth & Vickner, Steve & Hoag, Dana & Nehring, Richard, 2005. "An Error-Components Three-Stage Least-Squares Model of Investment Allocation by Farm Households," 2005 Annual meeting, July 24-27, Providence, RI 19249, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    2. Bhargava, Alok, 2008. "Globalization, Literacy Levels, and Economic Development," Working Papers RP2008/04, World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
    3. Sonia R Bhalotra, 2000. "Is Child Work Necessary?," STICERD - Development Economics Papers 26, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
      Other versions:
    4. Christian Gourieroux & Alain Monfort & Eric Renault, 1993. "Tests sur le noyau, l'image et le rang de la matrice des coefficients d'un modéle linéaire multivarié," Annales d'Economie et de Statistique, ADRES, issue 32, pages 05, Octobre-D. [Downloadable!]
    5. Vickner, Steven S. & Davies, Stephen P., 1999. "Estimating Market Power And Pricing Conduct In A Product-Differentiated Oligopoly: The Case Of The Domestic Spaghetti Sauce Industry," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 31(01), April. [Downloadable!]
    6. Agoraki, Maria-Eleni & Delis, Manthos D & Staikouras, Panagiotis, 2009. "The effect of board size and composition on bank efficiency," MPRA Paper 18548, University Library of Munich, Germany. [Downloadable!]

  10. Bhargava, Alok, 1990. "An Econometric Analysis of the U.S. Postwar G.N.P," Journal of Population Economics, Springer, vol. 3(2), pages 147-56, August.

    Cited by:

    1. Dan Ben-David & David H. Papell, 1994. "The Great Wars, The Great Crash, and the Unit Root Hypothesis: Some New Evidence About an Old Stylized Fact," NBER Working Papers 4752, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    2. J. Joseph Beaulieu & Jeffrey A. Miron, 1992. "Seasonal Unit Roots in Aggregate U.S. Data," NBER Technical Working Papers 0126, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  11. Bhargava, Alok, 1986. "On the Theory of Testing for Unit Roots in Observed Time Series," Review of Economic Studies, Blackwell Publishing, vol. 53(3), pages 369-84, July. [Downloadable!] (restricted)

    Cited by:

    1. Refet S. Gürkaynak, 2005. "Econometric tests of asset price bubbles: taking stock," Finance and Economics Discussion Series 2005-04, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    2. Peter C.B. Phillips & Sam Ouliaris & Joon Y. Park, 1988. "Testing for a Unit Root in the Presence of a Maintained Trend," Cowles Foundation Discussion Papers 880, Cowles Foundation, Yale University. [Downloadable!]
    3. Ye Cai & Mototsugu Shintani, 2005. "On the Long-Run Variance Ratio Test for a Unit Root," Working Papers 0506, Department of Economics, Vanderbilt University. [Downloadable!]
    4. Li, Yushu & Shukur, Ghazi, 2009. "Testing for Unit Root against LSTAR Model: Wavelet Improvement under GARCH Distortion," CAFO Working Papers 2009:6, Centre for Labour Market Policy Research (CAFO), School of Management and Economics, Växjö University. [Downloadable!]
    5. Jim Malley & Thomas Moutos, 2001. "Do Excessive Wage Increases Raise Imports? Theory and Evidence," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    6. L. Gil-Alana, . "Forecasting the Real Output Using Fractionally Integrated Techniques," Sonderforschungsbereich 373 2001-27, Humboldt Universitaet Berlin.
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    7. Marc Hallin & Ramon van den Akker & Bas Werker, 2009. "A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests," ECARES Working Papers 2009_001, Université Libre de Bruxelles, Ecares. [Downloadable!]
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    8. Jan Lemmen & Sylvester Eijffinger, 1995. "The quantity approach to financial integration: The Feldstein-Horioka criterion revisited," Open Economies Review, Springer, vol. 6(2), pages 145-165, April. [Downloadable!] (restricted)
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    9. Patrick Marsh, . "A Measure of Distance for the Unit Root Hypothesis," Discussion Papers 05/02, Department of Economics, University of York. [Downloadable!]
    10. Peter C.B. Phillips & Peter Schmidt, 1989. "Testing for a Unit Root in the Presence of Deterministic Trends," Cowles Foundation Discussion Papers 933, Cowles Foundation, Yale University. [Downloadable!]
    11. Luis Gil-Alana, 2003. "Stochastic behavior of nominal exchange rates," Atlantic Economic Journal, International Atlantic Economic Society, vol. 31(2), pages 159-173, June. [Downloadable!] (restricted)
    12. Muhammad Shahbaz & Naveed Aamir, 2007. "Rural-Urban Income Inequality under Financial Development and Trade Openness in Pakistan: The Econometric Evidence," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 46(4), pages 657-672. [Downloadable!]
    13. Jaakko Pehkonen, Hannu Tervo, 1998. "Persistence and Turnover in Regional Unemployment Disparities," Regional Studies, Taylor and Francis Journals, vol. 32(5), pages 445-458, July. [Downloadable!] (restricted)
    14. Darren Pain & Ryland Thomas, . "Real Interest Rate Linkages: Testing for Common Trends and Cycles," Bank of England working papers 65, Bank of England. [Downloadable!]
    15. Gawon Yoon, 2003. "The time series behaviour of Brazilian inflation rate: new evidence from unit root tests with good size and power," Applied Economics Letters, Taylor and Francis Journals, vol. 10(10), pages 627-631, August. [Downloadable!] (restricted)
    16. Ismael S‡nchez, 1998. "Testing for Unit Roots with Prediction Errors," University of California at San Diego, Economics Working Paper Series 98-21, Department of Economics, UC San Diego. [Downloadable!]
    17. Peter C.B. Phillips & Sam Ouliaris, 1986. "Testing for Cointegration Using Principal Component Measures," Cowles Foundation Discussion Papers 809R, Cowles Foundation, Yale University, revised Jul 1987. [Downloadable!]
    18. Claudia Kwapil & Johann Scharler, 2007. "Interest Rate Pass-Through, Monetary Policy Rules and Macroeconomic Stability," Money Macro and Finance (MMF) Research Group Conference 2006 65, Money Macro and Finance Research Group. [Downloadable!]
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    19. Luis A. Gil-Alana, 2004. "Testing of I(d) processes in the real output," Economics Bulletin, Economics Bulletin, vol. 3(32), pages 1-6. [Downloadable!]
    20. Javier De Peña & Luis A. Gil-Alana, 2003. "Testing of Nonstationary Cycles in Financial Time Series Data," Faculty Working Papers 15/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
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    21. Li, Yushu & Shukur, Ghazi, 2009. "Testing for Unit Root against LSTAR model – wavelet improvements under GARCH distortion," Working Paper Series in Economics and Institutions of Innovation 184, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies. [Downloadable!]
    22. María del Mar Sánchez de la Vega & Arielle Beyaert, 1994. "Los contrastes de raiz unitaria: una panorámica," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 1, pages 109-154, Junio. [Downloadable!] (restricted)
    23. Reinhart, Carmen & Arrau, Patricio & DeGregorio, Jose & Wickham, Peter, 1995. "The demand for money in developing countries: Assessing the role of financial innovation," MPRA Paper 14096, University Library of Munich, Germany. [Downloadable!]
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    24. Juan Carlos Cuestas & Barry Harrison, 2009. "Further evidence on the Real Interest Rate Parity hypothesis in Central and Eastern European Countries: unit roots and nonlinearities," Working Papers 2009/1, Nottingham Trent University, Nottingham Business School, Economics Division. [Downloadable!]
    25. Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2004. "Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data," Economics and Finance Discussion Papers 04-20, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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    26. Julia Campos & Neil R. Ericsson & David F. Hendry, 1987. "An analogue model of phase-averaging procedures," International Finance Discussion Papers 303, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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    27. Peter C.B. Phillips & Hyungsik R. Moon, 1999. "Nonstationary Panel Data Analysis: An Overview of Some Recent Developments," Cowles Foundation Discussion Papers 1221, Cowles Foundation, Yale University. [Downloadable!]
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    28. L.A. Gil-Alana & G.M. caporale, 2004. "Long-run and Cyclical Dynamics in the US Stock Market," Econometric Society 2004 Latin American Meetings 344, Econometric Society. [Downloadable!]
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    29. Podivinsky, Jan M & King, Maxwell L, 2000. "The Exact Power Envelope of Tests for a Unit Root," Discussion Paper Series In Economics And Econometrics 0026, Economics Division, School of Social Sciences, University of Southampton. [Downloadable!]
    30. Gencay, Ramazan & Fan, Yanqin, 2007. "Unit Root Tests with Wavelets," MPRA Paper 9832, University Library of Munich, Germany. [Downloadable!]
    31. Juan Carlos Cuestas & Dean Garratt, 2008. "Is real GDP per capita a stationary process? Smooth transitions, nonlinear trends and unit root testing," Working Papers 2008/12, Nottingham Trent University, Nottingham Business School, Economics Division. [Downloadable!]
    32. James H. Stock, 1991. "Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series," NBER Technical Working Papers 0105, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    33. Juan Carlos Cuestas & Estefania Mourelle, 2008. "Nonlinearities in real exchange rate determination: do African exchange rates follow a radom walk?," Working Papers 2008/8, Nottingham Trent University, Nottingham Business School, Economics Division. [Downloadable!]
    34. Juan Carlos Cuestas & Estefanía Mourelle, 2009. "Inflation persistence and asymmetries: evidence for African countries," Working Papers 2009/2, Nottingham Trent University, Nottingham Business School, Economics Division. [Downloadable!]
    35. Xiao Qin & Gee Kwang Randolph Tan, 2005. "Unit Root Tests With Markov-Switching," Computing in Economics and Finance 2005 95, Society for Computational Economics. [Downloadable!]
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    36. Baharumshah, Ahmad Zubaidi & Aggarwal, Raj & Chan, Tze-Haw, 2005. "East Asian Real Exchange Rates and PPP: New Evidence from panel-data tests," MPRA Paper 2023, University Library of Munich, Germany, revised 2007. [Downloadable!]
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    37. Vigfusson, R. & Van Norden, S., 1996. "Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?," Working Papers 96-11, Bank of Canada. [Downloadable!]
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    38. Maurizio Bovi, 2004. "The Dark, And Independent, Side Of Italy," ISAE Working Papers 46, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
    39. Peter C.B. Phillips, 1991. "Unit Roots," Cowles Foundation Discussion Papers 998, Cowles Foundation, Yale University. [Downloadable!]
    40. Philip A. Shively, 2001. "Trend-stationary GNP: evidence from a new exact pointwise most powerful invariant unit root test," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 537-551. [Downloadable!]
    41. Lavan Mahadeva and Paul Robinson, 2004. "Unit Root Testing in a Central Bank," Handbooks, Centre for Central Banking Studies, Bank of England, number 22. [Downloadable!]
    42. Laura Mayoral, 2005. "Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks," Economics Working Papers 956, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    43. Nunzio Cappuccio & Diego Lubian, 2003. "Asymptotic null distributions of stationarity and nonstationarity," Working Papers 8, Università di Verona, Dipartimento di Scienze economiche. [Downloadable!]
    44. Peter C.B. Phillips, 1985. "Time Series Regression with a Unit Root," Cowles Foundation Discussion Papers 740R, Cowles Foundation, Yale University, revised Feb 1986. [Downloadable!]
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    45. Jim Malley & Thomas Moutos, 2000. "Vertical Product Differentiation and the Import Demand Function: Theory and Evidence," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    46. M.A.Hossain, 2001. "On Export-Led Growth: Is Manufacturing Exports a New Engine of Growth for Bangladesh?," Discussion Papers Series 297, School of Economics, University of Queensland, Australia. [Downloadable!]
    47. Pascalau, Razvan, 2008. "Unit Roots Tests with Smooth Breaks: An Application to the Nelson-Plosser Data Set," MPRA Paper 7220, University Library of Munich, Germany. [Downloadable!]
    48. Anindya Banerjee & Robin L. Lumsdaine, 1990. "Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence," NBER Working Papers 3510, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    49. Qian, Ying, 1990. "Do steel prices move together? : a cointegration test," Policy Research Working Paper Series 453, The World Bank. [Downloadable!]
    50. Michael Harrison & Michael Marsh, 1998. "A re-examination of an Irish popularity function," Public Choice, Springer, vol. 94(3), pages 367-383, March. [Downloadable!] (restricted)
    51. Reinhart, Carmen & Reinhart, Vincent, 1991. "Output Fluctuations and Monetary Shocks," MPRA Paper 13839, University Library of Munich, Germany. [Downloadable!]
    52. Marcos José Dal Bianco, 2008. "Argentinean real exchange rate 1900-2006, test purchasing power parity theory," Estudios de Economia, University of Chile, Department of Economics, vol. 35(1 Year 20), pages 33-64, June. [Downloadable!]
    53. Mr Mohammad Hossain & Prof Neil D. Karunaratne, 2002. "Export Response to the Reduction of Anti-Export Bias: Empirics from Bangladesh," Discussion Papers Series 303, School of Economics, University of Queensland, Australia. [Downloadable!]
    54. Luis Alberiko Gil-Alana, . "Structural Change and the Order of Integration in Univariate Time Series," Faculty Working Papers 20/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
      Other versions:
    55. L. Gil-Alana, . "A Joint Test of Fractional Cyclic Integration and a Linear Time Trend," Sonderforschungsbereich 373 2001-26, Humboldt Universitaet Berlin.
    56. Hyginus Leon & Serineh Najarian, 2005. "Asymmetric adjustment and nonlinear dynamics in real exchange rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(1), pages 15-39. [Downloadable!]
    57. Jim Malley & Thomas Moutos, 1998. "Real Wages and the Structure of Imports: Theory and Evidence," Working Papers 9821, Department of Economics, University of Glasgow.
    58. Ismael Sanchez, 1998. "Testing for Unit Roots with Prediction Errors," University of California at San Diego, Economics Working Paper Series 1998-21, Department of Economics, UC San Diego. [Downloadable!]
    59. Peter C.B. Phillips, 1985. "Understanding Spurious Regressions in Econometrics," Cowles Foundation Discussion Papers 757, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    60. Donald W.K. Andrews, 1991. "Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models," Cowles Foundation Discussion Papers 975, Cowles Foundation, Yale University. [Downloadable!]
    61. Mototsugu Shintani, 2000. "A Simple Cointegrating Rank Test Without Vector Autoregression," Working Papers 0044, Department of Economics, Vanderbilt University. [Downloadable!]
      Other versions:
    62. Qin Xiao & Randolph Gee Kwang Tan, 2006. "Markov-switching Unit Root Test: A study of the Property Price Bubbles in Hong Kong and Seoul," Economic Growth centre Working Paper Series 0602, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre. [Downloadable!]
    63. E. Levy & A.R. Nobay, 1988. "On Evaluating Speculative Efficiency in Forward Markets," University of California at Los Angeles, Anderson Graduate School of Management 1191, Anderson Graduate School of Management, UCLA. [Downloadable!]

  12. Sargan, John Denis & Bhargava, Alok, 1983. "Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk," Econometrica, Econometric Society, vol. 51(1), pages 153-74, January. [Downloadable!] (restricted)

    Cited by:

    1. Daniel S. Hamermesh & Gerard Pfann, 1992. "Turnover and the Dynamics of Labor Demand," NBER Working Papers 4204, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Nasim Shah Shirazi & Turkhan Ali Abdul Manap, 2004. "Exports and Economic Growth Nexus: The Case of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 43(4), pages 563-581. [Downloadable!]
    3. John Y. Campbell & Pierre Perron, 1991. "Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots," NBER Technical Working Papers 0100, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. Diego Romero-Avila, 2006. "Can the AK Model Be Rescued? New Evidence from Unit Root Tests with Good Size and Power," The B.E. Journal of Macroeconomics, Berkeley Electronic Press, vol. 0(1). [Downloadable!]
    5. Ye Cai & Mototsugu Shintani, 2005. "On the Long-Run Variance Ratio Test for a Unit Root," Working Papers 0506, Department of Economics, Vanderbilt University. [Downloadable!]
    6. Banerjee, A.N. & Magnus, J.R., 1996. "Testing the sensitivity of ols when the variance matrix is (partially) unknown," Discussion Paper 54, Tilburg University, Center for Economic Research. [Downloadable!]
    7. Hossain, A., 2006. "Sources of Economic Growth in Indonesia, 1966-2003," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(2). [Downloadable!] (restricted)
    8. Jeroen J.M. Kremers & Neil R. Ericsson & Juan J. Dolado, 1992. "The power of cointegration tests," International Finance Discussion Papers 431, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    9. Jan Lemmen & Sylvester Eijffinger, 1995. "The quantity approach to financial integration: The Feldstein-Horioka criterion revisited," Open Economies Review, Springer, vol. 6(2), pages 145-165, April. [Downloadable!] (restricted)
      Other versions:
    10. Varangis, Panos, 1990. "How integrated are tropical timber markets?," Policy Research Working Paper Series 465, The World Bank. [Downloadable!]
    11. Yin-wong Cheung & Antonio Garcia-Pascual, 2004. "Testing for Output Convergence: A Re-examination," Working Papers 052004, Hong Kong Institute for Monetary Research. [Downloadable!]
      Other versions:
    12. Stamatopoulos Theodoros, 2005. "Trade Balance and Exchange-Rate for a Small Open Economy during the EMS: The Hellenic Case 1983:1-1995:12," International Finance 0505012, EconWPA. [Downloadable!]
    13. Beatriz Larraz-Iribas & Jose-Luis Alfaro-Navarro, 2008. "Asymmetric Behaviour of Spanish Regional House Prices," International Advances in Economic Research, Springer, vol. 14(4), pages 407-421, November. [Downloadable!] (restricted)
    14. Giovanni Forchini & Patrick Marsh, . "Exact Inference for the Unit Root Hypothesis," Discussion Papers 00/54, Department of Economics, University of York. [Downloadable!]
    15. Martinez-Espineira, Roberto, 2005. "An Estimation of Residential Water Demand Using Co-Integration and Error Correction Techniques," MPRA Paper 615, University Library of Munich, Germany, revised Jan 2006. [Downloadable!]
      Other versions:
    16. R. F. Townsend & C. Thirtle, 1998. "The effects of macroeconomic policy on South African agriculture: implications for exports, prices and farm incomes," Journal of International Development, John Wiley & Sons, Ltd., vol. 10(1), pages 117-128.
    17. Oscar Bajo-Rubio & Simón Sosvilla-Rivero, 2001. "A Quantitative Analysis Of The Effects Of Capital Controls: Spain, 1986--1990 ," International Economic Journal, Korean International Economic Association, vol. 15(3), pages 129-146, October. [Downloadable!] (restricted)
      Other versions:
    18. Chhibber, Ajay & Shafik, Nemat, 1990. "Does devaluation hurt private investment? The Indonesian case," Policy Research Working Paper Series 418, The World Bank. [Downloadable!]
    19. Graham Elliott & James H. Stock, 1992. "Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown," NBER Technical Working Papers 0122, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    20. Gawon Yoon, 2003. "The time series behaviour of Brazilian inflation rate: new evidence from unit root tests with good size and power," Applied Economics Letters, Taylor and Francis Journals, vol. 10(10), pages 627-631, August. [Downloadable!] (restricted)
    21. Michael Artis & Dilip Nachane, 1990. "Wages and prices in Europe: A test of the German leadership thesis," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 126(1), pages 59-77, March. [Downloadable!] (restricted)
      Other versions:
    22. Ismael S‡nchez, 1998. "Testing for Unit Roots with Prediction Errors," University of California at San Diego, Economics Working Paper Series 98-21, Department of Economics, UC San Diego. [Downloadable!]
    23. Dynnikova Oksana, 2000. "Real appreciation and output: Russia 1993—1997," EERC Working Paper Series 99-13e, EERC Research Network, Russia and CIS. [Downloadable!]
    24. Benoit Perron & Hyungsik Roger Moon, 2007. "An empirical analysis of nonstationarity in a panel of interest rates with factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 383-400. [Downloadable!]
    25. Neil R. Ericsson, 1991. "Cointegration, exogeneity, and policy analysis: an overview," International Finance Discussion Papers 415, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    26. Joan Ramon Borrell Arque, 1997. "Prices of Medicines a Case-Study on the impact of the rate-of-return regulation in the United Kingdom," Working Papers in Economics 21, Universitat de Barcelona. Espai de Recerca en Economia. [Downloadable!]
    27. Palaskas, Theodosios B. & Varangis, Panos N., 1991. "Is there excess co-movement of primary commodity prices? A co-integration test," Policy Research Working Paper Series 758, The World Bank. [Downloadable!]
    28. Graham Elliott & Thomas J. Rothenberg & James H. Stock, 1992. "Efficient Tests for an Autoregressive Unit Root," NBER Technical Working Papers 0130, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    29. Herrmann, Sabine & Jochem, Axel, 2003. "Die internationale Integration der Geldmärkte in den mittel- und osteuropäischen Beitrittsländern: Abweichungen von der gedeckten Zinsparität, Kapitalverkehrskontrollen und Ineffizienzen des Finan," Discussion Paper Series 1: Economic Studies 2003,07, Deutsche Bundesbank, Research Centre. [Downloadable!]
    30. María del Mar Sánchez de la Vega & Arielle Beyaert, 1994. "Los contrastes de raiz unitaria: una panorámica," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 1, pages 109-154, Junio. [Downloadable!] (restricted)
    31. Jushan Bai & Serena Ng, 2001. "A New Look at Panel Testing of Stationarity and the PPP Hypothesis," Boston College Working Papers in Economics 518, Boston College Department of Economics. [Downloadable!]
      Other versions:
    32. Shafik, Nemat, 1990. "Modeling investment behavior in developing countries : an application to Egypt," Policy Research Working Paper Series 452, The World Bank. [Downloadable!]
    33. J. D. Byers, 1990. "The Cyclical Sensitivity of Regional Unemployment: An Assessment," Regional Studies, Taylor and Francis Journals, vol. 24(5), pages 447-453, October. [Downloadable!] (restricted)
    34. Samih Antoine Azar, 2004. "Excess volatility in the US stock market: evidence to the contrary," Applied Financial Economics, Taylor and Francis Journals, vol. 14(18), pages 1307-1311, December. [Downloadable!] (restricted)
    35. Julia Campos & Neil R. Ericsson & David F. Hendry, 1987. "An analogue model of phase-averaging procedures," International Finance Discussion Papers 303, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    36. Sotiris K. Staikouras, 2004. "The information content of interest rate futures and time-varying risk premia," Applied Financial Economics, Taylor and Francis Journals, vol. 14(11), pages 761-771, July. [Downloadable!] (restricted)
    37. Luis Oscar Herrera & Rodrigo Vergara, 1992. "Estabilidad de la Demanda de Dinero, Cointegración y Política Monetaria," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 29(86), pages 35-54. [Downloadable!]
    38. Vogelvang, E., 1990. "Testing for co-integration with spot prices of some related agricultural commodities," Serie Research Memoranda 0001, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    39. Podivinsky, Jan M & King, Maxwell L, 2000. "The Exact Power Envelope of Tests for a Unit Root," Discussion Paper Series In Economics And Econometrics 0026, Economics Division, School of Social Sciences, University of Southampton. [Downloadable!]
    40. D. Dutta & N. Ahmed, 1997. "An Aggregate Import Demand Function for Bangladesh: A Cointegration Approach," Working Papers 9703, University of Sydney, Department of Economics. [Downloadable!]
    41. Gencay, Ramazan & Fan, Yanqin, 2007. "Unit Root Tests with Wavelets," MPRA Paper 9832, University Library of Munich, Germany. [Downloadable!]
    42. Nicoletti, Giuseppe, 1990. "Consumption And Government Debt In High Deficit Countries: Is Tax-Discounting Stable Over Time? The Case Of Italy And Belgium," Working Papers 90-52, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    43. Österholm, Pär, 2003. "Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions," Working Paper Series 2003:21, Uppsala University, Department of Economics. [Downloadable!]
    44. James H. Stock, 1991. "Confidence Intervals for the Largest Autoresgressive Root in U.S. Macroeconomic Time Series," NBER Technical Working Papers 0105, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    45. Graham Elliott & JAMES STOCK, 2000. "Confidence Intervals for Autoregressive Coefficients Near One," University of California at San Diego, Economics Working Paper Series 2000-19, Department of Economics, UC San Diego. [Downloadable!]
      Other versions:
    46. Vogelvang, E., 1989. "Dynamic interrelationships between spot prices of some agricultural commodities on related markets : a first examination," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    47. Raúl Labán, 1991. "La Hipótesis de Cointegración y la Demanda por Dinero en Chile: 1974-1988," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 28(83), pages 169-188. [Downloadable!]
    48. Paolo Zagaglia, 2006. "How reliable are Taylor rules? A view from asymmetry in the U.S. Fed funds rate," Economics Bulletin, Economics Bulletin, vol. 5(14), pages 1-11. [Downloadable!]
    49. Hossain, A., 2005. "The Sources and Dynamics of Inflation in Indonesia: An ECM Model Estimation for 1952-2002," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 5(4). [Downloadable!]
    50. Patrick Marsh, . "The Available Information for Invariant Tests of a Unit Root," Discussion Papers 05/03, Department of Economics, University of York. [Downloadable!]
    51. Augustine C. Arize, 1994. "COINTEGRATlON TEST OF A LONG-RUN RELATION BETWEEN THE REAL EFFECTIVE EXCHANGE RATE AND THE TRADE BALANCE," International Economic Journal, Korean International Economic Association, vol. 8(3), pages 1-9, October. [Downloadable!] (restricted)
    52. T.D. Stanley & Chris Doucouliagous, 2006. "Publication Bias in Minimum-Wage Research? Card and Krueger Redux," Economics Series 2006_16, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
    53. Eric Zivot & Peter C.B. Phillips, 1991. "A Bayesian Analysis of Trend Determination in Economic Time Series," Cowles Foundation Discussion Papers 1002, Cowles Foundation, Yale University. [Downloadable!]
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    54. Cezary A Kapuscinski & Peter G Warr, 1996. "Estimation of Armington Elasticities: An Application to the Philippines," Departmental Working Papers 1996-08, Australian National University, Economics RSPAS. [Downloadable!]
    55. Hyungsik Roger Moon & Benoit Perron, 2005. "An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors," IEPR Working Papers 05.35, Institute of Economic Policy Research (IEPR). [Downloadable!]
    56. Philip A. Shively, 2001. "Trend-stationary GNP: evidence from a new exact pointwise most powerful invariant unit root test," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 537-551. [Downloadable!]
    57. Roger E.A. Farmer, 1989. "AIL Theory and the Ailing Phillips Curve: A Contract Based Approach to Aggregate Supply," NBER Working Papers 3115, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    58. Baffes, John & Shah, Anwar, 1990. "Taxing choices in deficit reduction," Policy Research Working Paper Series 556, The World Bank. [Downloadable!]
    59. Laura Mayoral, 2005. "Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks," Economics Working Papers 956, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    60. Kathryn M. Dominguez, 1986. "Are foreign exchange forecasts rational? New evidence from survey data," International Finance Discussion Papers 281, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    61. Zagaglia, Paolo, 2006. "Does the Yield Spread Predict the Output Gap in the U.S.?," Research Papers in Economics 2006:5, Stockholm University, Department of Economics. [Downloadable!]
    62. Nunzio Cappuccio & Diego Lubian, 2003. "Asymptotic null distributions of stationarity and nonstationarity," Working Papers 8, Università di Verona, Dipartimento di Scienze economiche. [Downloadable!]
    63. Peter C.B. Phillips, 1985. "Time Series Regression with a Unit Root," Cowles Foundation Discussion Papers 740R, Cowles Foundation, Yale University, revised Feb 1986. [Downloadable!]
      Other versions:
    64. Anita Ghatak, 1998. "Aggregate consumption functions for India: A cointegration analysis under structural changes, 1919-86," Journal of Applied Statistics, Taylor and Francis Journals, vol. 25(4), pages 475-488, August. [Downloadable!] (restricted)
    65. Rahmi Yamak & Yakup Kucukkale, 2002. "Anticipated versus Unanticipated Money in Turkey," Macroeconomics 0211011, EconWPA. [Downloadable!]
    66. N. Vijayamohanan Pillai, 2001. "Electricity demand analysis and forecasting: The tradition is questioned," Centre for Development Studies, Trivendrum Working Papers 312, Centre for Development Studies, Trivendrum, India. [Downloadable!]
    67. Pascalau, Razvan, 2008. "Unit Roots Tests with Smooth Breaks: An Application to the Nelson-Plosser Data Set," MPRA Paper 7220, University Library of Munich, Germany. [Downloadable!]
    68. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2005. "Testing for Long Memory and Nonlinear Time Series: A Demand for Money Study," Trinity Economics Papers tep20021, Trinity College Dublin, Department of Economics. [Downloadable!]
      Other versions:
    69. Anindya Banerjee & Robin L. Lumsdaine, 1990. "Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence," NBER Working Papers 3510, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    70. Steven N. Durlauf & Peter C.B. Phillips, 1986. "Trends Versus Random Walks in Time Series Analysis," Cowles Foundation Discussion Papers 788, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    71. Rahmi Yamak & Yakup Kucukkale, 2002. "Anticipated Money Growth and Stock Prices in Turkey," Macroeconomics 0211010, EconWPA. [Downloadable!]
    72. Liew, Venus Khim-Sen & Lee, Hock-Ann & Lim, Kian-Ping, 2005. "Purchasing power parity in Asian economies: further evidence from rank tests for cointegration," MPRA Paper 7301, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    73. Ismael Sanchez, 1998. "Testing for Unit Roots with Prediction Errors," University of California at San Diego, Economics Working Paper Series 1998-21, Department of Economics, UC San Diego. [Downloadable!]
    74. James E. Payne, 2008. "Testing for a Unit Root in the Net Discount Rate: A Survey of the Empirical Results," Journal of Business Valuation and Economic Loss Analysis, Berkeley Electronic Press, vol. 2(2). [Downloadable!]
    75. Zagaglia, Paolo, 2009. "Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model," Research Papers in Economics 2009:7, Stockholm University, Department of Economics. [Downloadable!]
    76. Palaskas, Theodosios & Varangis, Panos, 1989. "Primary commodity prices and macroeconomic variables : a long run relationship," Policy Research Working Paper Series 314, The World Bank. [Downloadable!]
    77. Patrick Marsh, . "Some Geometry for the Maximal Invariant in Linear Regression," Discussion Papers 04/07, Department of Economics, University of York. [Downloadable!]
    78. Mototsugu Shintani, 2000. "A Simple Cointegrating Rank Test Without Vector Autoregression," Working Papers 0044, Department of Economics, Vanderbilt University. [Downloadable!]
      Other versions:
    79. Peter C.B. Phillips & R.C. Reiss, 1984. "Testing for Serial Correlation and Unit Roots Using a Computer Function Routine Bases on ERA's," Cowles Foundation Discussion Papers 721, Cowles Foundation, Yale University. [Downloadable!]
    80. Jochem, Axel & Herrmann, Sabine, 2003. "The international integration of money markets in the central and east European accession countries : deviations from covered interest parity, capital controls and inefficiencies in the financial sect," Discussion Paper Series 1: Economic Studies 2003,07, Deutsche Bundesbank, Research Centre. [Downloadable!]
    81. Louis A. Kasekende & Michael Atingi-Ego, 1999. "Impact of liberalization on key markets in sub-Saharan Africa: the case of Uganda," Journal of International Development, John Wiley & Sons, Ltd., vol. 11(3), pages 411-436.
    82. Markus Sovala, 1989. "The oil crises: The reason for Finnish stagflation," Finnish Economic Papers, Finnish Economic Association, vol. 2(2), pages 176-189, Autumn. [Downloadable!]
    83. E. Levy & A.R. Nobay, 1988. "On Evaluating Speculative Efficiency in Forward Markets," University of California at Los Angeles, Anderson Graduate School of Management 1191, Anderson Graduate School of Management, UCLA. [Downloadable!]

  13. Bhargava, Alok & Sargan, J D, 1983. "Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods," Econometrica, Econometric Society, vol. 51(6), pages 1635-59, November. [Downloadable!] (restricted)

    Cited by:

    1. Bond, Stephen Roy & Hoeffler, Anke & Temple, Jonathan, 2001. "GMM Estimation of Empirical Growth Models," CEPR Discussion Papers 3048, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    2. Zhou Yang & Donna B. Gilleskie & Edward C. Norton, 2004. "Prescription Drugs, Medical Care, and Health Outcomes: A Model of Elderly Health Dynamics," NBER Working Papers 10964, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Alberto Alesina & Nouriel Roubini, 1990. "Political Cycles in OECD Economies," NBER Working Papers 3478, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. Bhargava, Alok, 2008. "Globalization, Literacy Levels, and Economic Development," Working Papers RP2008/04, World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
    5. Jan F. Kiviet, 2005. "Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models," Tinbergen Institute Discussion Papers 05-112/4, Tinbergen Institute. [Downloadable!]
    6. Cheng Hsiao, 2007. "Panel data analysis—advantages and challenges," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 16(1), pages 1-22, May. [Downloadable!] (restricted)
      Other versions:
    7. Binder, M. & Hsaio, C. & Pesaran, M.H., 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Cambridge Working Papers in Economics 0003, Faculty of Economics, University of Cambridge. [Downloadable!]
      Other versions:
    8. Marc Suhrcke & Dieter M. Urban, 2006. "Are Cardiovascular Diseases Bad for Economic Growth?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    9. Manuel Arellano & Olympia Bover, 1990. "La econometría de datos de panel," Investigaciones Economicas, Fundación SEPI, vol. 14(1), pages 3-45, January. [Downloadable!]
    10. Peter C.B. Phillips & Hyungsik R. Moon, 1999. "Nonstationary Panel Data Analysis: An Overview of Some Recent Developments," Cowles Foundation Discussion Papers 1221, Cowles Foundation, Yale University. [Downloadable!]
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    11. Donald W.K. Andrews & Biao Lu, 1999. "Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models," Cowles Foundation Discussion Papers 1233, Cowles Foundation, Yale University. [Downloadable!]
    12. Tue Gørgens & Christopher L. Skeels & Allan H. Würtz, 2009. "Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models," CREATES Research Papers 2009-51, School of Economics and Management, University of Aarhus. [Downloadable!]
    13. Jalan, Jyotsna & Ravallion, Martin, 1996. "Are there dynamic gains from a poor-area development program?," Policy Research Working Paper Series 1695, The World Bank. [Downloadable!]
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    14. Frédéric Docquier & Elisabetta Lodigiani, 2007. "Skilled Migration and Business Networks," Development Working Papers 234, Centro Studi Luca d\'Agliano, University of Milano. [Downloadable!]
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    15. Lokshin, Michael & Ravallion, Martin, 2000. "Short-lived shocks with long-lived impacts? - household income dynamics in a transition economy," Policy Research Working Paper Series 2459, The World Bank. [Downloadable!]
    16. Housung Jung & Hyeog Ug Kwon, 2007. "An Alternative System GMM Estimation in Dynamic Panel Models," Hi-Stat Discussion Paper Series d07-217, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
    17. Rodriguez-Meza, Jorge & Gonzalez-Vega, Claudio, 2004. "Household Income Dynamics And Poverty Traps In Rural El Salvador," 2004 Annual meeting, August 1-4, Denver, CO 20352, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    18. Francis X. Diebold & Til Schuermann, 1996. "Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models," NBER Technical Working Papers 0194, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    19. Sonia Bhalotra, 2000. "Is Child Work Necessary?," Econometric Society World Congress 2000 Contributed Papers 0500, Econometric Society. [Downloadable!]
      Other versions:
    20. Edith Madsen, 2003. "Testing for unit roots in panels by using a mixture model," CAM Working Papers 2003-10, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
    21. Philip Bodman & Harry Campbell & Kelly-Ana Heaton & Andrew Hodge, . "Fiscal Decentralisation, Macroeconomic Conditions and Economic Growth in Australia," MRG Discussion Paper Series 2609, School of Economics, University of Queensland, Australia. [Downloadable!]
    22. J.Paul Elhorst, 2005. "Models for Dynamic Panels in Space and Time - an Application to Regional Unemployment in the EU," ERSA conference papers ersa05p81, European Regional Science Association. [Downloadable!]

  14. Sargan, J D & Bhargava, Alok, 1983. "Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle," Econometrica, Econometric Society, vol. 51(3), pages 799-820, May. [Downloadable!] (restricted)

    Cited by:

    1. Kleibergen, Frank & Hoek, Henk, 1996. "Bayesian analysis of ARMA models using noninformative priors," Econometric Institute Report 39, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
      Other versions:
    2. James H. Stock & Mark W. Watson, 1996. "Asymptotically Median Unbiased Estimation of Coefficient Variance in a Time Varying Parameter Model," NBER Technical Working Papers 0201, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Lawrence J. Christiano, 1987. "Estimating continuous time rational expectations models in frequency domain: a case study," Working Papers 301, Federal Reserve Bank of Minneapolis. [Downloadable!]
    4. Emili Valdero Mora, 2002. "Linear least squares estimation of the first order moving average parameter," Working Papers in Economics 80, Universitat de Barcelona. Espai de Recerca en Economia. [Downloadable!]
    5. Schnitkey, Gary D. & Taylor, C. Robert & Barry, Peter J., 1989. "Evaluating Farmland Investments Considering Dynamic Stochastic Returns And Farmland Prices," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 14(01), July. [Downloadable!]
    6. Jukka Nyblom & Andrew Harvey, 2001. "Testing against smooth stochastic trends," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 415-429. [Downloadable!]
    7. Tatsuma Wada & Pierre Perron, 2005. "Trend and Cycles: A New Approach and Explanations of Some Old Puzzles," Computing in Economics and Finance 2005 252, Society for Computational Economics. [Downloadable!]
    8. Caporale, Guglielmo Maria & Cerrato, Mario, 2004. "Panel Data Tests of PPP. A Critical Overview," Economics Series 159, Institute for Advanced Studies. [Downloadable!]
      Other versions:
    9. Lawrence J. Christiano & Martin Eichenbaum, 1989. "Unit Roots in Real GNP: Do We Know, and Do We Care?," NBER Working Papers 3130, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    10. Ai Deng & Pierre Perron, 2005. "A Comparison of Alternative Asymptotic Frameworks to Analyze a Structural Change in a Linear Time Trend," Boston University - Department of Economics - Working Papers Series WP2005-030, Boston University - Department of Economics. [Downloadable!]
      Other versions:
    11. Pierre Perron & Tatsuma Wada, 2005. "Let’s Take a Break: Trends and Cycles in US Real GDP," Boston University - Department of Economics - Working Papers Series wp2009-006, Boston University - Department of Economics, revised Feb 2009. [Downloadable!]
      Other versions:
    12. Morten Oerregaard Nielsen, . "Efficient Inference in Multivariate Fractionally Integrated Time Series Models," Economics Working Papers 2002-6, School of Economics and Management, University of Aarhus. [Downloadable!]
      Other versions:
    13. Charles R. Nelson, 1987. "Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root," NBER Technical Working Papers 0063, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    14. Diebold, F.X. & Kilian, L. & Nerlove, M., 2006. "Time Series Analysis," Working Papers 28556, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
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    15. Jakob Roland Munch & Michael Svarer, . "Mortality and Socio-economic Differences in a Competing Risks Model," Economics Working Papers 2001-1, School of Economics and Management, University of Aarhus. [Downloadable!]

  15. Bhargava, A & Franzini, L & Narendranathan, W, 1982. "Serial Correlation and the Fixed Effects Model," Review of Economic Studies, Blackwell Publishing, vol. 49(4), pages 533-49, October. [Downloadable!] (restricted)

    Cited by:

    1. Peter Egger & Hannes Winner, 2003. "Does Contract Risk Impede Foreign Direct Investment?," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(II), pages 155-172, June. [Downloadable!]
    2. Carine Van De Voorde & Eddy Van Doorslaer & Erik Schokkaert, 2001. "Effects of cost sharing on physician utilization under favourable conditions for supplier-induced demand," Health Economics, John Wiley & Sons, Ltd., vol. 10(5), pages 457-471. [Downloadable!]
    3. Andreas Stephan, 2002. "Assessing the Contribution of Public Capital to Private Production: Evidence from the German Manufacturing Sector," Discussion Papers of DIW Berlin 315, DIW Berlin, German Institute for Economic Research. [Downloadable!]
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    4. Gabor Kezdi, 2005. "Robus Standard Error Estimation in Fixed-Effects Panel Models," Econometrics 0508018, EconWPA. [Downloadable!]
    5. Jalan, Jyotsna & Ravallion, Martin, 1998. "Behavioral responses to risk in rural China," Policy Research Working Paper Series 1978, The World Bank. [Downloadable!]
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    6. Siebert, Ralph, 2003. "Learning by Doing and Multiproduction Effects Over the Life Cycle: Evidence from the Semiconductor Industry," CEPR Discussion Papers 3734, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    7. Martin Gaynor & Jian Li & William B. Vogt, 2006. "Is Drug Coverage a Free Lunch? Cross-Price Elasticities and the Design of Prescription Drug Benefits," NBER Working Papers 12758, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    8. Christian Dreger & Reinhold Kosfeld, 2006. "On the Stability of the German Beveridge Curve. A Spatial Econometric Perspective," ERSA conference papers ersa06p396, European Regional Science Association. [Downloadable!]
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    9. Jakob B. Madsen, 2004. "The Equity Premium Puzzle and the Ex Post Bias," FRU Working Papers 2004/01, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
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    10. Ronald E. Shrieves & Drew Dahl & Michael F. Spivey, 2009. "Capital Market Regimes and Bank Structure in Europe," Working Papers 200807, Utah State University, Department of Economics and Finance. [Downloadable!]
    11. Sophia Delipalla & Owen O'Donnell, 1998. "The Comparison Between Ad Valorem and Specific Taxation under Imperfect Competition: Evidence from the European Cigarette Industry," Studies in Economics 9802, Department of Economics, University of Kent. [Downloadable!]
    12. Rana Hasan, 2000. "The Impact of Imported and Domestic Technologies on Productivity: Evidence from Indian Manufacturing Firms," Economics Study Area Working Papers 06, East-West Center, Economics Study Area. [Downloadable!]
    13. Hannes Winner, 2005. "Has Tax Competition Emerged in OECD Countries? Evidence from Panel Data," International Tax and Public Finance, Springer, vol. 12(5), pages 667-687, September. [Downloadable!] (restricted)
    14. Sebastian Weber, 2006. "Labor Market Structures, Trade and their Effect on Unemployment: A Theoretical Analysis and Empirical Investigation," HEI Working Papers 22-2006, Economics Section, The Graduate Institute of International Studies. [Downloadable!]
    15. Olarreaga, Marcelo & Soloaga, Isidro & Winters, L. Alan, 1999. "What's Behind Mercosur's CET?," CEPR Discussion Papers 2310, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    16. Fritz Breuss & Peter Egger & Michael Pfaffermayr, 2002. "Structural Policy Reform and the Distribution of FDI in Europe," WIFO Working Papers 174, WIFO. [Downloadable!]
    17. Alejandro Izquierdo & Jacques Morriset & Marcelo Olarreaga, 2003. "Information Diffusion in International Markets," RES Working Papers 4335, Inter-American Development Bank, Research Department. [Downloadable!]
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    18. Erik Lehmann & Juergen Weigand, 2000. "Does the Governed Corporation Perform Better? Governance Structures and Corporate Performance in Germany," CoFE Discussion Paper 00-05, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
    19. Theo Eicher & Till Schreiber, . "Institutions and Growth: Time Series Evidence from Natural Experiments," Working Papers UWEC-2007-15-P, University of Washington, Department of Economics. [Downloadable!]
    20. Jianping Mei & Jose Scheinkman & Wei Xiong, 2005. "Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia," NBER Working Papers 11362, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    21. Jakob Madsen & Bill Yang, 1998. "Asymmetric price adjustment in a menu-cost model," Journal of Economics, Springer, vol. 68(3), pages 295-309, October. [Downloadable!] (restricted)
    22. Jakob Madsen, 1998. "Errors-in-variables, supply side effects, and price elasticities in foreign trade," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 134(4), pages 612-637, December. [Downloadable!] (restricted)
    23. Jakob B. Madsen, 2004. "Pitfalls in Estimates of Relationship between Share Returns and Inflation," FRU Working Papers 2004/07, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
    24. Sophia Delipalla & Owen O'Donnell, 1999. "Estimating Tax Incidence, Market Power and Market Conduct: The European Cigarette Industry," Studies in Economics 9901, Department of Economics, University of Kent. [Downloadable!]
    25. Gerwin Laan & Hans Ees & Arjen Witteloostuijn, 2008. "Corporate Social and Financial Performance: An Extended Stakeholder Theory, and Empirical Test with Accounting Measures," Journal of Business Ethics, Springer, vol. 79(3), pages 299-310, May. [Downloadable!] (restricted)
    26. Filip Abraham & Erik Buyst & Sven Geyssens, 1997. "Trade integration in the twentieth century: What does Belgian history tell us?," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 133(4), pages 708-736, December. [Downloadable!] (restricted)
    27. Julio Peña-Torres & Michael Basch & Sebastian Vergara, . "Downward Adjustments in a Cyclical Environment: The Case of Chilean Pelagic Fisheries," ILADES-Georgetown University Working Papers inv143, Ilades-Georgetown University, School of Economics and Bussines. [Downloadable!]
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    28. Entorf, Horst & Spengler, Hannes, 1998. "Socio-economic and demographic factors of crime in Germany : evidence from panel data of the German states," ZEW Discussion Papers 98-16, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
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    29. Solveig Osborg Ose & Jan Morten Dyrstad, 1999. "Absence and Overtime Work:Empirical Evidence from Norway," Working Paper Series 2602, Department of Economics, Norwegian University of Science and Technology. [Downloadable!]
    30. Herrmann, Sabine & Jochem, Axel, 2003. "Die internationale Integration der Geldmärkte in den mittel- und osteuropäischen Beitrittsländern: Abweichungen von der gedeckten Zinsparität, Kapitalverkehrskontrollen und Ineffizienzen des Finan," Discussion Paper Series 1: Economic Studies 2003,07, Deutsche Bundesbank, Research Centre. [Downloadable!]
    31. Jakob B. Madsen & E. Philip Davis, 2004. "Equity Prices, Productivity Growth, and the 'New Economy'," EPRU Working Paper Series 04-05, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
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    32. Entorf, Horst & Winkler, Peter, 2001. "The economics of crime: investigating the drugs-crime channel : empirical evidence from panel data of the German states," ZEW Discussion Papers 01-37, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    33. Werner Hölzl, 2002. "Exit, Entry and industry turbulence in Austrian Manufacturing, 1981-1994," Working Papers geewp21, Vienna University of Economics and B.A. Research Group: Growth and Employment in Europe: Sustainability and Competitiveness. [Downloadable!]
    34. Christopher L. Foote, 2007. "Space and time in macroeconomic panel data: young workers and state-level unemployment revisited," Working Papers 07-10, Federal Reserve Bank of Boston. [Downloadable!]
    35. António Afonso, 2001. "Government indebtedness and european consumers behaviour," Working Papers 2001/12, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
    36. Sandra Nocera & Gabrielle Wanzenried, 2002. "On the Dynamics of Physician Density; Theory and Empirical Evidence for Switzerland," Diskussionsschriften dp0208, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]
    37. Jorge Quiróz & Raimundo Soto, . "International Price Signals in Agricultural Markets: DoGovernments Care?," ILADES-Georgetown University Working Papers inv088, Ilades-Georgetown University, School of Economics and Bussines. [Downloadable!]
    38. Michael D. Giandrea, 2006. "Industry Competition and Total Factor Productivity Growth," Working Papers 399, U.S. Bureau of Labor Statistics. [Downloadable!]
    39. Olarreaga, Marcelo & Soloaga, Isidro & Winters, Alan, 1999. "What's behind MERCOSUR's common external tariff?," Policy Research Working Paper Series 2231, The World Bank. [Downloadable!]
    40. Adam Głogowski, 2008. "Macroeconomic determinants of Polish banks’ loan losses – results of a panel data study," National Bank of Poland Working Papers 53, National Bank of Poland, Economic Institute. [Downloadable!]
    41. Gabrielle Wanzenried & Sandra Nocera, 2008. "The Evolution of Physician Density in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(II), pages 247-282, June. [Downloadable!]
    42. Signe Krogstrup, 2002. "Should We Pay Attention to Indicators of Fiscal Impact on Demand?," HEI Working Papers 01-2002, Economics Section, The Graduate Institute of International Studies. [Downloadable!]
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    44. Goerke, Laszlo & Madsen, Jakob B., 2003. "Earnings-Related Unemployment Benefits in a Unionised Economy," IZA Discussion Papers 701, Institute for the Study of Labor (IZA). [Downloadable!]
    45. Horst Entorf & Peter Winker, 2006. "Investigating the Drugs-Crime Channel in Economics of Crime Models Empirical Evidence from Panel Data of the German States," Darmstadt Discussion Papers in Economics 165, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
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    46. Herbert Buscher & Christian Dreger & Raul Ramos & Jordi Surinach, 2005. "The Impact of Institutions on the Employment Performance in European Labour Markets," IZA Discussion Papers 1732, Institute for the Study of Labor (IZA). [Downloadable!]
    47. Julie L. Hotchkiss & Myriam Quispe-Agnoli, 2008. "The labor market experience and impact of undocumented workers," Working Paper 2008-07, Federal Reserve Bank of Atlanta. [Downloadable!]
    48. Carlo Altomonte & Enrico Pennings, 2005. "Testing for Marginal Spillovers from Foreign Direct Investment," Tinbergen Institute Discussion Papers 05-101/4, Tinbergen Institute. [Downloadable!]
    49. Susanne Meyer, 2003. "Sozialausgaben in OECD-Staaten: Ein Pull-Effekt der Migration?," Darmstadt Discussion Papers in Economics 124, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
    50. Horst Entorf & Gösta Jamin, 2002. "Dance with the Dollar: Exchange Rate Exposure on the German Stock Market," Darmstadt Discussion Papers in Economics 117, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
    51. Alejandro Izquierdo & Jacques Morriset & Marcelo Olarreaga, 2003. "Difusión de la información en mercados internacionales," RES Working Papers 4336, Inter-American Development Bank, Research Department. [Downloadable!]
    52. Housung Jung & Hyeog Ug Kwon, 2007. "An Alternative System GMM Estimation in Dynamic Panel Models," Hi-Stat Discussion Paper Series d07-217, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
    53. Hugo Dufey & Michael Basch & Julio Peña, 1999. "Economies of Scale and Stock-Dependence in Pelagic Harvesting: The Case of Northern Chile," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 36(108), pages 841-873. [Downloadable!]
    54. Gary Solon, 1984. "Estimating Autocorrelations in Fixed-Effects Models," NBER Technical Working Papers 0032, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    56. Jean-Francois Brun & Gérard Chambas & Bertrand Laporte, 2001. "Stabex versus IMF compensatory financing: impact on fiscal policy," Journal of International Development, John Wiley & Sons, Ltd., vol. 13(5), pages 571-581. [Downloadable!]
    57. Dirk Frantzen, 2007. "Technical Diffusion, Productivity Convergence and Specialisation in OECD Manufacturing," International Review of Applied Economics, Taylor and Francis Journals, vol. 21(1), pages 75-98, January. [Downloadable!] (restricted)
    58. Andreas Stephan, 1997. "The Impact of Road Infrastructure on Productivity and Growth: Some Preliminary Results for the German Manufacturing Sector," CIG Working Papers FS IV 97-47, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG). [Downloadable!]
    59. Teresa Garcia-Milà & Therese J. McGuire & Robert H. Porter, 1993. "The Effect of Public Capital in State-Level Production Functions Reconsidered," Economics Working Papers 36, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
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    60. Horst Entorf & Peter Winker, 2002. "The Economics of Crime: Investigating the Drugs-Crime Channel," Darmstadt Discussion Papers in Economics 118, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
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    61. Michael Hicks & Major Jeffrey S Smith, 2008. "Warfare, Civil Conflict and the Spatial Impacts on Domestic Investment: Evidence from South America, 1950-2000," Working Papers 200801, Ball State University, Department of Economics, revised Apr 2008. [Downloadable!]
    62. Poldahl, Andreas, 2004. "Domestic vs. International Spillovers: Evidence from Swedish Firm Level Data," Working Paper Series 200, Trade Union Institute for Economic Research. [Downloadable!]
    63. Warin, Thierry & Wunnava, Phanindra V. & Tengia, Optat & Wandschneider, Kirsten, 2009. "Southern African Economic Integration: Evidence from an Augmented Gravity Model," IZA Discussion Papers 4316, Institute for the Study of Labor (IZA). [Downloadable!]
    64. Signe Krogstrup, 2002. "Public Debt Asymmetries and Tax Competition," EPRU Working Paper Series 04-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Dec 2003. [Downloadable!]
    65. Merlevede, Bruno & Schoors, Koen, 2005. "On the Speed of Economic Reform: Tale of the Tortoise and the Hare," BOFIT Discussion Papers 11/2005, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
    66. Dirk Frantzen, 2006. "Explaining production specialisation in OECD manufacturing: A study for the period 1970–1995," International Review of Economics, Springer, vol. 53(4), pages 603-626, December. [Downloadable!] (restricted)
    67. Peter Egger, 2001. "SUR Estimation of Error Components Models With AR(1) Disturbances and Unobserved Endogenous Effects," WIFO Working Papers 171, WIFO. [Downloadable!]
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    68. Schwabe, K.A. & Schuhmann, P.W. & Tonkovich, M., 2002. "A Dynamic Exercise In Reducing Deer-Vehicle Collisions: Management Through Vehicle Mitigation Techniques And Hunting," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 27(01), July. [Downloadable!]
    69. Kavallari, A. & Maas, S. & Schmitz, P.M., 2008. "Explaining German imports of olive oil: evidence from a gravity model," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44217, European Association of Agricultural Economists. [Downloadable!]
    70. Samuel de Abreu Pessoa & Silvia Matos Pessoa & Rafael Rob, 2005. "Elasticity of Substitution between Capital and Labor and its applications to growth and development," PIER Working Paper Archive 05-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
    71. Warin, Thierry & Wunnava, Phanindra V. & Janicki, Hubert, 2008. "Testing Mundell’s Intuition of Endogenous OCA Theory," IZA Discussion Papers 3739, Institute for the Study of Labor (IZA). [Downloadable!]
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    72. Giovanni Millo & Yves Croissant, 2008. "Panel Data Econometrics in R: The plm Package," Journal of Statistical Software, American Statistical Association, vol. 27(02), 07. [Downloadable!]
    73. Easterly, William & Mauro, Paolo & Schmidt-Hebbel, Klaus, 1992. "Money demand and seignorage - maximizing inflation," Policy Research Working Paper Series 1049, The World Bank. [Downloadable!]
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    74. Jaime Bonet, 2004. "Descentralización fiscal y disparidades en el ingreso regional: la experiencia colombiana," DOCUMENTOS DE TRABAJO SOBRE ECONOMÍA REGIONAL 002282, BANCO DE LA REPÚBLICA - ECONOMÍA REGIONAL. [Downloadable!]
    75. Diego Martinez-Lopez, 2006. "Linking Public Investment to Private Investment. The Case of Spanish Regions," International Review of Applied Economics, Taylor and Francis Journals, vol. 20(4), pages 411-423, September. [Downloadable!] (restricted)
    76. Jochem, Axel & Herrmann, Sabine, 2003. "The international integration of money markets in the central and east European accession countries : deviations from covered interest parity, capital controls and inefficiencies in the financial sect," Discussion Paper Series 1: Economic Studies 2003,07, Deutsche Bundesbank, Research Centre. [Downloadable!]
    77. Badi H. Baltagi & Chihwa Kao, 2000. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers 16, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    78. Signe Krogstrup, 2002. "Public debt asymmetries: the effect on taxes and spending in the European Union," Working Paper Series 162, European Central Bank. [Downloadable!]
    79. Germà Bel & Xavier Fageda, 2005. "Preventing competition because of “solidarity”: Rhetoric and reality of airport investments in Spain," Public Economics 0511012, EconWPA. [Downloadable!]
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    80. Hosung Jung, 2005. "A Test for Autocorrelation in Dynamic Panel Data Models," Hi-Stat Discussion Paper Series d04-77, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
    81. Gauri, Varun & Khaleghian, Peyvand, 2002. "Immunization in developing countries : its political and organizational determinants," Policy Research Working Paper Series 2769, The World Bank. [Downloadable!]
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    82. Miki Kohara, 2008. "The Response of Wivesf Labor Supply to Husbandsf Job Loss," OSIPP Discussion Paper 08E007, Osaka School of International Public Policy, Osaka University. [Downloadable!]
    83. Michael Pfaffermayr, 2001. "Employment in domestic plants and foreign affiliates: A note on the elasticity of substitution," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 137(2), pages 347-364, June. [Downloadable!] (restricted)
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