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Uncovered Interest Parity - What can we learn from panel data?

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Author Info
J. Breitung
R. Brüggemann

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Paper provided by Humboldt Universitaet Berlin in its series Sonderforschungsbereich 373 with number 2000-58.

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Handle: RePEc:wop:humbsf:2000-58

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  1. Arellano, Manuel & Bond, Stephen, 1991. "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," Review of Economic Studies, Blackwell Publishing, vol. 58(2), pages 277-97, April. [Downloadable!] (restricted)
  2. Arellano, M, 1987. "Computing Robust Standard Errors for Within-Groups Estimators," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 49(4), pages 431-34, November.
  3. J. Breitung, . "The Local Power of Some Unit Root Tests for Panel Data," Sonderforschungsbereich 373 1999-69, Humboldt Universitaet Berlin.
  4. Pasaran, M.H. & Im, K.S. & Shin, Y., 1995. "Testing for Unit Roots in Heterogeneous Panels," Cambridge Working Papers in Economics 9526, Faculty of Economics, University of Cambridge.
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This page was last updated on 2010-1-4.

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