Citations for "New Simple Tests for Panel Cointegration"
by Joakim Westerlund
For a complete description of this item, click here
. For a RSS feed for citations of this item, click here
- Silvia Fedeli, 2012.
"The impact of GDP on health care expenditure: the case of Italy (1982-2009),"
153, University of Rome La Sapienza, Department of Public Economics.
- Dieter Nautz & Ulrike Rondorf, 2011.
"The (in)stability of money demand in the euro area: lessons from a cross-country analysis,"
Springer, vol. 38(4), pages 539-553, November.
- Afonso, António & Rault, Christophe, 2007.
"What do we really know about fiscal sustainability in the EU? A panel data diagnostic,"
Working Paper Series
0820, European Central Bank.
- Hamit-Haggar, Mahamat, 2012.
"Greenhouse gas emissions, energy consumption and economic growth: A panel cointegration analysis from Canadian industrial sector perspective,"
Elsevier, vol. 34(1), pages 358-364.
- Wagner, Martin & Hlouskova, Jaroslava, 2007.
"The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study,"
210, Institute for Advanced Studies.
- Costantini, Valeria & Martini, Chiara, 2010.
"The causality between energy consumption and economic growth: A multi-sectoral analysis using non-stationary cointegrated panel data,"
Elsevier, vol. 32(3), pages 591-603, May.
- Michael Binder & Christian J. Offermanns, 2007.
"International Investment Positions and Exchange Rate Dynamics: A Dynamic Panel Analysis,"
CESifo Working Paper Series
2095, CESifo Group Munich.
- Zsuzsanna Csereklyei & Stefan Humer, 2012.
"Modelling Primary Energy Consumption under Model Uncertainty,"
Department of Economics Working Papers
wuwp147, Vienna University of Economics, Department of Economics.
- Westerlund, Joakim, 2006.
"Some Cautions on the Use of the LLC Panel Unit Root Test,"
055, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
- Chang, Yoosoon & Nguyen, Chi Mai, 2012.
"Residual based tests for cointegration in dependent panels,"
Journal of Econometrics,
Elsevier, vol. 167(2), pages 504-520.
- Holly, S. & Pesaran, M.H. & Yamagata. T., 2006.
"A Spatio-Temporal Model of House Prices in the US,"
Cambridge Working Papers in Economics
0654, Faculty of Economics, University of Cambridge.
- Westerlund, Joakim & Basher, Syed A., 2008.
"Mixed signals among tests for panel cointegration,"
Elsevier, vol. 25(1), pages 128-136, January.
- Gengenbach,Christian & Palm,Franz C. & Urbain,Jean-Pierre, 2005.
"Panel Cointegration Testing in the Presence of Common Factors,"
050, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
- Binder, Michael & Offermanns, Christian J., 2007.
"International investment positions and exchange rate dynamics: A dynamic panel analysis,"
CFS Working Paper Series
2007/23, Center for Financial Studies (CFS).
- Westerlund, Joakim & Edgerton , David, 2005.
"Panel Cointegration Tests with Deterministic Trends and Structural Breaks,"
2005:42, Lund University, Department of Economics.
- Joakim Westerlund, 2008.
"Panel cointegration tests of the Fisher effect,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 23(2), pages 193-233.
- Rondorf, Ulrike, 2012.
"Are bank loans important for output growth?,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 22(1), pages 103-119.
- Westerlund, Joakim & Edgerton, David, 2006.
"Simple Tests for Cointegration in Dependent Panels with Structural Breaks,"
2006:13, Lund University, Department of Economics, revised 28 Jan 2007.
- António Afonso & Christophe Rault, 2007.
"What We Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic,"
2007/20, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
- Richard G. Anderson & Hailong Qian & Robert H. Rasche, 2006.
"Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators,"
2006-050, Federal Reserve Bank of St. Louis.