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Citations for "Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling"

by Gengenbach,Christian & Palm,Franz & Urbain,Jean-Pierre

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  1. Christian Dreger, 2010. "Does the nominal exchange rate regime affect the real interest parity condition?," FIW Working Paper series, FIW 064, FIW.
  2. Marcus Kappler, 2011. "Business Cycle Co-movement and Trade Intensity in the Euro Area: is there a Dynamic Link?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 231(2), pages 247-265, April.
  3. Joseph P. Byrne & Norbert Fiess, 2007. "Euro Area Inflation: Aggregation Bias and Convergence," Working Papers, Business School - Economics, University of Glasgow 2007_41, Business School - Economics, University of Glasgow.
  4. Joerg Breitung & M. Hashem Pesaran, 2005. "Unit Roots and Cointegration in Panels," CESifo Working Paper Series 1565, CESifo Group Munich.
  5. Xuguang Sheng & Jingyun Yang, 2013. "Truncated Product Methods for Panel Unit Root Tests," Working Papers 2013-004, The George Washington University, Department of Economics, Research Program on Forecasting.
  6. Becheri, I.G., 2012. "Limiting experiments for panel-data and jump-diffusion models," Open Access publications from Tilburg University urn:nbn:nl:ui:12-5661649, Tilburg University.
  7. Amornthum, Somchai & Bonham, Carl S., 2011. "Financial integration in the pacific basin region: RIP by PANIC attack?," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(6), pages 1019-1033, October.
  8. Vincent BODART & Bertrand CANDELON & Jean-François CARPANTIER, 2011. "Real Exchanges Rates in Commodity Producing Countries: A Reappraisal," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) 2011007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  9. Christian Dreger & Reinhold Kosfeld, 2010. "Do Regional Price Levels Converge?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 230(3), pages 274-286, June.
  10. Amélie Charles & Olivier Darne & Jean-François Hoarau, 2012. "Convergence of real per capita GDP within COMESA countries: A panel unit root evidence," The Annals of Regional Science, Springer, Springer, vol. 49(1), pages 53-71, August.
  11. Iorio, Francesca Di & Fachin, Stefano, 2014. "Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 28(C), pages 59-76.
  12. Peter Pedroni & Tim Vogelsang, 2005. "Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems," Department of Economics Working Papers, Department of Economics, Williams College 2005-04, Department of Economics, Williams College.
  13. repec:diw:diwfin:diwfin01013 is not listed on IDEAS
  14. Christian Dreger & Eric Girardin, 2007. "Does the Nominal Exchange Rate Regime Affect the Long Run Properties of Real Exchange Rates?," Discussion Papers of DIW Berlin 746, DIW Berlin, German Institute for Economic Research.
  15. Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit, 2006. "New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia 159, Universitat de Barcelona. Espai de Recerca en Economia.
  16. Christian Dreger & Reinhold Kosfeld, 2007. "Do Regional Price Levels Converge?: Paneleconometric Evidence Based on German Districts," Discussion Papers of DIW Berlin 754, DIW Berlin, German Institute for Economic Research.
  17. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2011. "Cross-sectional dependence robust block bootstrap panel unit root tests," Journal of Econometrics, Elsevier, Elsevier, vol. 163(1), pages 85-104, July.
  18. Gengenbach Christian & Hecq Alain & Urbain Jean-Pierre, 2011. "Are Panel Unit Root Tests Useful for Real-Time Data?," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) 012, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  19. Andreas Dietrich, 2012. "Does growth cause structural change, or is it the other way around? A dynamic panel data analysis for seven OECD countries," Empirical Economics, Springer, Springer, vol. 43(3), pages 915-944, December.
  20. Marcus Kappler, 2009. "Do hours worked contain a unit root? Evidence from panel data," Empirical Economics, Springer, Springer, vol. 36(3), pages 531-555, June.
  21. Gengenbach,Christian & Palm,Franz C. & Urbain,Jean-Pierre, 2005. "Panel Cointegration Testing in the Presence of Common Factors," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) 050, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  22. Declan French, 2012. "Causation between health and income: a need to panic," Empirical Economics, Springer, Springer, vol. 42(2), pages 583-601, April.
  23. Christian Dreger & Hans-Eggert Reimers, 2009. "Hysteresis in the development of unemployment: the EU and US experience," Spanish Economic Review, Springer, Springer, vol. 11(4), pages 267-276, December.