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Citations for "A Residual-Based Test Of The Null Of Cointegration In Panel Data"

by Chihwa Kao & Suzanne McCoskey

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Westerlund, Joakim, 2005. "Testing for Panel Cointegration with Multiple Structural Breaks," Working Papers 2005:12, Lund University, Department of Economics.
  2. António Afonso & Christophe Rault, 2008. "What do we really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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  3. Imed Drine & Christophe Rault, 2008. "Purchasing Power Parity for Developing and Developed Countries. What can we Learn from Non-Stationary Panel Data Models?," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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  4. Funke, Michael & Ruhwedel, Ralf, 2000. "Product Variety and Economic Growth - Empirical Evidence for the OECD Countries," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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  5. António Afonso & Christophe Rault, 2008. "3-Step Analysis of Public Finances Sustainability: the Case of the European Union," Working Papers hal-00322086_v1, HAL. [Downloadable!]
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  6. Shaista Alam & Muhammad Sabihuddin Butt & Azhar Iqbal, 2001. "The Long-run Relationship between Real Exchange Rate and Real Interest Rate in Asian Countries: An Application of Panel Cointegration," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 40(4), pages 577-602. [Downloadable!]
  7. Westerlund, Joakim & Edgerton, David, 2006. "Simple Tests for Cointegration in Dependent Panels with Structural Breaks," Working Papers 2006:13, Lund University, Department of Economics, revised 28 Jan 2007. [Downloadable!]
  8. Sangjoon Jun, 2006. "The Nexus between IT Investment and Banking Performance in Korea," Global Economic Review, Taylor and Francis Journals, vol. 35(1), pages 67-96, March. [Downloadable!] (restricted)
  9. Catherine Bac & Yannick le Pen, 2002. "An International Comparison of Health Care Expenditure Determinants," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C5-1, International Conferences on Panel Data. [Downloadable!]
  10. Florian Pelgrin & Sebastian Schich, 2002. "Panel Cointegration Analysis of the Finance-Investment Link in OECD Countries," Documents de Travail de l'OFCE 2002-02, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]
  11. Westerlund, Joakim, 2005. "Testing for Error Correction in Panel Data," Working Papers 2005:11, Lund University, Department of Economics. [Downloadable!]
  12. António Afonso & Christophe Rault, 2007. "What We Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic," Working Papers 2007/20, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
  13. Suzanne McCoskey & Chihwa Kao, 1999. "A Monte Carlo Comparison of Tests for Cointegration in Panel Data," Center for Policy Research Working Papers 3, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
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  14. Chihwa Kao & Min-Hsien Chiang, 1999. "On the Estimation and Inference of a Cointegrated Regression in Panel Data," Center for Policy Research Working Papers 2, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
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  15. Anindya Banerjee & Josep Lluís Carrion-i-Silvestre, 2006. "Cointegration in Panel Data with Breaks and Cross-Section Dependence," Economics Working Papers ECO2006/5, European University Institute. [Downloadable!]
  16. Yongcheol Shin & Andy Snell, 2004. "Mean Group Tests for Stationarity in Heterogenous Panels," ESE Discussion Papers 107, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
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  17. Westerlund Joakim, 2006. "Some Cautions on the Use of the LLC Panel Unit Root Test," Research Memoranda 055, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
  18. Guglielmo Maria Caporale & Mario Cerrato, 2006. "Black Market and Official Exchange Rates: Long-Run Equilibrium and Short-Run Dynamics," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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  19. Charalambos G. Tsangarides & Magnus Saxegaard & Stéphane Roudet, 2007. "Estimation of Equilibrium Exchange Rates in the WAEMU: A Robustness Approach," IMF Working Papers 07/194, International Monetary Fund. [Downloadable!]
  20. Kurt A. Hafner, 2005. "International Patent Pattern and Technology Diffusion," Center for European, Governance and Economic Development Research (cege) Discussion Papers 44, Center for European, Governance and Economic Development Research, University of Goettingen (Germany).. [Downloadable!]
  21. Yum K. Kwan, 2006. "The Direct Substitution Between Government and Private Consumption in East Asia," NBER Working Papers 12431, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  22. Yoosoon Chang, 2000. "Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency," Econometric Society World Congress 2000 Contributed Papers 1585, Econometric Society. [Downloadable!]
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  23. Johan Lyhagen, 2008. "Why not use standard panel unit root test for testing PPP," Economics Bulletin, Economics Bulletin, vol. 3(26), pages 1-11. [Downloadable!]
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  24. Dreger, Christian & Reimers, Hans-Eggert, 2005. "Health Care Expenditures in OECD Countries: A Panel Unit Root and Cointegration Analysis," IZA Discussion Papers 1469, Institute for the Study of Labor (IZA). [Downloadable!]
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  25. Chihwa Kao & Jamie Emerson, 1999. "On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors," Center for Policy Research Working Papers 1, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
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  26. 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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  27. Suzanne McCoskey & Chihwa Kao, 1999. "Testing the Stability of a Production Function with Urbanization as a Shift Factor: An Application of Non-Stationary Panel Data Techniques," Center for Policy Research Working Papers 5, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
  28. Luciano Gutierrez, 2005. "Tests for cointegration in panels with regime shifts," Econometrics 0505007, EconWPA. [Downloadable!]
  29. Boris Hofmann, 2004. "Bank lending and property prices: some international evidence," Money Macro and Finance (MMF) Research Group Conference 2003 46, Money Macro and Finance Research Group. [Downloadable!]
  30. Christian Dreger & Hans-Eggert Reimers & Barbara Roffia, 2006. "Long-run money demand in the new EU Member States with exchange rate effects," Working Paper Series 628, European Central Bank. [Downloadable!]
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  31. Caporale, Guglielmo Maria & Cerrato, Mario, 2004. "Panel Data Tests of PPP. A Critical Overview," Economics Series 159, Institute for Advanced Studies. [Downloadable!]
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  32. Tetsushi Homma & Yoshiro Tsutsui & Uri Benzion, 2005. "Exchange rate and stock prices in Japan," Applied Financial Economics, Taylor and Francis Journals, vol. 15(7), pages 469-478, April. [Downloadable!] (restricted)
  33. Joshua Gallin, 2003. "The long-run relationship between house prices and income: evidence from local housing markets," Finance and Economics Discussion Series 2003-17, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  34. Antonia López Villavicencio, 2006. "Real equilibrium exchange rates. A panel data approach for advanced and emerging economies," Working Papers wpdea0605, Department of Applied Economics at Universitat Autonoma of Barcelona. [Downloadable!]
  35. Evren Erdogan Cosar, 2002. "Price and Income Elasticities of Turkish Export Demand : A Panel Data Application," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 2(2), pages 19-53. [Downloadable!]
  36. Josep Lluis Carrion Silvestre & Tomas del Barrio Castro & Enrique Lopez Bazo, 2003. "Breaking the panels. An application to the GDP per capita," Working Papers in Economics 97, Universitat de Barcelona. Espai de Recerca en Economia. [Downloadable!]
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  37. Wagner, Martin & Hlouskova, Jaroslava, 2007. "The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study," Economics Series 210, Institute for Advanced Studies. [Downloadable!]
  38. Deniz Dilan Karaman Örsal, 2007. "Comparison of Panel Cointegration Tests," SFB 649 Discussion Papers SFB649DP2007-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
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  39. Boris Hofmann, 2003. "Bank Lending and Property Prices: Some International Evidence," Working Papers 222003, Hong Kong Institute for Monetary Research. [Downloadable!]
  40. Mariam Camarero & Javier Ordóñez & Cecilio Tamarit, 2008. "The expectations hypothesis of the term structure in the Euro area:," Economics Bulletin, Economics Bulletin, vol. 3(3), pages 1-15. [Downloadable!]
  41. Westerlund, Joakim, 2005. "New Simple Tests for Panel Cointegration," Working Papers 2005:8, Lund University, Department of Economics.
  42. Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre, 2000. "Testing for Common Cyclical Features in Nonstationary Panel Data Models," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
  43. Carmen López-Pueyo & Jaime Sanaú, 2005. "Internal versus external economies in European countries," Applied Economics, Taylor and Francis Journals, vol. 37(4), pages 463-471, March. [Downloadable!] (restricted)
  44. Simón Sosvilla-Rivero & Emma García, . "Purchasing Power Parity Revisited," Working Papers 2003-20, FEDEA. [Downloadable!]
  45. Monica Auteri & Mauro Costantini, 2004. "Is social protection a necessity or a luxury good? New multivariate cointegration panel data results," Applied Economics, Taylor and Francis Journals, vol. 36(17), pages 1887-1898, September. [Downloadable!] (restricted)
  46. Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2004. "Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks†," Economic Working Papers at Centro de Estudios Andaluces 2004/40, Centro de Estudios Andaluces. [Downloadable!]
  47. Anindya Banerjee & Josep Lluís, 2006. "Cointegration in panel data with breaks and cross-section dependence," Working Paper Series 591, European Central Bank. [Downloadable!]
  48. 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!]
  49. Luis Eduardo Arango & Luis Fernando Melo, 2006. "Determinantes De La Elección De Administradora De Pensiones: Primeras Estimaciones A Partir De Agregados," BORRADORES DE ECONOMIA 002315, BANCO DE LA REPÚBLICA. [Downloadable!]
  50. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2006. "Bayesian Inference in a Cointegrating Panel Data Model," Discussion Papers in Economics 06/2, Department of Economics, University of Leicester. [Downloadable!]
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This page was last updated on 2008-11-13.

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