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Inference in Panel Cointegration Models With Long Panels

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  • Larsson, Rolf
  • Lyhagen, Johan

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  • Larsson, Rolf & Lyhagen, Johan, 2007. "Inference in Panel Cointegration Models With Long Panels," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 473-483, October.
  • Handle: RePEc:bes:jnlbes:v:25:y:2007:p:473-483
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    Citations

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    Cited by:

    1. Hadri, Kaddour & Kurozumi, Eiji & Rao, Yao, 2013. "Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed," Discussion Papers 2013-12, Graduate School of Economics, Hitotsubashi University.
    2. Johan Lyhagen & Pär Österholm & Mikael Carlsson, 2007. "Testing for Purchasing Power Parity in Cointegrated Panels," IMF Working Papers 07/287, International Monetary Fund.
    3. Narayan, Paresh Kumar & Narayan, Seema & Westerlund, Joakim, 2015. "Do order imbalances predict Chinese stock returns? New evidence from intraday data," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 136-151.
    4. Marçal, Emerson Fernandes, 2013. "Exchange rate misalignments, interdependence, crises, and currency wars: an empirical assessment," Textos para discussão 348, FGV/EESP - Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
    5. Piotr Kębłowski, 2011. "The Behaviour of Exchange Rates in the Central European Countries and Credit Default Risk Premiums," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 3(4), pages 221-236, December.
    6. repec:fgv:epgrbe:v:68:n:2:a:5 is not listed on IDEAS
    7. Alexei Onatski & Chen Wang, 2016. "Alternative Asymptotics for Cointegration Tests in Large VARs," Cambridge Working Papers in Economics 1637, Faculty of Economics, University of Cambridge.
    8. Marçal, Emerson Fernandes, 2014. "Desalinhamentos Cambiais, Interdependência, Crises, Guerras cambiais: Uma avaliação empírica," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 68(2), June.
    9. Tuomas, Malinen, 2011. "Inequality and savings: a reassesment of the relationship in cointegrated panels," MPRA Paper 33350, University Library of Munich, Germany.
    10. Tuomas Malinen, 2011. "Income Inequality and Savings: A Reassessment of the Relationship in Cointegrated Panels," DEGIT Conference Papers c016_076, DEGIT, Dynamics, Economic Growth, and International Trade.
    11. Piotr Kębłowski, 2016. "Canonical Correlation Analysis in Panel Vector Error Correction Model. Performance Comparison," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 8(4), pages 203-217, December.

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