On the use of panel unit root tests on cross-sectionally dependent data: an application to PPP
Download full text from publisher
References listed on IDEAS
- Rust, John, 1987. "Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher," Econometrica, Econometric Society, vol. 55(5), pages 999-1033, September.
- repec:fth:jonhop:390 is not listed on IDEAS
- Hansen, Lars Peter & Singleton, Kenneth J, 1983. "Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns," Journal of Political Economy, University of Chicago Press, vol. 91(2), pages 249-265, April.
- Carroll Christopher Dixon, 2001.
"Death to the Log-Linearized Consumption Euler Equation! (And Very Poor Health to the Second-Order Approximation),"
The B.E. Journal of Macroeconomics,
De Gruyter, vol. 1(1), pages 1-38, April.
- Christopher D. Carroll, 1997. "Death to the Log-Linearized Consumption Euler Equation! (And Very Poor Health to the Second-Order Approximation)," NBER Working Papers 6298, National Bureau of Economic Research, Inc.
- Christopher D Carroll, 1997. "Death to the Log-Linearized Consumption euler Equation! (And Very Poor Health to the Second-Order Approximation)," Economics Working Paper Archive 390, The Johns Hopkins University,Department of Economics.
- Christopher D. Carroll, 2001. "Mathematica code for Death to the Log-Linearized Consumption Euler Equation!," QM&RBC Codes 38, Quantitative Macroeconomics & Real Business Cycles.
- Russell Cooper & John C. Haltiwanger & Jonathan L. Willis, 2010.
"Euler-Equation Estimation for Discrete Choice Models: A Capital Accumulation Application,"
NBER Working Papers
15675, National Bureau of Economic Research, Inc.
- Russell Cooper & John Haltiwanger & Jonathan Willis, 2010. "Euler-Equation Estimation for Discrete Choice Models: A Capital Accumulation Application," Working Papers 10-02, Center for Economic Studies, U.S. Census Bureau.
- Russell Cooper & John Haltiwanger & Jonathan L. Willis, 2010. "Euler-Equation Estimation for Discrete Choice Models: A Capital Accumulation Application," Economics Working Papers ECO2010/21, European University Institute.
- Russell W. Cooper & John Haltiwanger & Jonathan L. Willis, 2010. "Euler-equation estimation for discrete choice models: a capital accumulation application," Research Working Paper RWP 10-04, Federal Reserve Bank of Kansas City.
- Mankiw, N. Gregory & Zeldes, Stephen P., 1991.
"The consumption of stockholders and nonstockholders,"
Journal of Financial Economics,
Elsevier, vol. 29(1), pages 97-112, March.
- Mankiw, N.G. & Zeldes, S.P., 1990. "The Consumption Of Stockholders And Non-Stockholders," Weiss Center Working Papers 23-90, Wharton School - Weiss Center for International Financial Research.
- N. Gregory Mankiw & Stephen P. Zeldes, 1990. "The Consumption of Stockholders and Non-Stockholders," NBER Working Papers 3402, National Bureau of Economic Research, Inc.
- Hall, Robert E, 1988. "Intertemporal Substitution in Consumption," Journal of Political Economy, University of Chicago Press, vol. 96(2), pages 339-357, April.
- Heaton, John & Lucas, Deborah J, 1996.
"Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing,"
Journal of Political Economy,
University of Chicago Press, vol. 104(3), pages 443-487, June.
- John Heaton & Deborah Lucas, 1993. "Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing," NBER Working Papers 4249, National Bureau of Economic Research, Inc.
- Hansen, Lars Peter & Singleton, Kenneth J, 1982. "Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models," Econometrica, Econometric Society, vol. 50(5), pages 1269-1286, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Fabio Busetti & Silvia Fabiani & Andrew Harvey, 2006. "Convergence of Prices and Rates of Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 863-877, December.
- Martin Berka, 2009.
"Nonlinear Adjustment in Law of One Price Deviations and Physical Characteristics of Goods,"
Review of International Economics,
Wiley Blackwell, vol. 17(1), pages 51-73, February.
- Berka, Martin, 2006. "Non-linear adjustment in law of one price deviations and physical characteristics of goods," MPRA Paper 8606, University Library of Munich, Germany, revised Dec 2007.
- Österholm, Pär, 2004. "Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods," Working Paper Series 2004:13, Uppsala University, Department of Economics.
- Sanchirico, James & Newell, Richard & Papps, Kerry, 2005. "Asset Pricing in Created Markets for Fishing Quotas," Discussion Papers dp-05-46, Resources For the Future.
More about this item
Keywordspanel data; nonstationarity; cross-sectional dependence; PPP;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-11-30 (All new papers)
- NEP-ECM-2003-11-30 (Econometrics)
- NEP-ETS-2003-11-30 (Econometric Time Series)
- NEP-IFN-2003-11-30 (International Finance)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eui:euiwps:eco2003/24. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Julia Valerio). General contact details of provider: http://edirc.repec.org/data/deiueit.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.