Testing for common cointegrating rank in dynamic panels
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- Norman Gemmell & Richard Kneller & Ismael Sanz, 2016.
"Does the Composition of Government Expenditure Matter for Long-Run GDP Levels?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(4), pages 522-547, August.
- Gemmell, Norman & Kneller, Richard & Sanz, Ismael, 2014. "Does the Composition of Government Expenditure Matter for Long-run GDP Levels?," Working Paper Series 3516, Victoria University of Wellington, Chair in Public Finance.
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- Caporale, Guglielmo Maria & Cerrato, Mario, 2004. "Panel Data Tests of PPP. A Critical Overview," Economics Series 159, Institute for Advanced Studies.
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More about this item
KeywordsCointegration; Consumption; Panel data; Rank test.;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
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