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Citations for "Linear Regression Limit Theory for Nonstationary Panel Data"

by Peter C.B. Phillips & Hyungsik R. Moon

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  1. Konopczak, Karolina & Torój, Andrzej, 2010. "Estimating the Baumol-Bowen and Balassa-Samuelson effects in the Polish economy - a disaggregated approach," MF Working Papers 7, Ministry of Finance in Poland, revised 27 Sep 2010.
  2. Sascha O. Becker & Mathias Hoffmann, 2003. "Intra-and International Risk-Sharing in the Short Run and the Long Run," CESifo Working Paper Series 1111, CESifo Group Munich.
  3. Canry, Nicolas & Fouquau, Julien & Lechevalier, Sébastien, 2007. "Price Dynamics in Japan (1981-2001): A Structural Analysis of Mechanisms in the Goods and Labor Markets," Discussion Paper Series a493, Institute of Economic Research, Hitotsubashi University.
  4. Chirok Han & Peter C.B. Phillips, 2007. "GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity," Cowles Foundation Discussion Papers 1599, Cowles Foundation for Research in Economics, Yale University.
  5. Hyungsik R. Moon & Peter C.B. Phillips, 1999. "Estimation of Autoregressive Roots Near Unity Using Panel Data," Cowles Foundation Discussion Papers 1224, Cowles Foundation for Research in Economics, Yale University.
  6. Nicole Grunewald & Inmaculada Martínez-Zarzoso, 2014. "Green Growth in Mexico, Brazil and Chile: Policy strategies and future prospects," Ibero America Institute for Econ. Research (IAI) Discussion Papers 229, Ibero-America Institute for Economic Research.
  7. Christoph Fischer, 2004. "Real currency appreciation in accession countries: Balassa-Samuelson and investment demand," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 140(2), pages 179-210, June.
  8. Coakley, Jerry & Flood, Robert P. & Fuertes, Ana M. & Taylor, Mark P., 2005. "Purchasing power parity and the theory of general relativity: the first tests," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 293-316, March.
  9. McKenzie, D.J.David J., 2004. "Asymptotic theory for heterogeneous dynamic pseudo-panels," Journal of Econometrics, Elsevier, vol. 120(2), pages 235-262, June.
  10. Tino Berger & Gerdie Everaert, 2009. "A replication note on unemployment in the OECD since the 1960s: what do we know?," Empirical Economics, Springer, vol. 36(2), pages 479-485, May.
  11. Christophe Hurlin & Valérie Mignon, 2006. "Une synthèse des tests de cointégration sur données de panel," Working Papers halshs-00070887, HAL.
  12. Pedro M. G. Martins, 2010. "Aid Absorption and Spending in Africa: A Panel Cointegration Approach," Working Paper Series 1010, Department of Economics, University of Sussex.
  13. Alfonso ARPAIA & Alessandro TURRINI, . "Government Expenditure and Economic Growth in the EU: Long-Run Tendencies and Short-Term Adjustment," EcoMod2008 23800006, EcoMod.
  14. Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi, 2006. "Panels with Nonstationary Multifactor Error Structures," IZA Discussion Papers 2243, Institute for the Study of Labor (IZA).
  15. Song, Tao & Zheng, Tingguo & Tong, Lianjun, 2008. "An empirical test of the environmental Kuznets curve in China: A panel cointegration approach," China Economic Review, Elsevier, vol. 19(3), pages 381-392, September.
  16. repec:unm:umamet:2006054 is not listed on IDEAS
  17. Ronald MacDonald & Luca Antonio Ricci, 2001. "PPP and the Balassa Samuelson Effect; The Role of the Distribution Sector," IMF Working Papers 01/38, International Monetary Fund.
  18. M.F.Meyer Bittencourt, 2005. "Macroeconomic Performance and Inequality: Brazil 1983-94," The Centre for Market and Public Organisation 05/114, Department of Economics, University of Bristol, UK.
  19. Massimiliano Mazzanti & Antonio Musolesi, 2010. "Carbon Abatement Leaders and Laggards Non Parametric Analyses of Policy Oriented Kuznets Curves," Working Papers 2010.149, Fondazione Eni Enrico Mattei.
  20. Bayer, Christian, 2008. "On the interaction of financial frictions and fixed capital adjustment costs: Evidence from a panel of German firms," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3538-3559, November.
  21. Fernández-Val, Iván & Vella, Francis, 2011. "Bias corrections for two-step fixed effects panel data estimators," Journal of Econometrics, Elsevier, vol. 163(2), pages 144-162, August.
  22. Susan Schadler & Pipat Luengnaruemitchai, 2007. "Do Economists’ and Financial Markets’ Perspectives on the New Members of the EU differ?," IMF Working Papers 07/65, International Monetary Fund.
  23. Karanassou, Marika & Sala, Hector & Snower, Dennis, 2003. "Unemployment in the European Union: a dynamic reappraisal," Economic Modelling, Elsevier, vol. 20(2), pages 237-273, March.
  24. Paulauskas, Vygantas, 2010. "On Beveridge-Nelson decomposition and limit theorems for linear random fields," Journal of Multivariate Analysis, Elsevier, vol. 101(3), pages 621-639, March.
  25. Carlsson, Mikael & Lyhagen, Johan & Österholm, Pär, 2007. "Testing for Purchasing Power Parity in Cointegrated Panels," Working Paper Series 2008:1, Uppsala University, Department of Economics.
  26. Eric JONDEAU & Florian PELGRIN, . "Estimating Aggregate Autoregressive Processes When Only Macro Data are Available," Swiss Finance Institute Research Paper Series 14-43, Swiss Finance Institute.
  27. Chihwa Kao & Suzanne McCoskey, 1997. "A Residual-Based Test Of The Null Of Cointegration In Panel Data," Econometrics 9711002, EconWPA.
  28. Lena Boneva (Körber) & Oliver Linton & Michael Vogt, 2013. "A semiparametric model for heterogeneous panel data with fixed effects," CeMMAP working papers CWP02/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  29. Francis Teal & Markus Eberhardt, 2009. "Econometrics for Grumblers: A New Look at the Literature on Cross-Country Growth Empirics," Economics Series Working Papers CSAE WPS/2009-07, University of Oxford, Department of Economics.
  30. Badi H. Baltagi & Chihwa Kao & Long Liu, 2007. "Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals," Center for Policy Research Working Papers 93, Center for Policy Research, Maxwell School, Syracuse University.
  31. Agnès Bénassy-Quéré & Dramane Coulibaly, 2014. "The impact of market regulations on intra-European real exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 150(3), pages 529-556, August.
  32. Farhani, Sahbi & Shahbaz, Muhammad & AROURI, Mohamed El Hedi, 2013. "Panel analysis of CO2 emissions, GDP, energy consumption, trade openness and urbanization for MENA countries," MPRA Paper 49258, University Library of Munich, Germany, revised 20 Aug 2013.
  33. Westerlund, Joakim, 2005. "Testing for Error Correction in Panel Data," Working Papers 2005:11, Lund University, Department of Economics.
  34. Jason Allen & Ying Liu, 2007. "Efficiency and economies of scale of large Canadian banks," Canadian Journal of Economics, Canadian Economics Association, vol. 40(1), pages 225-244, February.
  35. Yunus Aksoy & Henrique S. Basso & Ron P. Smith & Tobias Grasl, 2016. "Demographic Structure and Macroeconomic Trends," CESifo Working Paper Series 5872, CESifo Group Munich.
  36. Noman, Abdullah, 2008. "Testing for PPP in the Mean-Group Panel Regression Framework: Further Evidence," MPRA Paper 7825, University Library of Munich, Germany.
  37. repec:zbw:rwirep:0557 is not listed on IDEAS
  38. Jörg Breitung & M. Hashem Pesaran, 2005. "Unit Roots and Cointegration in Panels," IEPR Working Papers 05.32, Institute of Economic Policy Research (IEPR).
  39. Joakim Westerlund, 2006. "Testing for Panel Cointegration with Multiple Structural Breaks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(1), pages 101-132, 02.
  40. Horváth, Roman & Podpiera, Anca, 2012. "Heterogeneity in bank pricing policies: The Czech evidence," Economic Systems, Elsevier, vol. 36(1), pages 87-108.
  41. Cheng Hsiao, 2007. "Panel data analysis—advantages and challenges," TEST- An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(1), pages 1-22, May.
  42. Pesaran, M.H. & Chudik, A., 2011. "Aggregation in Large Dynamic Panels," Cambridge Working Papers in Economics 1118, Faculty of Economics, University of Cambridge.
  43. Manoel Bittencourt, 2014. "Education and Fertility: Panel Time-Series Evidence from Southern Africa," Working Papers 201402, University of Pretoria, Department of Economics.
  44. Rafael Alexis Acevedo Rueda & José U. Mora Mora, 2008. "Sociopolitical and judicial factors as determinants of private investment in Latin America," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, vol. 33(26), pages 93-118, july-dece.
  45. César A. Calderón, 2004. "Real exchange rates in the long and short run: a panel co-integration approach," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 19(2), pages 41-83, December.
  46. Thomas Lindh & Bo Malmberg, 2009. "European Union economic growth and the age structure of the population," Economic Change and Restructuring, Springer, vol. 42(3), pages 159-187, August.
  47. Pellervo Hämäläinen & Tuomas Malinen, 2011. "The relationship between regional value-added and public capital in Finland: what do the new panel econometric techniques tell us?," Empirical Economics, Springer, vol. 40(1), pages 237-252, February.
  48. Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips, 2003. "Incidental Trends and the Power of Panel Unit Root Tests," Cowles Foundation Discussion Papers 1435, Cowles Foundation for Research in Economics, Yale University.
  49. Behera, Smruti Ranjan Behera & Dua, Pami Dua & Goldar, Bishwanath Goldar, 2012. "Horizontal and Vertical Technology Spillover of Foreign Direct Investment: An Evaluation across Indian Manufacturing Industries," MPRA Paper 43293, University Library of Munich, Germany.
  50. Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2014. "Testing for Panel Cointegration using Common Correlated Effects Estimators," Discussion Papers 15-02, Department of Economics, University of Birmingham.
  51. Jushan Bai & Chihwa Kao, 2005. "On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence," Center for Policy Research Working Papers 75, Center for Policy Research, Maxwell School, Syracuse University.
  52. Sahbi Farhani, 2015. "Renewable energy consumption, economic growth and CO2 emissions: Evidence from selected MENA countries," Working Papers 2015-612, Department of Research, Ipag Business School.
  53. Su, Jen-Je, 2003. "A Note On Spurious Regression In Panels With Cross-Section Dependence," Discussion Papers 23712, Massey University, Department of Applied and International Economics.
  54. Herwartz, Helmut & Neumann, Michael H., 2005. "Bootstrap inference in systems of single equation error correction models," Journal of Econometrics, Elsevier, vol. 128(1), pages 165-193, September.
  55. Haruo Iwakura & Ryo Okui, 2014. "Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models," KIER Working Papers 887, Kyoto University, Institute of Economic Research.
  56. Issler, João Victor & Rodrigues, Claudia & Burjack, Rafael, 2014. "Using common features to understand the behavior of metal-commodity prices and forecast them at different horizons," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 310-335.
  57. Jorg Breitung, 2005. "A Parametric approach to the Estimation of Cointegration Vectors in Panel Data," Econometric Reviews, Taylor & Francis Journals, vol. 24(2), pages 151-173.
  58. Smith, James, 2008. "That elusive elasticity and the ubiquitous bias: Is panel data a panacea?," Journal of Macroeconomics, Elsevier, vol. 30(2), pages 760-779, June.
  59. Gengenbach, Christian & Urbain, Jean-Pierre & Westerlund, Joakim, 2013. "Alternative representations for cointegrated panels with global stochastic trends," Economics Letters, Elsevier, vol. 118(3), pages 485-488.
  60. Jäger, Philipp & Schmidt, Torsten, 2016. "The political economy of public investment when population is aging: A panel cointegration analysis," European Journal of Political Economy, Elsevier, vol. 43(C), pages 145-158.
  61. Poelhekke, Steven, 2015. "Do global banks facilitate foreign direct investment?," European Economic Review, Elsevier, vol. 76(C), pages 25-46.
  62. Hjalmarsson, Erik, 2010. "Predicting Global Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(01), pages 49-80, February.
  63. Gregory Connor & Matthias Hagmann & Oliver Linton, 2007. "Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns," STICERD - Econometrics Paper Series 524, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  64. Herwartz, Helmut & Weber, Henning, 2013. "The role of cross-sectional heterogeneity for magnitude and timing of the euro's trade effect," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 48-74.
  65. Philipp Jäger & Torsten Schmidt, 2015. "The Political Economy of Public Investment when Population is Aging – A Panel Cointegration Analysis," Ruhr Economic Papers 0557, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  66. Steven Poelhekke, 2011. "Home Bank Intermediation of Foreign Direct Investment," DNB Working Papers 299, Netherlands Central Bank, Research Department.
  67. Christian Bayer, 2004. "Aggregate investment dynamics when firms face fixed investment cost and capital market imperfections," Econometrics 0405001, EconWPA.
  68. Kaddour Hadri & Eiji Kurozumi, 2011. "A Locally Optimal Test for No Unit Root in Cross-Sectionally Dependent Panel Data," Economics Working Papers 11-02, Queen's Management School, Queen's University Belfast.
  69. De Santis, Roberto A. & Anderton, Robert & Hijzen, Alexander, 2004. "On the determinants of euro area FDI to the United States: the knowledge- capital-Tobin's Q framework," Working Paper Series 0329, European Central Bank.
  70. Badi H. Baltagi & Chihwa Kao & Long Liu, 2015. "Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term," Center for Policy Research Working Papers 178, Center for Policy Research, Maxwell School, Syracuse University.
  71. Gilbert Colletaz & Christophe Hurlin, 2006. "Threshold Effects of the Public Capital Productivity : An International Panel Smooth Transition Approach," Working Papers halshs-00008056, HAL.
  72. Herwartz, Helmut & Siedenburg, Florian, 2009. "The effects of variance breaks on homogenous panel unit root tests," Economics Working Papers 2009,07, Christian-Albrechts-University of Kiel, Department of Economics.
  73. Nelson C. Mark & Donggyu Sul, 2002. "Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand," NBER Technical Working Papers 0287, National Bureau of Economic Research, Inc.
  74. Becheri, I.G. & Drost, F.C. & van den Akker, R., 2013. "Asymptotically UMP Panel Unit Root Tests," Discussion Paper 2013-017, Tilburg University, Center for Economic Research.
  75. repec:hhs:bofitp:2002_008 is not listed on IDEAS
  76. Chakrabarti, Avik, 2006. "The saving-investment relationship revisited: New evidence from multivariate heterogeneous panel cointegration analyses," Journal of Comparative Economics, Elsevier, vol. 34(2), pages 402-419, June.
  77. Gaglianone, Wagner Piazza & Issler, João Victor, 2015. "Microfounded forecasting," Economics Working Papers (Ensaios Economicos da EPGE) 766, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  78. Ricardo Bebczuk & Tamara Burdisso & Máximo Sangiácomo, 2012. "Credit vs. Payment Services: Financial Development and Economic Activity Revisited," BCRA Working Paper Series 201256, Central Bank of Argentina, Economic Research Department.
  79. Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2004. "Unobserved Heterogeneity in Panel Time Series Models," Birkbeck Working Papers in Economics and Finance 0403, Birkbeck, Department of Economics, Mathematics & Statistics.
  80. Manoel Bittencourt & Renee van Eyden & Monaheng Seleteng, 2013. "Inflation and Economic Growth in the SADC: Some Panel Time-Series Evidence," Working Papers 201354, University of Pretoria, Department of Economics.
  81. repec:zbw:rwirep:0017 is not listed on IDEAS
  82. Iva Cecchin, 2011. "Mortgage Rate Pass-Through in Switzerland," Working Papers 2011-08, Swiss National Bank.
  83. Bittencourt, Manoel, 2011. "Inflation and financial development: Evidence from Brazil," Economic Modelling, Elsevier, vol. 28(1-2), pages 91-99, January.
  84. Deniz Dilan Karaman Örsal, 2008. "Comparison of Panel Cointegration Tests," Economics Bulletin, AccessEcon, vol. 3(6), pages 1-20.
  85. Hjalmarsson, Erik, 2008. "The Stambaugh bias in panel predictive regressions," Finance Research Letters, Elsevier, vol. 5(1), pages 47-58, March.
  86. Westerlund, Joakim & Larsson, Rolf, 2015. "New tools for understanding the local asymptotic power of panel unit root tests," Journal of Econometrics, Elsevier, vol. 188(1), pages 59-93.
  87. Fernández-Val, Iván & Weidner, Martin, 2016. "Individual and time effects in nonlinear panel models with large N, T," Journal of Econometrics, Elsevier, vol. 192(1), pages 291-312.
  88. MacDonald, Ronald & Ricci, Luca Antonio, 2007. "Real exchange rates, imperfect substitutability, and imperfect competition," Journal of Macroeconomics, Elsevier, vol. 29(4), pages 639-664, December.
  89. Jimmy Skoglund & Sune Karlsson, 2002. "Asymptotics for random effects models with serial correlation," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A6-1, International Conferences on Panel Data.
  90. He, Changli & Sandberg, Rickard, 2005. "Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels," SSE/EFI Working Paper Series in Economics and Finance 582, Stockholm School of Economics.
  91. Charlotte S. Hansen & Bjorn E. Tuypens, 2004. "Long-Run Regressions: Theory and Application to US Asset Markets," Finance 0410018, EconWPA.
  92. Kajal Lahiri & Huaming Peng & Xuguang Sheng, 2015. "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," CESifo Working Paper Series 5468, CESifo Group Munich.
  93. Markus Eberhardt & Andrea F. Presbitero, 2013. "This Time They’re Different: Heterogeneity and Nonlinearity in the Relationship between Debt and Growth," Discussion Papers 2013/10, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  94. Weber, Henning & Herwartz, Helmut, 2008. "When, how fast and by how much do trade costs change in the euro area?," Discussion Papers 2008/18, Free University Berlin, School of Business & Economics.
  95. Christian Dreger & Hans-Eggert Reimers, 2004. "Panel Seasonal Unit Root Test With An Application for Unemployment Data," IWH Discussion Papers 191, Halle Institute for Economic Research.
  96. Hyungsik Roger Moon, 2000. "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," Econometric Society World Congress 2000 Contributed Papers 0913, Econometric Society.
  97. Herwartz, Helmut & Walle, Yabibal M., 2014. "Openness and the finance-growth nexus," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 235-247.
  98. Herzer, Dierk & Nunnenkamo, Peter, 2014. "Income Inequality and Health: Evidence from Developed and Developing Countries," Working Paper 141/2014, Helmut Schmidt University, Hamburg.
  99. Balli, Faruk & Basher, Syed Abul & Rana, Faisal, 2014. "The determinants of the volatility of returns on cross-border asset holdings," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 1-23.
  100. Beenstock, Michael & Haitovsky, Yoel, 2004. "Does the appointment of judges increase the output of the judiciary?," International Review of Law and Economics, Elsevier, vol. 24(3), pages 351-369, September.
  101. Jerry Coakley & Stuart Snaith, 2004. "Testing for Long Run Relative PPP in Europe," Money Macro and Finance (MMF) Research Group Conference 2004 34, Money Macro and Finance Research Group.
  102. Peter Pedroni, 2001. "Purchasing Power Parity Tests In Cointegrated Panels," The Review of Economics and Statistics, MIT Press, vol. 83(4), pages 727-731, November.
  103. 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.
  104. Valérie Mignon & Christophe Hurlin, 2005. "Une synthèse des tests de racine unitaire sur données de panel," Économie et Prévision, Programme National Persée, vol. 169(3), pages 253-294.
  105. Jens J. Krüger, 2003. "Productivity Dynamics Beyond-the-Mean in U.S. Manufacturing Industries," Jenaer Schriften zur Wirtschaftswissenschaft 09/2003, Friedrich-Schiller-Universität Jena, Wirtschaftswissenschaftliche Fakultät.
  106. Nahum, Ruth-Aïda, 2005. "Income Inequality and Growth: a Panel Study of Swedish Counties 1960-2000," Arbetsrapport 2005:3, Institute for Futures Studies.
  107. repec:fgv:epgewp:736 is not listed on IDEAS
  108. Connor, Gregory & Korajczyk, Robert A. & Linton, Oliver, 2006. "The common and specific components of dynamic volatility," Journal of Econometrics, Elsevier, vol. 132(1), pages 231-255, May.
  109. Jushan Bai & Serena Ng, 2001. "A Panic Attack on Unit Roots and Cointegration," Economics Working Paper Archive 469, The Johns Hopkins University,Department of Economics.
  110. Javier Hidalgo & Pedro Souza, 2013. "Testing for equality of an increasing number of spectral density functions," LSE Research Online Documents on Economics 58195, London School of Economics and Political Science, LSE Library.
  111. Farhani, Sahbi & Mrizak, Sana & Chaibi, Anissa & Rault, Christophe, 2014. "The environmental Kuznets curve and sustainability: A panel data analysis," Energy Policy, Elsevier, vol. 71(C), pages 189-198.
  112. Carl S Bonham & Richard H Cohen, 2000. "To Aggregate, Pool, or Neither: Testing the Rational Expectations Hypothesis Using Survey Data," Working Papers 200003, University of Hawaii at Manoa, Department of Economics.
  113. Peter C.B. Phillips & Donggyu Sul, 2005. "Economic Transition and Growth," Cowles Foundation Discussion Papers 1514, Cowles Foundation for Research in Economics, Yale University.
  114. Wagner Piazza Gaglianone & João Victor Issler & Silvia Maria Matos, 2016. "Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation," Working Papers Series 436, Central Bank of Brazil, Research Department.
  115. Davidson, James & Sibbertsen, Philipp, 2005. "Generating schemes for long memory processes: regimes, aggregation and linearity," Journal of Econometrics, Elsevier, vol. 128(2), pages 253-282, October.
  116. Alagidede, Paul & Adu, George & Frimpong, Prince Boakye, 2014. "The effect of climate change on economic growth: Evidence from Sub-Saharan Africa," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  117. Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006. "Econometrics: A Bird's Eye View," IZA Discussion Papers 2458, Institute for the Study of Labor (IZA).
  118. João Barata Ribeiro Blanco Barroso, 2012. "Pricing-to-market by Brazilian Exporters: a Panel Cointegration Approach," Working Papers Series 270, Central Bank of Brazil, Research Department.
  119. Avik Chakrabarti, 2006. "Real exchange rates and real interest rates once again: a multivariate panel cointegration analysis," Applied Economics, Taylor & Francis Journals, vol. 38(11), pages 1217-1221.
  120. Jens Krüger, 2006. "Productivity dynamics beyond-the-mean in U.S. manufacturing industries: An application of quantile regression," Empirical Economics, Springer, vol. 31(1), pages 95-111, March.
  121. Carolyn Chisadza & Manoel Bittencourt, 2014. "Is Democracy Eluding Sub-Saharan Africa?," Working Papers 201403, University of Pretoria, Department of Economics.
  122. Wagner, Martin, 2006. "The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics?," Economics Series 197, Institute for Advanced Studies.
  123. Johan Lyhagen, 2008. "Why not use standard panel unit root test for testing PPP," Economics Bulletin, AccessEcon, vol. 3(26), pages 1-11.
  124. Ralf Dewenter & Justus Haucap, 2007. "Demand Elasticities for Mobile Telecommunications in Austria," Ruhr Economic Papers 0017, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  125. Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2006. "Is There a Euro Effect on Trade? An Application of End-of-Sample Structural Break Tests for Panel Data," IHEID Working Papers 04-2006, Economics Section, The Graduate Institute of International Studies, revised Apr 2006.
  126. Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2002. "A Principal Components Approach to Cross-Section Dependence in Panels," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B5-3, International Conferences on Panel Data.
  127. Michael J. Artis & Mathias Hoffmann, 2007. "The Home Bias and Capital Income Flows between Countries and Regions," IEW - Working Papers 316, Institute for Empirical Research in Economics - University of Zurich.
  128. Badi H. Baltagi & Chihwa Kao & Long Liu, 2012. "On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments," Center for Policy Research Working Papers 143, Center for Policy Research, Maxwell School, Syracuse University.
  129. Westerlund, Joakim & Larsson, Rolf, 2009. "A Note On The Pooling Of Individual Panic Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1851-1868, December.
  130. 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.
  131. Megumi Kubota, . "Real Exchange Rate Misalignments: Theoretical Modelling and Empirical Evidence," Discussion Papers 09/24, Department of Economics, University of York.
  132. Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2011. "Testing for Panel Cointegration Using Common Correlated Effects," Discussion Papers 11-16, Department of Economics, University of Birmingham.
  133. Chafik Kammoun & Younes Boujelbene, 2012. "Modelling the Causal Relationship between Seniority of the CEO in the Enterprise and the Debt in USA," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 2(2), pages 27-33, April.
  134. Özatay, Fatih & Özmen, Erdal & Sahinbeyoglu, Gülbin, 2009. "Emerging market sovereign spreads, global financial conditions and U.S. macroeconomic news," Economic Modelling, Elsevier, vol. 26(2), pages 526-531, March.
  135. Harb, Nasri, 2005. "Import Demand in Heterogeneous Panel Setting," MPRA Paper 13622, University Library of Munich, Germany.
  136. Ivan Fernandez-Val, 2007. "Fixed Effects Estimation of Structural Parameters and Marginal Effects in Panel Probit Models," Boston University - Department of Economics - Working Papers Series WP2007-009, Boston University - Department of Economics.
  137. Jaroslava Hlouskova & Martin Wagner, 2005. "The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study," Diskussionsschriften dp0503, Universitaet Bern, Departement Volkswirtschaft.
  138. Li Li & Jianjun Wang, 2015. "The Effects of Coal Switching and Improvements in Electricity Production Efficiency and Consumption on CO 2 Mitigation Goals in China," Sustainability, MDPI, Open Access Journal, vol. 7(7), pages 9540, July.
  139. Tim Buyse & Freddy Heylen & Ruben Schoonackers, 2016. "On the role of public policies and wage formation for private investment in R&D:A long-run panel analysis," Working Paper Research 292, National Bank of Belgium.
  140. Jose Eduardo de A. Ferreira, 2006. "Effects of Fundamentals on the Exchange Rate: A Panel Analysis for a Sample of Industrialised and Emerging Economies," Studies in Economics 0603, School of Economics, University of Kent.
  141. repec:ipg:wpaper:2014-529 is not listed on IDEAS
  142. Guglielmo Maria Caporale & Mario Cerrato, 2004. "Panel Data Tests Of Ppp: A Critical Overview," Economics and Finance Discussion Papers 04-18, Economics and Finance Section, School of Social Sciences, Brunel University.
  143. Moon, H.R.Hyungsik Roger & Perron, Benoit, 2004. "Testing for a unit root in panels with dynamic factors," Journal of Econometrics, Elsevier, vol. 122(1), pages 81-126, September.
  144. De Graeve, Ferre & De Jonghe, Olivier & Vennet, Rudi Vander, 2007. "Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets," Journal of Banking & Finance, Elsevier, vol. 31(1), pages 259-278, January.
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  146. Fernando Arias & David Delgado & Daniel Parra & Hernán Rincón-Castro, 2016. "Gross Capital Flows and their long-term Determinants for Developing Economies: A Panel Co-integration Approach," Borradores de Economia 932, Banco de la Republica de Colombia.
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  151. Hüseyin Kalyoncu & Muhittin Kaplan, 2014. "Analyzing the Sustainability of Current Account in ASEAN Countries: Test of Intertemporal Borrowing Constraints," International Journal of Economics and Financial Issues, Econjournals, vol. 4(3), pages 564-571.
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  155. Mei-Hsiu Chen & Kenneth W Clements & Grace Gao, 2013. "Three Facts About World Metal Prices," Economics Discussion / Working Papers 13-01, The University of Western Australia, Department of Economics.
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  161. Jushan Bai; Josep Lluís Carrion-i-Silvestre, 2004. "Structural changes, common stochastic trends and unit roots in panel data," Econometric Society 2004 North American Summer Meetings 345, Econometric Society.
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  166. Jason Allen & Walter Engert & Ying Liu, 2007. "A Comparison of Canadian and US Universal Banks: Efficiency, Productivity, and the Role of Technology," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 61-96, January-J.
  167. Bernd Droge & Deniz Dilan Karaman Örsal, 2009. "Panel Cointegration Testing in the Presence of a Time Trend," SFB 649 Discussion Papers SFB649DP2009-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  168. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2000. "Testing for Common Cyclical Features in Nonstationary Panel Data Models," CESifo Working Paper Series 248, CESifo Group Munich.
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  170. Konopczak, Michal, 2015. "Government debt holdings of non-residents – an analysis of the impact on selected emerging economies’ sovereign risk," MPRA Paper 68597, University Library of Munich, Germany.
  171. Raffaello Bronzini & Paolo Piselli, 2005. "What determines productivity level in the long run? Evidence from Italians regions," ERSA conference papers ersa05p267, European Regional Science Association.
  172. Hjalmarsson, Erik, 2005. "On the Predictability of Global Stock Returns," Working Papers in Economics 161, University of Gothenburg, Department of Economics.
  173. Castagnetti, Carolina & Rossi, Eduardo & Trapani, Lorenzo, 2015. "Inference on factor structures in heterogeneous panels," Journal of Econometrics, Elsevier, vol. 184(1), pages 145-157.
  174. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2012. "Testing for unit roots in the presence of uncertainty over both the trend and initial condition," Journal of Econometrics, Elsevier, vol. 169(2), pages 188-195.
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  176. Michael Beenstock & Daniel Felsenstein, 2010. "Spatial error correction and cointegration in nonstationary panel data: regional house prices in Israel," Journal of Geographical Systems, Springer, vol. 12(2), pages 189-206, June.
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  184. marchese, malvina, 2009. "Monte Carlo experiment on the pooled ols estimator in large mixed panels," MPRA Paper 36110, University Library of Munich, Germany.
  185. Josep Lluís Carrion-i-Silvestre & Tomás del Barrio-Castro & Enrique López-Bazo, 2002. "Level shifts in a panel data based unit root test. An application to the rate of unemployment," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C5-2, International Conferences on Panel Data.
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  188. Manoel Bittencourt, 2008. "Macroeconomic Performance and Inequality: Brazil 1983-1994," Working Papers 101, Economic Research Southern Africa.
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  190. Okui, Ryo, 2009. "Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2897-2909.
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  192. Agnolucci, Paolo, 2009. "The energy demand in the British and German industrial sectors: Heterogeneity and common factors," Energy Economics, Elsevier, vol. 31(1), pages 175-187, January.
  193. Ouedraogo, Nadia S., 2013. "Energy consumption and human development: Evidence from a panel cointegration and error correction model," Energy, Elsevier, vol. 63(C), pages 28-41.
  194. Badi H. Baltagi & Qu Feng & Chihwa Kao, 2015. "Estimation of Heterogeneous Panels with Structural Breaks," Center for Policy Research Working Papers 179, Center for Policy Research, Maxwell School, Syracuse University.
  195. Farhani, Sahbi & Shahbaz, Muhammad, 2014. "What role of renewable and non-renewable electricity consumption and output is needed to initially mitigate CO2 emissions in MENA region?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 40(C), pages 80-90.
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  197. Oliver Linton & Søren Feodor Nielsen & Jens Perch Nielsen, 2009. "Nonparametric Regression with a Latent Time Series," STICERD - Econometrics Paper Series 538, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  198. Galimberti, Jaqueson K. & Moura, Marcelo L., 2010. "Taylor Rules and Exchange Rate Predictability in Emerging Economies," Insper Working Papers wpe_214, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  199. Avik Chakrabarti, 2003. "Import competition, employment and wage in US manufacturing: new evidence from multivariate panel cointegration analysis," Applied Economics, Taylor & Francis Journals, vol. 35(13), pages 1445-1449.
  200. Nemati, Mehdi & Hu, Wuyang & Reed, Michael, 2016. "Are Free Trade Agreements Good for the Environment? A Panel Data Analysis," 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts 235631, Agricultural and Applied Economics Association.
  201. Diallo, Ibrahima Amadou, 2007. "Exchange rate volatility and investment: a panel data cointegration approach," MPRA Paper 5364, University Library of Munich, Germany.
  202. Manoel F. Meyer Bittencourt, 2006. "Financial Development and Inequality: Brazil 1985-99," Bristol Economics Discussion Papers 06/582, Department of Economics, University of Bristol, UK.
  203. Kaddour Hadri & Yao Rao, 2006. "Panel Stationarity Test with Structural Breaks," Research Papers 200615, University of Liverpool Management School.
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  209. Acevedo Rueda, Rafael Alexis & Mora Mora, José U., 2008. "Factores socio-político y judiciales como determinantes de la inversión privada en Latinoamérica
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  217. Ventosa-Santaulària, Daniel, 2008. "Spurious Regression," MPRA Paper 59008, University Library of Munich, Germany.
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  220. Maican, Florin G. & Sweeney, Richard J., 2006. "Real Exchange Rate Adjustment In European Transition Countries," Working Papers in Economics 202, University of Gothenburg, Department of Economics.
  221. Bande, Roberto & Karanassou, Marika, 2007. "Labour Market Flexibility and Regional Unemployment Rate Dynamics: Spain 1980-1995," IZA Discussion Papers 2593, Institute for the Study of Labor (IZA).
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  228. Haruo Iwakura, 2014. "Deriving the Information Bounds for Nonlinear Panel Data Models with Fixed Effects," KIER Working Papers 886, Kyoto University, Institute of Economic Research.
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  240. Etienne B. Yehoue & Gilles J. Dufrénot, 2005. "Real Exchange Rate Misalignment; A Panel Co-Integration and Common Factor Analysis," IMF Working Papers 05/164, International Monetary Fund.
  241. de la Croix, David & Lindh, Thomas & Malmberg, Bo, 2006. "Growth and Longevity from the Industrial Revolution to the Future of an Aging Society," Arbetsrapport 2006:9, Institute for Futures Studies.
  242. Javier Hidalgo & Marcia M Schafgans, 2015. "Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence," STICERD - Econometrics Paper Series /2015/583, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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  250. Manoel Bittencourt, 2014. "Primary Education and Fertility Rates in Southern Africa: Evidence from Before the Demographic Transition," Working Papers 432, Economic Research Southern Africa.
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  259. Farhani, Sahbi & Shahbaz, Muhammad & Sbia, Rashid, 2013. "What is MENA Region Initially Needed: Grow Output or Mitigate CO2 Emissions?," MPRA Paper 48859, University Library of Munich, Germany, revised 05 Aug 2013.
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  262. Steven Poelhekke & Frederick van der Ploeg, 2010. "Do Natural Resources Attract FDI? Evidence from non-stationary sector level data," DNB Working Papers 266, Netherlands Central Bank, Research Department.
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  288. Furuoka, Fumitaka, 2015. "Financial development and energy consumption: Evidence from a heterogeneous panel of Asian countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 52(C), pages 430-444.
  289. Joakim Westerlund, 2008. "Panel cointegration tests of the Fisher effect," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(2), pages 193-233.
  290. Lorenzo Trapani & Giovanni Urga, 2007. "Micro versus Macro Cointegration in Heterogeneous Panels," Working Papers 0711, Department of Economics and Technology Management, University of Bergamo.
  291. repec:ipg:wpaper:2014-449 is not listed on IDEAS
  292. Anke Hoeffler & Robert H. Bates & Ghada Fayad, 2012. "Income and Democracy; Lipset's Law Revisited," IMF Working Papers 12/295, International Monetary Fund.
  293. Faruk, Balli & Syed Abul, Basher & Rosmy, Jean Louis & Ahmed Saber, Mahmud, 2016. "On the global determinants of visiting home," MPRA Paper 72291, University Library of Munich, Germany.
  294. Herwartz, Helmut & Reimers, Hans-Eggert, 2006. "Modelling the Fisher hypothesis: World wide evidence," Economics Working Papers 2006,04, Christian-Albrechts-University of Kiel, Department of Economics.
  295. Mendi, Pedro, 2007. "Trade in disembodied technology and total factor productivity in OECD countries," Research Policy, Elsevier, vol. 36(1), pages 121-133, February.
  296. Valerio Crispolti & Daniela Marconi, 2005. "Technology transfer and economic growth in developing countries: an econometric analysis," Temi di discussione (Economic working papers) 564, Bank of Italy, Economic Research and International Relations Area.
  297. Phillips, Peter C.B. & Han, Chirok, 2015. "The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression," Economics Letters, Elsevier, vol. 127(C), pages 89-92.
  298. A. Ahmad & Su-ling Fanelli, 2014. "Fiscal Sustainability in the Euro-Zone: Is There A Role for Euro-Bonds?," Atlantic Economic Journal, International Atlantic Economic Society, vol. 42(3), pages 291-303, September.
  299. Lacroix, R., 2008. "Assessing the shape of the distribution of interest rates: lessons from French individual data," Working papers 206, Banque de France.
  300. Kruiniger, Hugo, 2008. "Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model," Journal of Econometrics, Elsevier, vol. 144(2), pages 447-464, June.
  301. Joakim Westerlund, 2005. "New Simple Tests for Panel Cointegration," Econometric Reviews, Taylor & Francis Journals, vol. 24(3), pages 297-316.
  302. Phillips, Peter, 1998. "New Unit Root Asymptotics in the Presence of Deterministic Trends," Working Papers 196, Department of Economics, The University of Auckland.
  303. Tuomas Malinen, 2012. "Estimating the long-run relationship between income inequality and economic development," Empirical Economics, Springer, vol. 42(1), pages 209-233, February.
  304. Lee, Chien-Chiang & Chiu, Yi-Bin, 2016. "Globalization and insurance activity: Evidence on the industrial and emerging countries," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 328-349.
  305. Seck, Abdoulaye, 2012. "International technology diffusion and economic growth: Explaining the spillover benefits to developing countries," Structural Change and Economic Dynamics, Elsevier, vol. 23(4), pages 437-451.
  306. MG. Ladu, 2006. "Total Factor Productivity Estimates: Some Evidence from European Regions," Working Paper CRENoS 200606, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  307. Krishnakumar, Jaya, 2001. "A short comment on the JE Open forum essays," Journal of Econometrics, Elsevier, vol. 100(1), pages 77-78, January.
  308. Westerlund, Joakim, 2005. "Pooled Unit Root Tests in Panels with a Common Factor," Working Papers 2005:9, Lund University, Department of Economics.
  309. T. Berger & G. Everaert, 2006. "Unemployment in the OECD since the 1960s. Do we really know?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 06/425, Ghent University, Faculty of Economics and Business Administration.
  310. Gengenbach Christian & Urbain Jean-Pierre & Westerlund Joakim, 2008. "Panel Error Correction Testing with Global Stochastic Trends," Research Memorandum 051, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  311. Marcela Sabaté, 2009. "Vertical Specialization and Nonstationarities in International Trade Series," The Institute for International Integration Studies Discussion Paper Series iiisdp309, IIIS.
  312. Erik Hjalmarsson, 2005. "Estimation of average local-to-unity roots in heterogenous panels," International Finance Discussion Papers 852, Board of Governors of the Federal Reserve System (U.S.).
  313. Bai, Jushan & Ng, Serena, 2006. "Evaluating latent and observed factors in macroeconomics and finance," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 507-537.
  314. Eberhardt, Markus & Teal, Francis, 2008. "Modeling technology and technological change in manufacturing: how do countries differ?," MPRA Paper 10690, University Library of Munich, Germany.
  315. Tapas Mishra & Claude Diebolt & Mamata Parhi, 2010. "Stochasticity in Population and Economic Growth with Past Dependence," Working Papers 10-10, Association Française de Cliométrie (AFC).
  316. Farhani, Sahbi & Shahbaz, Muhammad & Sbia, Rashid & Chaibi, Anissa, 2014. "What does MENA region initially need: Grow output or mitigate CO2 emissions?," Economic Modelling, Elsevier, vol. 38(C), pages 270-281.
  317. 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.
  318. Peter Pedroni, 2004. "Social Capital, Barriers to Production, and Capital Shares: Implications for the Importance of Parameter Heterogeneity from a Nonstationary Panel Approach," Department of Economics Working Papers 2004-03, Department of Economics, Williams College.
  319. Zoundi, Zakaria, 2015. "The Absorption and Spending Capacity of Aid in the Economic Community of West African States," MPRA Paper 66736, University Library of Munich, Germany, revised 23 Aug 2015.
  320. 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.
  321. Zubarev, Andrei & Trunin, Pavel, 2013. "The Feldstein-Horioka paradox: modern aspects," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, pages 54—73, August.
  322. Rocha, Fabiana, 2005. "Heterogeneity, cross section dependence and capital mobility in developing countries," Economics Letters, Elsevier, vol. 89(1), pages 18-23, October.
  323. Yothin Jinjarak, 2004. "On the hidden links between financing costs and international trade patterns," Econometric Society 2004 Far Eastern Meetings 501, Econometric Society.
  324. Massimiliano Mazzanti & Antonio Musolesi & Roberto Zoboli, 2006. "A Bayesian Approach to the Estimation of Environmental Kuznets Curves for CO2 Emissions," Working Papers 2006.121, Fondazione Eni Enrico Mattei.
  325. Prudence Serju, 2007. "Estimating Potential Output for Jamaica: a Structural VAR Approach," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 1-22, January-J.
  326. Thibodeau, David R. & Clark, J. Stephen, 2009. "Government support, transfer efficiency, and moral hazard within heterogeneous regions in Canadian Agriculture," 2009 Conference, August 16-22, 2009, Beijing, China 51806, International Association of Agricultural Economists.
  327. Becheri, I.G., 2012. "Limiting experiments for panel-data and jump-diffusion models," Other publications TiSEM 7e53f6cf-fab1-4f86-9e5d-b, Tilburg University, School of Economics and Management.
  328. Frank Kleibergen, 2004. "Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap," Econometric Society 2004 North American Summer Meetings 408, Econometric Society.
  329. Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010. "X-Differencing and Dynamic Panel Model Estimation," Cowles Foundation Discussion Papers 1747, Cowles Foundation for Research in Economics, Yale University.
  330. Zeno Adams & Roland Füss, 2012. "Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process," The Journal of Real Estate Finance and Economics, Springer, vol. 44(4), pages 570-590, May.
  331. Westerlund, Joakim & Larsson, Rolf, 2012. "Testing for a unit root in a random coefficient panel data model," Journal of Econometrics, Elsevier, vol. 167(1), pages 254-273.
  332. Keun-Yeob Oh & Bonghan Kim & Honkee Kim, 2006. "An empirical study of the relation between stock price and EPS in panel data: Korea case," Applied Economics, Taylor & Francis Journals, vol. 38(20), pages 2361-2369.
  333. Constantina Kottaridi, 2005. "The 'core-periphery' pattern of FDI-led growth and production structure in the EU," Applied Economics, Taylor & Francis Journals, vol. 37(1), pages 99-113.
  334. Fantazzini, Dean, 2008. "An Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 10(2), pages 91-137.
  335. Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2003. "The European Phillips Curve: Does the NAIRU Exist?," IZA Discussion Papers 876, Institute for the Study of Labor (IZA).
  336. Jungyoon Lee & Peter Robinson, 2015. "Panel nonparametric regression with fixed effects," LSE Research Online Documents on Economics 61431, London School of Economics and Political Science, LSE Library.
  337. Ralf Dewenter & Justus Haucap, 2008. "Demand Elasticities for Mobile Telecommunications in Austria," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 228(1), pages 49-63, February.
  338. Badi Baltagi & Chihwa Kao & Long Liu, 2014. "Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances," Center for Policy Research Working Papers 170, Center for Policy Research, Maxwell School, Syracuse University.
  339. Chihwa Kao & Min-Hsien Chiang & Bangtian Chen, 1999. "International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration," Center for Policy Research Working Papers 4, Center for Policy Research, Maxwell School, Syracuse University.
  340. repec:zbw:iwhdps:191 is not listed on IDEAS
  341. Byrne, Joseph P. & Darby, Julia & MacDonald, Ronald, 2008. "US trade and exchange rate volatility: A real sectoral bilateral analysis," Journal of Macroeconomics, Elsevier, vol. 30(1), pages 238-259, March.
  342. Jia Chen & Degui Li & Jiti Gao, 2013. "Non- and Semi-Parametric Panel Data Models: A Selective Review," Monash Econometrics and Business Statistics Working Papers 18/13, Monash University, Department of Econometrics and Business Statistics.
  343. Islam, Faridul & Shahbaz, Muhammad & Shabbir, Muhammad, 2011. "Phillips curve in a small open economy: A time series exploration of North Cyprus," MPRA Paper 28397, University Library of Munich, Germany.
  344. Luca Antonio Ricci & Ronald MacDonald, 2002. "Purchasing Power Parity and New Trade Theory," IMF Working Papers 02/32, International Monetary Fund.
  345. Massimiliano Mazzanti & Antonio Musolesi, 2009. "Carbon Kuznets Curves: Long-run Structural Dynamics and Policy Events," Working Papers 2009.87, Fondazione Eni Enrico Mattei.
  346. Reimers, Hans-Eggert & Herwartz, Helmut, 2001. "Long-Run Links Among Money, Prices, and Output: World-Wide Evidence," Discussion Paper Series 1: Economic Studies 2001,14, Deutsche Bundesbank, Research Centre.
  347. Giovanni Peri, 2003. "The Dynamics of R&D and Innovation in the Long Run and in the Short Run," Working Papers 37, University of California, Davis, Department of Economics.
  348. Karolina Konopczak, 2013. "The Balassa-Samuelson effect and the channels of its absorption in the Central and Eastern European Countries," National Bank of Poland Working Papers 163, National Bank of Poland, Economic Institute.
  349. Yunus Emre Ergemen & Carlos Velasco, 2015. "Estimation of Fractionally Integrated Panels with Fixed Effects and Cross-Section Dependence," CREATES Research Papers 2015-35, Department of Economics and Business Economics, Aarhus University.
  350. Alicia García-Herrero & Josep Vilarrubia Author-Workplace-Name: Banco Central de la República Argentina, 2007. "The Laffer Curve of Macroeconomic Volatility and Growth: Can it be Explained by the Different Nature of Crises?," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 43-60, January-J.
  351. Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo, 2004. "The Feldstein-Horioka puzzle is not as bad as you think," Money Macro and Finance (MMF) Research Group Conference 2003 17, Money Macro and Finance Research Group.
  352. Haroon Bhorat & Nan Tian & Mark Ellyne, 2014. "The Real Exchange Rate and Sectoral Employment in South Africa," Working Papers 201404, University of Cape Town, Development Policy Research Unit.
  353. Kim, Dukpa, 2011. "Estimating a common deterministic time trend break in large panels with cross sectional dependence," Journal of Econometrics, Elsevier, vol. 164(2), pages 310-330, October.
  354. Lee, Yoon-Jin, 2014. "Testing a linear dynamic panel data model against nonlinear alternatives," Journal of Econometrics, Elsevier, vol. 178(P1), pages 146-166.
  355. Ana-Maria Fuertes & Jerry Coakley & Andrew Wood, 2004. "A new interpretation of the real exchange rate - yield differential nexus," Money Macro and Finance (MMF) Research Group Conference 2003 32, Money Macro and Finance Research Group.
  356. 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.
  357. Trapani, Lorenzo, 2012. "On the asymptotic t-test for large nonstationary panel models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3286-3306.
  358. Eberhardt, Markus & Bond, Stephen, 2009. "Cross-section dependence in nonstationary panel models: a novel estimator," MPRA Paper 17692, University Library of Munich, Germany.
  359. Bayer, Christian, 2006. "Investment dynamics with fixed capital adjustment cost and capital market imperfections," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 1909-1947, November.
  360. 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.
  361. Dipa Adhikari & Yanying Chen, 2013. "Energy Consumption and Economic Growth: A Panel Cointegration Analysis for Developing Countries," Review of Economics & Finance, Better Advances Press, Canada, vol. 3, pages 68-80, May.
  362. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2006. "The Asymptotics for Panel Models with Common Shocks," Center for Policy Research Working Papers 77, Center for Policy Research, Maxwell School, Syracuse University.
  363. Dina Azhgaliyeva, 2013. "What Makes Oil Revenue Funds Effective," International Conference on Energy, Regional Integration and Socio-economic Development 6023, EcoMod.
  364. Horváth, Lajos & Trapani, Lorenzo, 2016. "Statistical inference in a random coefficient panel model," Journal of Econometrics, Elsevier, vol. 193(1), pages 54-75.
  365. Md Shahiduzzaman & Allan Layton & Khorshed Alam, 2015. "On the contribution of information and communication technology to productivity growth in Australia," Economic Change and Restructuring, Springer, vol. 48(3), pages 281-304, November.
  366. Giovanni Urga & Lorenzo Trapani, 2004. "Cointegration versus Spurious Regression in Heterogeneous Panels," Econometric Society 2004 North American Summer Meetings 266, Econometric Society.
  367. Ivan Fernandez-Val, 2005. "Estimation of Structural Parameters and Marginal Effects in Binary Choice Panel Data Models with Fixed Effects," Boston University - Department of Economics - Working Papers Series WP2005-38, Boston University - Department of Economics.
  368. Akachi, Yoko & Canning, David, 2010. "Health trends in Sub-Saharan Africa: Conflicting evidence from infant mortality rates and adult heights," Economics & Human Biology, Elsevier, vol. 8(2), pages 273-288, July.
  369. Ozturk, Ilhan & Al-Mulali, Usama, 2015. "Natural gas consumption and economic growth nexus: Panel data analysis for GCC countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 51(C), pages 998-1003.
  370. Levin, Andrew & Lin, Chien-Fu & James Chu, Chia-Shang, 2002. "Unit root tests in panel data: asymptotic and finite-sample properties," Journal of Econometrics, Elsevier, vol. 108(1), pages 1-24, May.
  371. repec:hal:journl:peer-00768190 is not listed on IDEAS
  372. Jia Chen & Jiti Gao, 2014. "Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence," Monash Econometrics and Business Statistics Working Papers 15/14, Monash University, Department of Econometrics and Business Statistics.
  373. repec:hal:journl:halshs-00140624 is not listed on IDEAS
  374. Jérôme Detemple & René Garcia & Marcel Rindisbacher, 2005. "Asymptotic Properties of Monte Carlo Estimators of Derivatives," Management Science, INFORMS, vol. 51(11), pages 1657-1675, November.
  375. Dimitrios Paparas & Christian Richter, 2015. "Fiscal policy and economic growth: Empirical evidence from the European Union," Working Papers 2015.06, International Network for Economic Research - INFER.
  376. Mathias Hoffmann, 2008. "The Lack of International Consumption Risk Sharing: Can Inflation Differentials and Trading Costs Help Explain the Puzzle?," Open Economies Review, Springer, vol. 19(2), pages 183-201, April.
  377. 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.
  378. Lajos Horváth & Remigijus Leipus, 2009. "Effect of aggregation on estimators in AR(1) sequence," TEST- An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(3), pages 546-567, November.
  379. Othman, Arshad Nuval & Masih, Mansur, 2015. "Do profit and loss sharing (PLS) deposits also affect PLS financing? Evidence from Malaysia based on DOLS, FMOLS and system GMM techniques," MPRA Paper 65224, University Library of Munich, Germany.
  380. Gerdie Everaert & Hauke Vierke, 2015. "Demographics And Business Cycle Volatility A Spurious Relationship?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/914, Ghent University, Faculty of Economics and Business Administration.
  381. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2012. "Testing for Breaks in Cointegrated Panels," Center for Policy Research Working Papers 135, Center for Policy Research, Maxwell School, Syracuse University.
  382. Trapani, Lorenzo, 2013. "On bootstrapping panel factor series," Journal of Econometrics, Elsevier, vol. 172(1), pages 127-141.
  383. Westerlund, Joakim & Breitung, Jörg, 2009. "Myths and Facts about Panel Unit Root Tests," Working Papers in Economics 380, University of Gothenburg, Department of Economics.
  384. Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza-Rodrigues, 2015. "Identification of Counterfactuals in Dynamic Discrete Choice Models," NBER Working Papers 21527, National Bureau of Economic Research, Inc.
  385. Eleonora Pierucci & Luigi Ventura, 2010. "Risk Sharing: A Long Run Issue?," Open Economies Review, Springer, vol. 21(5), pages 705-730, November.
  386. Al-Mulali, Usama & Ozturk, Ilhan, 2015. "The effect of energy consumption, urbanization, trade openness, industrial output, and the political stability on the environmental degradation in the MENA (Middle East and North African) region," Energy, Elsevier, vol. 84(C), pages 382-389.
  387. MUSOLESI, Antonio, 2006. "Recherche, productivité et externalités internationales : une analyse économétrique sur données de panel pour un groupe de pays de l'OCDE," LEG - Document de travail - Economie 2006-07, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne.
  388. Martin Wagner & Jaroslava Hlouskova, 2004. "What's Really the Story with this Balassa-Samuelson Effect in the CEECs?," Diskussionsschriften dp0416, Universitaet Bern, Departement Volkswirtschaft.
  389. Westerlund, Joakim, 2015. "The effect of recursive detrending on panel unit root tests," Journal of Econometrics, Elsevier, vol. 185(2), pages 453-467.
  390. Usama Al-Mulali & Ilhan Ozturk & Hooi Lean, 2015. "The influence of economic growth, urbanization, trade openness, financial development, and renewable energy on pollution in Europe," Natural Hazards- Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 79(1), pages 621-644, October.
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