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Citations for "Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency"

by Chang, Yoosoon

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  1. Di Iorio, Francesca & Fachin, Stefano, 2008. "A note on the estimation of long-run relationships in dependent cointegrated panels," MPRA Paper 12053, University Library of Munich, Germany.
  2. Roberto Basile & Sergio Destefanis & Mauro Costantini, 2005. "Unit root and cointegration tests for cross-sectionally correlated panels - Estimating regional production functions," ERSA conference papers ersa05p171, European Regional Science Association.
  3. Badi H. Baltagi & Georges Bresson & Alain Pirotte, 2006. "Panel Unit Root Tests and Spatial Dependence," Center for Policy Research Working Papers 88, Center for Policy Research, Maxwell School, Syracuse University.
  4. Giulietti, Monica & Otero, Jesus & Waterson, Michael, 2007. "Pricing behaviour under competition in the UK electricity supply industry," The Warwick Economics Research Paper Series (TWERPS) 790, University of Warwick, Department of Economics.
  5. Jaunky, Vishal Chandr, 2012. "Is there a material Kuznets curve for aluminium? evidence from rich countries," Resources Policy, Elsevier, vol. 37(3), pages 296-307.
  6. Westerlund Joakim, 2006. "Testing for Error Correction in Panel Data," Research Memorandum 056, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  7. Samarjit Das & Kaushik Bhattacharya, 2008. "Price convergence across regions in India," Empirical Economics, Springer, vol. 34(2), pages 299-313, March.
  8. Johann Bröthaler & Michael Getzner, 2015. "The Tax-Spend Debate and Budgetary Policy in Austria," International Advances in Economic Research, International Atlantic Economic Society, vol. 21(3), pages 299-315, August.
  9. René Fahr & Uwe Sunde, 2002. "On the Effects of Career Choice: Matching Efficiency of Different Occupations and Education Levels," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B1-1, International Conferences on Panel Data.
  10. Ana María Iregui & Jesús Otero, 2008. "Testing the law of one price in food markets: evidence for Colombia using disaggregated data," DOCUMENTOS DE TRABAJO 005102, UNIVERSIDAD DEL ROSARIO.
  11. Yoosoon Chang, 2004. "Taking a New Contour: A Novel Approach to Panel Unit Root Tests," Econometric Society 2004 Far Eastern Meetings 796, Econometric Society.
  12. Otero, Jesus & Smith, Jeremy & Giulietti, Monica, 2007. "Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence," Economics Letters, Elsevier, vol. 97(2), pages 179-184, November.
  13. Dina Azhgaliyeva, 2013. "What Makes Oil Revenue Funds Effective," International Conference on Energy, Regional Integration and Socio-economic Development 6023, EcoMod.
  14. Yoosoon Chang, 2000. "Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency," CIRJE F-Series CIRJE-F-85, CIRJE, Faculty of Economics, University of Tokyo.
  15. Chang, Yoosoon & Nguyen, Chi Mai, 2012. "Residual based tests for cointegration in dependent panels," Journal of Econometrics, Elsevier, vol. 167(2), pages 504-520.
  16. Hailong Qian & Heather L. Bednarek, 2015. "Partial efficient estimation of SUR models," Economics Bulletin, AccessEcon, vol. 35(1), pages 338-348.
  17. Tolga Omay & Mubariz Hasanov & Nuri Uçar, 2012. "Energy Consumption and Economic Growth: Evidence from Nonlinear Panel Cointegration and Causality Tests," Hacettepe University Department of Economics Working Papers 20130, Hacettepe University, Department of Economics.
  18. Hanck, Christoph, 2008. "An intersection test for panel unit roots," Technical Reports 2008,11, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  19. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2011. "The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 679-689, October.
  20. Otero, Jesús & Smith, Jeremy & Giulietti, Monica, 2008. "Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence," The Warwick Economics Research Paper Series (TWERPS) 865, University of Warwick, Department of Economics.
  21. Jönsson, Kristian, 2004. "Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated," Working Papers 2004:17, Lund University, Department of Economics, revised 26 Nov 2004.
  22. Breitung, Jörg & Pesaran, Mohammad Hashem, 2005. "Unit roots and cointegration in panels," Discussion Paper Series 1: Economic Studies 2005,42, Deutsche Bundesbank, Research Centre.
  23. Chang, Yoosoon, 2003. "Nonlinear IV Panel Unit Root Tests," Working Papers 2003-06, Rice University, Department of Economics.
  24. Hasan Engin Duran, 2015. "Regional Inflation Convergence In Turkey," Working Papers 2015/10, Turkish Economic Association.
  25. Ho, Tsung-wu, 2015. "Income inequality may not converge after all: Testing panel unit roots in the presence of cross-section cointegration," The Quarterly Review of Economics and Finance, Elsevier, vol. 56(C), pages 68-79.
  26. M. Hashem Pesaran & Elisa Tosetti, 2011. "Large panels with common factors and spatial correlation," Post-Print hal-00796743, HAL.
  27. Pesaran, M. Hashem & Smith, L. Vanessa & Yamagata, Takashi, 2007. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," IZA Discussion Papers 3254, Institute for the Study of Labor (IZA).
  28. Claude Lopez, 2005. "A Panel Unit Root Test with Good Power in Small Samples," University of Cincinnati, Economics Working Papers Series 2005-01, University of Cincinnati, Department of Economics, revised 2007.
  29. Pedroni, Peter & Vogelsang, Timothy J. & Wagner, Martin & Westerlund, Joakim, 2011. "Nonparametric Rank Tests for Non-stationary Panels," Economics Series 270, Institute for Advanced Studies.
  30. Mark J. Holmes & Jes�s Otero & Theodore Panagiotidis, 2010. "On the Stationarity of Current Account Deficits in the European Union," Review of International Economics, Wiley Blackwell, vol. 18(4), pages 730-740, 09.
  31. Uwe Hassler & Matei Demetrescu & Adina Tarcolea, 2011. "Asymptotic normal tests for integration in panels with cross-dependent units," AStA Advances in Statistical Analysis, Springer, vol. 95(2), pages 187-204, June.
  32. Xuguang Sheng & Jingyun Yang, 2013. "Truncated Product Methods for Panel Unit Root Tests," Working Papers 2013-004, The George Washington University, Department of Economics, Research Program on Forecasting.
  33. Lopez, C. & Papell, David H., 2011. "Convergence of Euro Area Inflation Rates," Working papers 326, Banque de France.
  34. Basher, Syed Abul & Elsamadisy, Elsayed Mousa, 2010. "Country Heterogeneity and Long-Run Determinants of Inflation in the Gulf Arab States," MPRA Paper 27348, University Library of Munich, Germany.
  35. Stefano Fachin, 2005. "Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units," Econometrics 0507002, EconWPA.
  36. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011. "PPP in OECD Countries: An Analysis of Real Exchange Rate Stationarity, cross-Sectional Dependency and Structural Breaks," Working Paper Series 51_11, The Rimini Centre for Economic Analysis.
  37. Valeria D’Amato & Steven Haberman & Gabriella Piscopo & Maria Russolillo, 2014. "Computational framework for longevity risk management," Computational Management Science, Springer, vol. 11(1), pages 111-137, January.
  38. Martin Wagner & Jaroslava Hlouskova, 2004. "What's Really the Story with this Balassa-Samuelson Effect in the CEECs?," Diskussionsschriften dp0416, Universitaet Bern, Departement Volkswirtschaft.
  39. Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2011. "Real Interest Parity: A Note on Asian Countries Using Panel Stationarity Tests," Koç University-TUSIAD Economic Research Forum Working Papers 1117, Koc University-TUSIAD Economic Research Forum.
  40. Christian Dreger & Yanqun Zhang, 2010. "Is There a Bubble in the Chinese Housing Market?," Discussion Papers of DIW Berlin 1081, DIW Berlin, German Institute for Economic Research.
  41. Christopoulos, Dimitris & McAdam, Peter, 2015. "Do financial reforms help stabilize inequality?," Working Paper Series 1780, European Central Bank.
  42. Matei Demetrescu & Christoph Hanck & Adina I. Tarcolea, 2014. "Iv-Based Cointegration Testing In Dependent Panels With Time-Varying Variance," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(5), pages 393-406, 08.
  43. Reneé van Eyden & Tolga Omay & Rangan Gupta, 2015. "Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model," Working Papers 201504, University of Pretoria, Department of Economics.
  44. Breitung, Jörg, 2002. "A parametric approach to the estimation of cointegration vectors in panel data," SFB 373 Discussion Papers 2002,3, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  45. Westerlund, Joakim, 2005. "Pooled Unit Root Tests in Panels with a Common Factor," Working Papers 2005:9, Lund University, Department of Economics.
  46. Lee, Cheng-Feng, 2010. "Testing for unemployment hysteresis in nonlinear heterogeneous panels: International evidence," Economic Modelling, Elsevier, vol. 27(5), pages 1097-1102, September.
  47. Lean Hooi Hooi & Russell Smyth, 2007. "Are Asian real exchange rates mean reverting? Evidence from univariate and panel LM unit root tests with one and two structural breaks," Applied Economics, Taylor & Francis Journals, vol. 39(16), pages 2109-2120.
  48. Kuan-Pin Lin & Zhi-He Long & Bianling Ou, 2011. "The Size and Power of Bootstrap Tests for Spatial Dependence in a Linear Regression Model," Computational Economics, Society for Computational Economics, vol. 38(2), pages 153-171, August.
  49. García Solanes, José & Torrejón-Flores, Fernando, 2009. "The Balassa-Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 3, pages 1-24.
  50. Cushman, David O. & Michael, Nils, 2011. "Nonlinear trends in real exchange rates: A panel unit root test approach," Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1619-1637.
  51. Menegaki, Angeliki N., 2011. "Growth and renewable energy in Europe: A random effect model with evidence for neutrality hypothesis," Energy Economics, Elsevier, vol. 33(2), pages 257-263, March.
  52. Lee, Cheng-Feng & Tsong, Ching-Chuan, 2009. "Bootstrapping covariate stationarity tests for inflation rates," Economic Modelling, Elsevier, vol. 26(6), pages 1443-1448, November.
  53. Chang, Yoosoon & Park, Joon & Song, Kevin, 2002. "Bootstrapping Cointegrating Regressions," Working Papers 2002-04, Rice University, Department of Economics.
  54. Giulietti, Monica & Otero, Jesús & Smith, Jeremy, 2008. "Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence," Economics Letters, Elsevier, vol. 101(3), pages 188-192, December.
  55. Declan French, 2012. "Causation between health and income: a need to panic," Empirical Economics, Springer, vol. 42(2), pages 583-601, April.
  56. Vikas Kakkar & Isabel Yan, 2012. "Real Exchange Rates and Productivity: Evidence from Asia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 301-322, 03.
  57. Kristian Jonsson, 2006. "Time-specific disturbances and cross-sectional dependency in a small-sample heterogeneous panel data unit root test," Applied Economics, Taylor & Francis Journals, vol. 38(11), pages 1309-1317.
  58. Westerlund, Joakim & Edgerton, David L., 2007. "A panel bootstrap cointegration test," Economics Letters, Elsevier, vol. 97(3), pages 185-190, December.
  59. 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.
  60. Campo Robledo, Jacobo, 2011. "Sostenibilidad fiscal: una aproximación con datos panel para 8 países Latinoaméricanos
    [Fiscal sustainability: A data panel approach for eight Latin American countries]
    ," MPRA Paper 33091, University Library of Munich, Germany.
  61. Shin, Dong Wan & Hwang, Eunju, 2013. "Stationary bootstrapping for cointegrating regressions," Statistics & Probability Letters, Elsevier, vol. 83(2), pages 474-480.
  62. Jacobo Campo Robledo, 2012. "Impacto De Las Patentes Sobre El Crecimiento Económico: Un Modelo Panel Cointegrado [Impact of Patents on Economic Growth: A Cointegrated Panel Data Model]," Working Papers hal-00744361, HAL.
  63. Menegaki, Angeliki N. & Ozturk, Ilhan, 2013. "Growth and energy nexus in Europe revisited: Evidence from a fixed effects political economy model," Energy Policy, Elsevier, vol. 61(C), pages 881-887.
  64. MOON, Hyungsik Roger & PERRON, Benoit., 2002. "Testing for a Unit Root in Panels with Dynamic Factors," Cahiers de recherche 2002-18, Universite de Montreal, Departement de sciences economiques.
  65. M. Hashem Pesaran, 2007. "A simple panel unit root test in the presence of cross-section dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 265-312.
  66. Costantini, Mauro & Lupi, Claudio, 2007. "An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks," Economics Letters, Elsevier, vol. 95(3), pages 408-414, June.
  67. Herwartz, H. & Siedenburg, F., 2008. "Homogenous panel unit root tests under cross sectional dependence: Finite sample modifications and the wild bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 53(1), pages 137-150, September.
  68. Giulietti, Monica & Otero, Jesus & Smith, Jeremy, 2006. "Testing for stationarity in heterogeneous panel data in the presence of cross section dependence," The Warwick Economics Research Paper Series (TWERPS) 758, University of Warwick, Department of Economics.
  69. Jesús Otero & Luis Fernando Gamboa & Andrés García-Suaza, 2011. "An analysis of the relationship between wages in the public and private sector in colombia: a panel data approach," DOCUMENTOS DE TRABAJO 008738, UNIVERSIDAD DEL ROSARIO.
  70. Di Iorio, Francesca & Fachin, Stefano, 2012. "A note on the estimation of long-run relationships in panel equations with cross-section linkages," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 6, pages 1-18.
  71. Elmawazini, Khaled & Khiyar, Khiyar Abdalla & Al Galfy, Ahmad & Aydilek, Asiye, 2015. "Types of banking institutions and economic growth: An endogenous growth model," Economics Discussion Papers 2015-61, Kiel Institute for the World Economy.
  72. Furtan, William Hartley & Jensen, Maria Skovager & Sauer, Johannes, 2008. "Rent Seeking and the Common Agricultural Policy: Do member countries free ride on lobbying?," 107th Seminar, January 30-February 1, 2008, Sevilla, Spain 6600, European Association of Agricultural Economists.
  73. Bai, Jushan & Kao, Chihwa & Ng, Serena, 2009. "Panel cointegration with global stochastic trends," Journal of Econometrics, Elsevier, vol. 149(1), pages 82-99, April.
  74. Furkan Emirmahmutoglu & Rangan Gupta & Stephen M. Miller & Tolga Omay, 2015. "Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence," Working papers 2015-02, University of Connecticut, Department of Economics.
  75. Stephan Smeekes & Jean-Pierre Urbain, 2014. "On the Applicability of the Sieve Bootstrap in Time Series Panels," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(1), pages 139-151, 02.
  76. David Harris & Steve Leybourne & Brendan McCabe, 2003. "Panel Stationarity Tests with Cross-sectional Dependence," Econometrics 0311005, EconWPA.
  77. Claudio Bravo Ortega & Álvaro García Marín, 2008. "Exploring the Relationship Between R&D and Productivity: A Country-Level Study," Working Papers Central Bank of Chile 472, Central Bank of Chile.
  78. Mathias Klein, 2015. "Inequality and household debt: a panel cointegration analysis," Empirica, Springer, vol. 42(2), pages 391-412, May.
  79. Choi, Chi-Young, 2004. "Searching for evidence of long-run PPP from a post-Bretton Woods panel: separating the wheat from the chaff," Journal of International Money and Finance, Elsevier, vol. 23(7-8), pages 1159-1186.
  80. Chang, Ming-Jen & Su, Che-Yi, 2014. "Hysteresis versus natural rate in Taiwan's unemployment: Evidence from the educational attainment categories," Economic Modelling, Elsevier, vol. 43(C), pages 293-304.
  81. Pesaran, M. Hashem, 2012. "On the interpretation of panel unit root tests," Economics Letters, Elsevier, vol. 116(3), pages 545-546.
  82. Hadri, Kaddour & Kurozumi, Eiji, 2011. "A Locally Optimal Test for No Unit Root in Cross-sectionally Dependent Panel Data," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 52(2), pages 165-184, December.
  83. Chang, Yoosoon & Song, Wonho, 2005. "Unit Root Tests for Panels in the Presence of Short-run and Long-run Dependencies: Nonlinear IV Approach with Fixed N and Large T," Working Papers 2002-06, Rice University, Department of Economics.
  84. Emirmahmutoglu, Furkan & Omay, Tolga, 2014. "Reexamining the PPP hypothesis: A nonlinear asymmetric heterogeneous panel unit root test," Economic Modelling, Elsevier, vol. 40(C), pages 184-190.
  85. Yoosoon Chang & Wonho Song, 2002. "Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B5-2, International Conferences on Panel Data.
  86. Omay, Tolga & Yuksel, Asli & Yuksel, Aydin, 2015. "An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 18-29.
  87. Damette, Olivier & Seghir, Majda, 2013. "Energy as a driver of growth in oil exporting countries?," Energy Economics, Elsevier, vol. 37(C), pages 193-199.
  88. Lee, Yonghee & Shin, Dong Wan, 2009. "Optimal tests against the alternative hypothesis of panel unit roots," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2275-2283, April.
  89. Yushu Li & Ghazi Shukur, 2013. "Testing for Unit Roots in Panel Data Using a Wavelet Ratio Method," Computational Economics, Society for Computational Economics, vol. 41(1), pages 59-69, January.
  90. Peter Pedroni & Tim Vogelsang, 2005. "Robust Unit Root and Cointegration Rank Tests for Panels and Large Systems," Department of Economics Working Papers 2005-04, Department of Economics, Williams College.
  91. Hadri, Kaddour & Kurozumi, Eiji, 2008. "A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence," CCES Discussion Paper Series 7, Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University.
  92. Lai, Jennifer T. & McNelis, Paul D. & Yan, Isabel K.M., 2013. "Regional capital mobility in China: Economic reform with limited financial integration," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 493-503.
  93. Ana Iregui & Jesús Otero, 2013. "The long-run behaviour of the terms of trade between primary commodities and manufactures: a panel data approach," Portuguese Economic Journal, Springer, vol. 12(1), pages 35-56, April.
  94. Yan, Isabel K. & Chan, Kenneth S. & Dang, Vinh Q.T. & Lai, Jennifer T., 2011. "Regional Capital Mobility in China: 1978-2006," MPRA Paper 35217, University Library of Munich, Germany.
  95. Otero, Jesús, 2011. "The Long-Run Behaviour of the Terms of Trade between Primary Commodities and Manufactures," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  96. Su-Yin Cheng & Jong-Shin Wei & Han Hou, 2008. "A Cointegration Analysis of Purchasing Power Parity and Country Risk," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 7(3), pages 199-211, December.
  97. Te Lai, 2015. "Regional Capital Mobility in China: An Endogenous Parameter Approach," Applied Economics and Finance, Redfame publishing, vol. 2(3), pages 63-75, August.
  98. Giray Gozgor, 2013. "Testing Unemployment Persistence in Central and Eastern European Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 3(3), pages 694-700.
  99. Ashworth, Paul & Byrne, Joseph P., 2003. "Some international evidence on price determination: a non-stationary panel approach," Economic Modelling, Elsevier, vol. 20(4), pages 809-838, July.
  100. Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2011. "Cross-sectional dependence robust block bootstrap panel unit root tests," Journal of Econometrics, Elsevier, vol. 163(1), pages 85-104, July.
  101. Mark J. Holmes & Theodore Panagiotidis & Jesus Otero, 2008. "Are EU budgets stationary?," Discussion Paper Series 2008_07, Department of Economics, University of Macedonia, revised Sep 2008.
  102. Lau, Marco Chi Keung & Fung, Ka Wai Terence, 2013. "Convergence in Health Care Expenditure of 14 EU Countries: New Evidence from Non-linear Panel Unit Root Test," MPRA Paper 52871, University Library of Munich, Germany.
  103. Chi Lau & Ka Fung & Lee Pugalis, 2014. "Is health care expenditure across Europe converging? Findings from the application of a nonlinear panel unit root test," Eurasian Business Review, Eurasia Business and Economics Society, vol. 4(2), pages 137-156, December.
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