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PANICCA - PANIC on Cross-Section Averages

Citations

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Cited by:

  1. H. Delottier & A. Pryet & A. Dupuy, 2017. "Why Should Practitioners be Concerned about Predictive Uncertainty of Groundwater Management Models?," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 31(1), pages 61-73, January.
  2. Afees A. Salisu & Ibrahim D. Raheem & Godstime O. Eigbiremolen, 2022. "The behaviour of U.S. stocks to financial and health risks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4607-4618, October.
  3. Ryan Rafaty & Geoffroy Dolphin & Felix Pretis, 2020. "Carbon pricing and the elasticity of CO2 emissions," Working Papers EPRG2035, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
  4. Gioldasis, Georgios & Musolesi, Antonio & Simioni, Michel, 2023. "Interactive R&D spillovers: An estimation strategy based on forecasting-driven model selection," International Journal of Forecasting, Elsevier, vol. 39(1), pages 144-169.
  5. Rafaty, Ryan & Dolphin, Geoffroy & Pretis, Felix, 2025. "Carbon pricing and the elasticity of CO2 emissions," Energy Economics, Elsevier, vol. 144(C).
  6. Jan Ditzen & Ovidijus Stauskas, 2025. "On Selection of Cross-Section Averages in Non-stationary Environments," Papers 2505.08615, arXiv.org, revised Sep 2025.
  7. Salisu, Afees A., 2019. "United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD," Finance Research Letters, Elsevier, vol. 28(C), pages 343-347.
  8. Feng, Gen-Fu & Wang, Quan-Jing & Chu, Yin & Wen, Jun & Chang, Chun-Ping, 2021. "Does the shale gas boom change the natural gas price-production relationship? Evidence from the U.S. market," Energy Economics, Elsevier, vol. 93(C).
  9. Quynh Chau Pham Holland & Benjamin Liu & Eduardo Roca, 2019. "International funding cost and heterogeneous mortgage interest-rate pass-through: a bank-level analysis," Empirical Economics, Springer, vol. 57(4), pages 1255-1289, October.
  10. Soberon, Alexandra & Mazzanti, Massimiliano & Musolesi, Antonio & Rodriguez-Poo, Juan M., 2025. "Efficient estimation of a partially linear panel data model with cross-sectional dependence," Journal of Multivariate Analysis, Elsevier, vol. 206(C).
  11. Guerello, Chiara & Tronzano, Marco, 2020. "“Global factors, international spillovers, and the term structure of interest rates: New evidence for Asian Countries”," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  12. Hu, Yang & Valera, Harold Glenn A. & Oxley, Les, 2019. "Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework," Finance Research Letters, Elsevier, vol. 31(C), pages 138-145.
  13. Musolesi, Antonio & Prete, Giada Andrea & Simioni, Michel, 2022. "Is infrastructure capital really productive? Non-parametric modeling and data-driven model selection in a cross-sectionally dependent panel framework," TSE Working Papers 22-1335, Toulouse School of Economics (TSE).
  14. Xie, Zixiong & Chen, Shyh-Wei & Wu, An-Chi, 2020. "The foreign exchange and stock market nexus: New international evidence," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 240-266.
  15. Gregori, Tullio & Tiwari, Aviral Kumar, 2020. "Do urbanization, income, and trade affect electricity consumption across Chinese provinces?," Energy Economics, Elsevier, vol. 89(C).
  16. Kezban Ayran Cihan & Nurdan Değirmenci, 2025. "The Effects of Schooling Rates and Income Levels on Energy Consumption in Households: A Panel Data Analysis on OECD Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 16(1), pages 5271-5294, March.
  17. Salisu, Afees A. & Vo, Xuan Vinh, 2020. "Predicting stock returns in the presence of COVID-19 pandemic: The role of health news," International Review of Financial Analysis, Elsevier, vol. 71(C).
  18. Bolat, C. Kaan & Soytas, Ugur & Akinoglu, Bulent & Nazlioglu, Saban, 2023. "Is there a macroeconomic carbon rebound effect in EU ETS?," Energy Economics, Elsevier, vol. 125(C).
  19. Afees A. Salisu & Elias A. Udeaja & Silva Opuala-Charles, 2022. "Central Bank Independence And Price Stability Under Alternative Political Regimes: A Global Evidence," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 25(2), pages 155-172, August.
  20. Luca Margaritella & Joakim Westerlund, 2023. "Using information criteria to select averages in CCE," The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 405-421.
  21. Salisu, Afees A. & Vo, Xuan Vinh, 2021. "Firm-specific news and the predictability of Consumer stocks in Vietnam," Finance Research Letters, Elsevier, vol. 41(C).
  22. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2021. "Interactive R&D Spillovers: An estimation strategy based on forecasting-driven model selection," SEEDS Working Papers 0621, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Jun 2021.
  23. Kamer Ilgin Cakiroglu & Korkmaz Yildirim & Tunahan Haciimamoglu & Coskun Erkan, 2025. "From Entrepreneurship to Sustainable Futures: Investigating the Nexus Between New Business Density, Economic Growth, and Carbon Emissions," Sustainability, MDPI, vol. 17(12), pages 1-21, June.
  24. repec:osf:thesis:c7x45_v1 is not listed on IDEAS
  25. Zhezhi Hou & Shunan Zhao & Subal C. Kumbhakar, 2025. "Revisiting the Productivity Effects of Public Capital," Empirical Economics, Springer, vol. 68(3), pages 1233-1264, March.
  26. Civelli, Andrea & Horowitz, Andrew & Teixeira, Arilton, 2018. "Foreign aid and growth: A Sp P-VAR analysis using satellite sub-national data for Uganda," Journal of Development Economics, Elsevier, vol. 134(C), pages 50-67.
  27. R. Golinelli & I. Mammi & A. Musolesi, 2018. "Parameter heterogeneity, persistence and cross-sectional dependence: new insights on fiscal policy reaction functions for the Euro area," Working Papers wp1120, Dipartimento Scienze Economiche, Universita' di Bologna.
  28. Hu, Haiqing & Wei, Wei & Chang, Chun-Ping, 2019. "Do shale gas and oil productions move in convergence? An investigation using unit root tests with structural breaks," Economic Modelling, Elsevier, vol. 77(C), pages 21-33.
  29. Georgios Gioldasis & Antonio Musolesi & Michel Simioni, 2021. "Interactive R&D Spillovers: an estimation strategy based on forecasting-driven model selection," Working Papers hal-03224910, HAL.
  30. Constantinescu, Mihnea & Lastauskas, Povilas, 2018. "The knotty interplay between credit and housing," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 241-266.
  31. Gregori, Tullio, 2021. "Protectionism and international trade: A long-run view," International Economics, Elsevier, vol. 165(C), pages 1-13.
  32. Antonio Musolesi & Giada Andrea Prete & Michel Simioni, 2022. "Is infrastructure capital really productive? Non-parametric modeling and data-driven model selection in a cross-sectionally dependent panel framework," SEEDS Working Papers 0522, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Mar 2022.
  33. Obasa, Rotimi Sunday Mr. & Gurowa, S. U, 2023. "Effect of Information and Communication Technology on Financial Performance of Deposit Money Bank in Nigeria," Thesis Commons c7x45, Center for Open Science.
  34. Mahalingam, Brinda & Orman, Wafa Hakim, 2018. "GDP and energy consumption: A panel analysis of the US," Applied Energy, Elsevier, vol. 213(C), pages 208-218.
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