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Citations for "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey"

by Badi H. Baltagi & Chihwa Kao

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  1. Marika Karanassou & Hector Sala & Dennis Snower, 2004. "Unemployment in the European Union: Institutions, Prices, and Growth," CESifo Working Paper Series 1247, CESifo Group Munich.
  2. M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2008. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," Discussion Papers 08/03, Department of Economics, University of York.
  3. Kumar Narayan, Paresh & Smyth, Russell, 2007. "Are shocks to energy consumption permanent or temporary? Evidence from 182 countries," Energy Policy, Elsevier, vol. 35(1), pages 333-341, January.
  4. Thomas Jobert & Alexandru Monahov & Anna Tykhonenko, 2014. "Domestic Credit in Times of Supervision: An Empirical Investigation of European Countries," GREDEG Working Papers 2014-30, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
  5. Florian Pelgrin & Sebastian Schich, 2002. "Panel Cointegration Analysis of the Finance-Investment Link in OECD Countries," Documents de Travail de l'OFCE 2002-02, Observatoire Francais des Conjonctures Economiques (OFCE).
  6. Dimitris K. Christopoulos & Efthymios G. Tsionas, 2005. "Productivity growth and inflation in Europe: Evidence from panel cointegration tests," Empirical Economics, Springer, vol. 30(1), pages 137-150, January.
  7. Shahzad, Syed Jawad Hussain & Ahmed, Tanveer & Rehman, Mobeen Ur & Zakaria, Muhammad, 2014. "Relationship between Developed, Emerging and South Asian Equity Markets: Empirical Evidence with a Multivariate Framework Analysis," MPRA Paper 60398, University Library of Munich, Germany.
  8. Goderis, Benedikt & Malone, Samuel W., 2009. "Natural Resource Booms and Inequality: Theory and Evidence," MPRA Paper 17317, University Library of Munich, Germany.
  9. 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.
  10. Pandej Chintrakarn & Dierk Herzer & Peter Nunnenkamp, 2010. "FDI and Income Inequality: Evidence from a Panel of US States," Kiel Working Papers 1579, Kiel Institute for the World Economy.
  11. Francis Teal & Markus Eberhardt, 2010. "Aggregation versus Heterogeneity in Cross-Country Growth Empirics," Economics Series Working Papers CSAE WPS/2010-32, University of Oxford, Department of Economics.
  12. Markus Eberhardt & Francis Teal, 2011. "Econometrics For Grumblers: A New Look At The Literature On Cross‐Country Growth Empirics," Journal of Economic Surveys, Wiley Blackwell, vol. 25(1), pages 109-155, 02.
  13. Miguel Márquez & Julián Ramajo & Geoffrey Hewings, 2010. "A spatio-temporal econometric model of regional growth in Spain," Journal of Geographical Systems, Springer, vol. 12(2), pages 207-226, June.
  14. Julian S. Leppin & Stefan Reitz, 2014. "Real Financial Market Exchange Rates and Capital Flows," Kiel Working Papers 1946, Kiel Institute for the World Economy.
  15. Herzer, Dierk, 2011. "The Long-Run Relationship between Outward FDI and Total Factor Productivity: Evidence for Developing Countries," Proceedings of the German Development Economics Conference, Berlin 2011 41, Verein für Socialpolitik, Research Committee Development Economics.
  16. Roberto Bande & Marika Karanassou, 2009. "Labour market flexibility and regional unemployment rate dynamics: Spain 1980-1995," Papers in Regional Science, Wiley Blackwell, vol. 88(1), pages 181-207, 03.
  17. repec:ebl:ecbull:v:3:y:2008:i:26:p:1-11 is not listed on IDEAS
  18. Chang, Yoosoon, 2012. "Taking a new contour: A novel approach to panel unit root tests," Journal of Econometrics, Elsevier, vol. 169(1), pages 15-28.
  19. Mariam Camarero & Cecilio Tamarit, 2003. "Estimating exports and imports demand for Manufactured goods: The role of FDI," European Economy Group Working Papers 22, European Economy Group.
  20. Roberto Bande & Marika Karanassou, 2010. "Spanish Regional Unemployment Revisited: The Role of Capital Accumulation," Working Papers 666, Queen Mary University of London, School of Economics and Finance.
  21. Marika Karanassou & Hector Sala & Dennis J. Snower, 2002. "Unemployment in the European Union: A Dynamic Reappraisal," Working Papers 480, Queen Mary University of London, School of Economics and Finance.
  22. Chen, George Shih-Ku, 2009. "Determinants of Taiwanese investment in China: An agglomeration economies-based perspective," MPRA Paper 13894, University Library of Munich, Germany.
  23. 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.
  24. Rao, B. Bhaskara & Singh, Rup, 2008. "A Panel Data Approach to the Contribution of Trade to the Growth of Selected East Asian Countries," MPRA Paper 10663, University Library of Munich, Germany.
  25. Luiz de Mello, 2007. "Local Government Finances: The Link between Intergovernmental Transfers and Net Worth," OECD Economics Department Working Papers 581, OECD Publishing.
  26. Martin Wagner & Georg Müller-Fürstenberger, 2004. "The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics?," Diskussionsschriften dp0418, Universitaet Bern, Departement Volkswirtschaft.
  27. Lee, Chien-Chiang & Lee, Jun-De, 2009. "Energy prices, multiple structural breaks, and efficient market hypothesis," Applied Energy, Elsevier, vol. 86(4), pages 466-479, April.
  28. Collier, Paul & Goderis, Benedikt, 2008. "Commodity Prices, Growth, and the Natural Resource Curse: Reconciling a Conundrum," MPRA Paper 17315, University Library of Munich, Germany.
  29. Liu, Yucan & Shumway, C. Richard, 2005. "Indirect Utility Maximization under Risk: A Heterogeneous Panel Application," 2005 Annual Meeting, July 6-8, 2005, San Francisco, California 36307, Western Agricultural Economics Association.
  30. Martin Browning & Mette Ejrn�s & Javier Alvarez, 2010. "Modelling Income Processes with Lots of Heterogeneity," Review of Economic Studies, Oxford University Press, vol. 77(4), pages 1353-1381.
  31. Joakim Westerlund & J�rg Breitung, 2013. "Lessons from a Decade of IPS and LLC," Econometric Reviews, Taylor & Francis Journals, vol. 32(5-6), pages 547-591, August.
  32. Alexander W. Hoffmaister & David T. Coe & Elhanan Helpman, 2008. "International R and D Spillovers and Institutions," IMF Working Papers 08/104, International Monetary Fund.
  33. 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.
  34. Banerjee, Anindya & Massimiliano Marcellino & Chiara Osbat, 2002. "Testing for PPP: Should We Use Panel Methods?," Royal Economic Society Annual Conference 2002 13, Royal Economic Society.
  35. Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Banco de Espa�a Working Papers 0005, Banco de Espa�a.
  36. Jörg Breitung & M. Hashem Pesaran, 2005. "Unit Roots and Cointegration in Panels," IEPR Working Papers 05.32, Institute of Economic Policy Research (IEPR).
  37. 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.
  38. Andreas Stephan, 2002. "Assessing the Contribution of Public Capital to Private Production: Evidence from the German Manufacturing Sector," Discussion Papers of DIW Berlin 315, DIW Berlin, German Institute for Economic Research.
  39. Guanghua Wan & Ming Lu & Zhao Chen, 2007. "Globalization And Regional Income Inequality: Empirical Evidence From Within China," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 53(1), pages 35-59, 03.
  40. Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002. "Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features," Econometric Reviews, Taylor & Francis Journals, vol. 21(3), pages 273-307.
  41. Amélie Charles & Olivier Darné & Jean-François Hoarau, 2009. "Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?," Working Papers hal-00422522, HAL.
  42. Alexander Ludwig & Torsten Sløk, 2002. "The Impact of Changes in Stock Prices and House Priceson Consumption in OECD Countries," IMF Working Papers 02/1, International Monetary Fund.
  43. Karanassou, Marika & Sala, Hector & Snower, Dennis J., 2004. "Unemployment in the EU: Institutions, Prices and Growth," CEPR Discussion Papers 4243, C.E.P.R. Discussion Papers.
  44. Glenn Hoggarth & Hui Tong, 2007. "The impact of yuan revaluation on the Asian region," Bank of England working papers 329, Bank of England.
  45. Markus Eberhardt & Francis Teal, 2010. "Productivity Analysis in Global Manufacturing Production," DEGIT Conference Papers c015_019, DEGIT, Dynamics, Economic Growth, and International Trade.
  46. Iuliana Matei, 2009. "Testing for price convergence: how close are EU New Member's States to euro zone?," Economics Bulletin, AccessEcon, vol. 29(4), pages 3083-3094.
  47. barhoumi karim, 2005. "Long Run Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Homogeneous or Heterogeneous Phenomenon?," Economics Bulletin, AccessEcon, vol. 6(14), pages 1-12.
  48. 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.
  49. Jorge Carrera & Romain Restout, 2008. "Long Run Determinants of Real Exchange Rates in Latin America," Working Papers 0811, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure.
  50. Syed A. Basher & Josep Lluís Carrion-i-Silvestre, 2007. "Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence," IREA Working Papers 200710, University of Barcelona, Research Institute of Applied Economics, revised May 2007.
  51. Christophe Blot & Marion Cochard, 2008. "L'énigme des exportations revisitée : que faut-il retenir des données de panel ?," Sciences Po publications info:hdl:2441/6404, Sciences Po.
  52. Anindya Banerjee & Josep Lluis Carrion-i-Silvestre, 2011. "Cointegration in Panel Data with Breaks and Cross-section Dependence," Discussion Papers 11-25, Department of Economics, University of Birmingham.
  53. Jeffrey A. Frankel & Sergio L. Schmukler & Luis Serven, 2002. "Global Transmission of Interest Rates: Monetary Independence and Currency Regime," NBER Working Papers 8828, National Bureau of Economic Research, Inc.
  54. César A. Calderón, 2002. "Real Exchange Rates in the Long and Short Run: A Panel Co-Integration Approach," Working Papers Central Bank of Chile 153, Central Bank of Chile.
  55. Joakim Westerlund, 2009. "A note on the use of the LLC panel unit root test," Empirical Economics, Springer, vol. 37(3), pages 517-531, December.
  56. Alexander Ludwig & Torsten Sløk, 2004. "The relationship between stock prices, house prices and consumption in OECD countries," MEA discussion paper series 04044, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  57. 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.
  58. Coe, David T. & Helpman, Elhanan & Hoffmaister, Alexander W., 2009. "International R&D spillovers and institutions," European Economic Review, Elsevier, vol. 53(7), pages 723-741, October.
  59. 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.
  60. David Atkin, 2010. "Endogenous Skill Acquisition and Export Manufacturing in Mexico," Working Papers id:2506, eSocialSciences.
  61. Marcelo Soto, 2009. "The causal effect of education on aggregate income," UFAE and IAE Working Papers 779.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  62. Alonso, Jose M. & Clifton, Judith & Díaz-Fuentes, Daniel, 2011. "Did New Public Management Matter? An Empirical Analysis of The Outsourcing and Decentralization Effects on Public Sector Size," MPRA Paper 43255, University Library of Munich, Germany.
  63. Hooi Hooi Lean & Russell Smyth, 2009. "Co2 Emissions, Electricity Consumption And Output In Asean," Development Research Unit Working Paper Series 13-09, Monash University, Department of Economics.
  64. 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.
  65. Kaddour Hadri & Yao Rao, 2008. "Panel Stationarity Test with Structural Breaks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(2), pages 245-269, 04.
  66. W. Allard Bruinshoofd & Clemens J. M. Kool, 2004. "Dutch corporate liquidity mangement: New evidence on aggregation," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 195-230, November.
  67. Peneder, Michael, 2003. "Industrial structure and aggregate growth," Structural Change and Economic Dynamics, Elsevier, vol. 14(4), pages 427-448, December.
  68. Baharumshah, Ahmad Zubaidi & Chan, Tze-Haw & Masih, A. Mansur A., 2005. "Financial Integration of East Asian Economies: Evidence from Real Interest Parity," MPRA Paper 2210, University Library of Munich, Germany, revised 2007.
  69. Chang, Yoosoon, 2003. "Nonlinear IV Panel Unit Root Tests," Working Papers 2003-06, Rice University, Department of Economics.
  70. Syed A. Basher & Mohammed Mohsin, 2003. ""PPP tests in cointegrated panels: Evidence from Asian developing countries"," Macroeconomics 0310013, EconWPA.
  71. Thomas Jobert & Fatih Karanfil & Anna Tykhonenko, 2014. "Estimating country-specific environmental Kuznets curves from panel data: a Bayesian shrinkage approach," Applied Economics, Taylor & Francis Journals, vol. 46(13), pages 1449-1464, May.
  72. 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.
  73. 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.
  74. Romain Restout, 2009. "The Balassa-Samuelson model in general equilibrium with markup variations," EconomiX Working Papers 2009-39, University of Paris West - Nanterre la Défense, EconomiX.
  75. Jones, Derek C. & Kalmi, Panu & Mäkinen, Mikko, 2006. "The Productivity Effects of Stock Option Schemes: Evidence from Finnish Panel Data," Discussion Papers 1026, The Research Institute of the Finnish Economy.
  76. Christophe Hurlin & Valérie Mignon, 2006. "Une Synthèse des Tests de Racine Unitaire sur Données de Panel," Post-Print halshs-00078770, HAL.
  77. Sebastian Florian Enea & Silvia Palaºcã, 2012. "Globalization Versus Segregation - Business Cycles Synchronization In Europe," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 4(4), pages 668-692, December.
  78. 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.
  79. Dierk Herzer , Peter Nunnenkamp, 2012. "Private Donations, Government Grants, Commercial Activities, and Fundraising: Cointegration and Causality for NGOs in International Development Cooperation," Kiel Working Papers 1769, Kiel Institute for the World Economy.
  80. Bande, Roberto & Karanassou, Marika, 2011. "The NRU and the Evolution of Regional Disparities in Spanish Unemployment," IZA Discussion Papers 5838, Institute for the Study of Labor (IZA).
  81. Roberto Bande & Dolores Riveiro, 2012. "The Consumption-Investment-Unemployment Relationship in Spain: An Analysis with Regional Data," Documentos de trabajo - IRENe 0003, IDEGA - Instituto Universitario de Estudios e Desenvolvemento de Galicia.
  82. Karanfil, Fatih & Li, Yuanjing, 2015. "Electricity consumption and economic growth: Exploring panel-specific differences," Energy Policy, Elsevier, vol. 82(C), pages 264-277.
  83. Jesus Crespo-Cuaresma & Jarko Fidrmuc & Ronald MacDonald, 2005. "The monetary approach to exchange rates in the CEECs," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 13(2), pages 395-416, 04.
  84. Choi, In, 2002. "Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model," Journal of Econometrics, Elsevier, vol. 109(1), pages 1-32, July.
  85. Mishra, Vinod & Smyth, Russell, 2010. "Female labor force participation and total fertility rates in the OECD: New evidence from panel cointegration and Granger causality testing," Journal of Economics and Business, Elsevier, vol. 62(1), pages 48-64, January.
  86. Diego Romero-Avila, 2006. "Fiscal Policies And Output In The Long Run: A Panel Cointegration Approach Applied To The Oecd," Manchester School, University of Manchester, vol. 74(3), pages 360-388, 06.
  87. Romero-Ávila, Diego & Strauch, Rolf, 2008. "Public finances and long-term growth in Europe: Evidence from a panel data analysis," European Journal of Political Economy, Elsevier, vol. 24(1), pages 172-191, March.
  88. Tommaso Mancini Griffoli, 2006. "Explaining the Euro's Effect on Trade? Interest Rates in an Augmented Gravity Equation," IHEID Working Papers 10-2006, Economics Section, The Graduate Institute of International Studies.
  89. Baharumshah, Ahmad Zubaidi & Aggarwal, Raj & Chan, Tze-Haw, 2005. "East Asian Real Exchange Rates and PPP: New Evidence from panel-data tests," MPRA Paper 2023, University Library of Munich, Germany, revised 2007.
  90. Tomas Havranek & Ondrej Kokes, 2013. "Income Elasticity of Gasoline Demand: A Meta-Analysis," Working Papers IES 2013/02, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2013.
  91. Bodart, V. & Candelon, B. & Carpantier, J.-F., 2012. "Real exchanges rates in commodity producing countries: A reappraisal," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1482-1502.
  92. Malebogo Bakwena & Philip Bodman & Sandy Suardi, . "Making Abundant Natural Resources Work for Developing Economies: The Role of Financial Institutions," MRG Discussion Paper Series 2108, School of Economics, University of Queensland, Australia.
  93. Dirk HOORELBEKE, . "Testing for Hysteresis in Unemployment in the Belgian Regions," EcoMod2010 259600075, EcoMod.
  94. Christophe Hurlin & Valérie Mignon, 2007. "Une synthèse des tests de cointégration sur données de panel," Économie et Prévision, Programme National Persée, vol. 180(4), pages 241-265.
  95. Carlos de Resende, 2007. "Cross-Country Estimates of the Degree of Fiscal Dominance and Central Bank Independence," Working Papers 07-36, Bank of Canada.
  96. Jushan Bai & Chihwa Kao & Serena Ng, 2007. "Panel Cointegration with Global Stochastic Trends," Center for Policy Research Working Papers 90, Center for Policy Research, Maxwell School, Syracuse University.
  97. Eggoh, Jude C. & Bangake, Chrysost & Rault, Christophe, 2011. "Energy consumption and economic growth revisited in African countries," Energy Policy, Elsevier, vol. 39(11), pages 7408-7421.
  98. Ozan Hatipoglu, 2007. "An Empirical Analysis of the Relationship Between Inequality and Innovation in a Schumpeterian Framework," Working Papers 2007/10, Bogazici University, Department of Economics.
  99. Wagner, Martin, 2005. "The Balassa-Samuelson Effect in 'East & West'. Differences and Similarities," Economics Series 180, Institute for Advanced Studies.
  100. Pasaran, M.H. & Im, K.S. & Shin, Y., 1995. "Testing for Unit Roots in Heterogeneous Panels," Cambridge Working Papers in Economics 9526, Faculty of Economics, University of Cambridge.
  101. Pesaran, M.H., 2003. "A Simple Panel Unit Root Test in the Presence of Cross Section Dependence," Cambridge Working Papers in Economics 0346, Faculty of Economics, University of Cambridge.
  102. José-Antonio Monteiro & Madina Kukenova, 2009. "Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation," IRENE Working Papers 09-01, IRENE Institute of Economic Research.
  103. Rinaldi, Laura & Sanchis-Arellano, Alicia, 2006. "Household debt sustainability: what explains household non-performing loans? An empirical analysis," Working Paper Series 0570, European Central Bank.
  104. Muhammad Fadli Hanafi & Berly Martawardaya & Andi M. Alfian Parewangi, 2014. "The Contribution of Saving and Loan onn Economic Growth, The Case of Indonesia," EcoMod2014 7238, EcoMod.
  105. Tuck Cheong Tang & Evan Lau, 2008. "An Empirical Investigation On The Sustainability Of Balancing Item Of Balance Of Payment Accounts For Oic Member Countries," Monash Economics Working Papers 31/08, Monash University, Department of Economics.
  106. Kinga Z. Elo, 2007. "The Effect of Capital Controlson Foreign Direct Investment Decisions Under Country Risk with Intangible Assets," IMF Working Papers 07/79, International Monetary Fund.
  107. repec:ebl:ecbull:v:3:y:2007:i:23:p:1-15 is not listed on IDEAS
  108. W. Allard Bruinshoofd & Clemens J. M. Kool, 2004. "Dutch Corporate Liquidity Management," DNB Staff Reports (discontinued) 124, Netherlands Central Bank.
  109. Sadullah Çelik & Ulkem Basdas, 2010. "How Does Globalization Affect Income Inequality? A Panel Data Analysis," International Advances in Economic Research, International Atlantic Economic Society, vol. 16(4), pages 358-370, November.
  110. Kristian Jönsson, 2005. "Cross-sectional Dependency and Size Distortion in a Small-sample Homogeneous Panel Data Unit Root Test," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(3), pages 369-392, 06.
  111. Jobert, Thomas & Karanfil, Fatih & Tykhonenko, Anna, 2013. "On the structure and form of the GDP–nuclear nexus: New perspectives and new findings," Energy Policy, Elsevier, vol. 62(C), pages 1553-1561.
  112. Trapani, Lorenzo, 2012. "On the asymptotic t-test for large nonstationary panel models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3286-3306.
  113. repec:jes:wpaper:y:2012:v:4:p:668-692 is not listed on IDEAS
  114. Chang, Yoosoon & Nguyen, Chi Mai, 2012. "Residual based tests for cointegration in dependent panels," Journal of Econometrics, Elsevier, vol. 167(2), pages 504-520.
  115. Paresh Kumar Narayan & Russell Smyth, 2005. "Are OECD stock prices characterized by a random walk? Evidence from sequential trend break and panel data models," Applied Financial Economics, Taylor & Francis Journals, vol. 15(8), pages 547-556.
  116. Ahmad Zubaidi Baharumshah & Evan Lau, 2005. "Budget and Current Account Deficits in SEACEN Countries: Evidence Based on the Panel Approach," International Finance 0504002, EconWPA.
  117. Vossler, Christian A., 2009. "Analyzing repeated-game economics experiments: robust standard errors for panel data with serial correlation," MPRA Paper 38862, University Library of Munich, Germany.
  118. 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.
  119. Geldi, Hatice Kerra, 2012. "Trade effects of regional integration: A panel cointegration analysis," Economic Modelling, Elsevier, vol. 29(5), pages 1566-1570.
  120. Diego Escobari, 2012. "Dynamic Pricing, Advance Sales and Aggregate Demand Learning in Airlines," Journal of Industrial Economics, Wiley Blackwell, vol. 60(4), pages 697-724, December.
  121. Ralph Setzer & Guntram Wolff, 2013. "Money demand in the euro area: new insights from disaggregated data," International Economics and Economic Policy, Springer, vol. 10(2), pages 297-315, June.
  122. G. Everaert & L. Pozzi, 2004. "Bootstrap Based Bias Correction for Homogeneous Dynamic²² Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/263, Ghent University, Faculty of Economics and Business Administration.
  123. Badi H. Baltagi & Chihwa Kao & Sanggon Na, 2011. "Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary," Center for Policy Research Working Papers 128, Center for Policy Research, Maxwell School, Syracuse University.
  124. Dinusha Dharmaratna & Edwyna Harris, 2010. "Estimating Residential Water Demand using the Stone-Geary Functional Form: the Case of Sri Lanka," Monash Economics Working Papers 46-10, Monash University, Department of Economics.
  125. 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.
  126. Mohamed AROURI & Christophe RAULT, 2009. "On the Influence of Oil Prices on Stock Markets: Evidence from Panel Analysis in GCC Countries," Working Papers 1299, Orleans Economic Laboratorys, University of Orleans.
  127. Julián Ramajo Hernández(1) & Montserrat Ferré Carracedo(2), . "Testing For Long-Run Purchasing Power Parity In The Post Bretton Woods Era: Evidence From Old And New Tests," Working Papers 24-05 Classification-JEL , Instituto de Estudios Fiscales.
  128. Johan Lyhagen, 2008. "Why not use standard panel unit root test for testing PPP," Economics Bulletin, AccessEcon, vol. 3(26), pages 1-11.
  129. Chen, Pei-Fen & Lee, Chien-Chiang, 2007. "Is energy consumption per capita broken stationary? New evidence from regional-based panels," Energy Policy, Elsevier, vol. 35(6), pages 3526-3540, June.
  130. Landon, Stuart & Smith, Constance, 2007. "Investment and the exchange rate: Short run and long run aggregate and sector-level estimates," MPRA Paper 9958, University Library of Munich, Germany.
  131. Diallo, Ibrahima Amadou, 2007. "Exchange rate volatility and investment: a panel data cointegration approach," MPRA Paper 5364, University Library of Munich, Germany.
  132. 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).
  133. Yu, Bingxin & Fan, Shenggen & Saurkar, Anuja, 2009. "Does Composition of Government Spending Matter to Economic Growth?," 2009 Conference, August 16-22, 2009, Beijing, China 51684, International Association of Agricultural Economists.
  134. 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.
  135. Alfonso Arpaia & Alessandro Turrini, 2008. "Government expenditure and economic growth in the EU: long-run tendencies and short-term adjustment," European Economy - Economic Papers 300, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  136. Eberhardt, Markus & Teal, Francis, 2008. "Modeling technology and technological change in manufacturing: how do countries differ?," MPRA Paper 10690, University Library of Munich, Germany.
  137. 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.
  138. 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.
  139. Martin Wagner & Jaroslava Hlouskova, 2004. "What's Really the Story with this Balassa-Samuelson Effect in the CEECs?," Diskussionsschriften dp0416, Universitaet Bern, Departement Volkswirtschaft.
  140. Andrew Benito, 2003. "The capital structure decisions of firms: is there a pecking order?," Banco de Espa�a Working Papers 0310, Banco de Espa�a.
  141. Mariam Camarero & Javier Ordóñez & Cecilio Tamarit, 2002. "The Euro-Dollar Exchange Rate: Is it Fundamental?," CESifo Working Paper Series 798, CESifo Group Munich.
  142. Eric Heyer & Florian Pelgrin & Arnaud Sylvain, 2004. "Capital Operating Time and Working Time in the Production Function: An Evaluation on a Panel of French Firms over the Period 1989-2001," Documents de Travail de l'OFCE 2004-09, Observatoire Francais des Conjonctures Economiques (OFCE).
  143. Antonia López Villavicencio, 2006. "Real equilibrium exchange rates. A panel data approach for advanced and emerging economies," Working Papers wpdea0605, Department of Applied Economics at Universitat Autonoma of Barcelona.
  144. Christine Dwane & Philip Lane & Tara McIndoe, 2010. "Currency unions and Irish external trade," Applied Economics, Taylor & Francis Journals, vol. 42(19), pages 2393-2397.
  145. Dierk Herzery & Holger Strulik & Sebastian Vollmer, 2010. "The Long-run Determinants of Fertility: One Century of Demographic Change 1900-1999," PGDA Working Papers 6310, Program on the Global Demography of Aging.
  146. Lee, Gwanghoon, 2006. "The effectiveness of international knowledge spillover channels," European Economic Review, Elsevier, vol. 50(8), pages 2075-2088, November.
  147. Joanna Wolszczak-Derlacz, 2008. "Price convergence in the EU—an aggregate and disaggregate approach," International Economics and Economic Policy, Springer, vol. 5(1), pages 25-47, July.
  148. Jushan Bai & Serena Ng, 2001. "A PANIC Attack on Unit Roots and Cointegration," Boston College Working Papers in Economics 519, Boston College Department of Economics.
  149. 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.
  150. Takuji Kinkyo, 2008. "Do Countries Exporting More Manufactured Products Grow Faster?," Discussion Papers 0824, Graduate School of Economics, Kobe University.
  151. Mishra, Ashok K. & Moss, Charles B. & Erickson, Kenneth W., 2004. "Effect Of Debt Solvency On Farmland Values: A Panel Cointegration Approach," 2004 Annual meeting, August 1-4, Denver, CO 20261, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  152. Markus Leibrecht & Johann Scharler, 2008. "Reconsidering Consumption Risk Sharing among OECD Countries: Some Evidence Based on Panel Cointegration," Open Economies Review, Springer, vol. 19(4), pages 493-505, September.
  153. 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.
  154. Mohamed El Hedi Arouri & Christophe Rault, 2010. "Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe," Working Papers hal-00507825, HAL.
  155. Lau, E. & Baharumshah, A. Z., 2006. "Twin Deficits Hypothesis in SEACEN Countries: A Panel Data Analysis of Relationships between Public Budget and Current Account Deficits," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(2).
  156. 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.
  157. 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.
  158. KHEDHIRI, Sami & BOUAZIZI, Tarek, 2007. "An Empirical Analysis Of The Demand Elasticity For Tunisian Exports," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 7(1).
  159. Jesús Crespo-Cuaresma & Jarko Fidrmuc & Ronald MacDonald, 2003. "The Monetary Approach to Exchange Rates in the CEECs Relations and Output Performance," Vienna Economics Papers 0313, University of Vienna, Department of Economics.
  160. Shyh-Wei Chen, 2010. "Testing for the Sustainability of the Current Account Deficit in Four Industrial Countries: A Revisitation," Economics Bulletin, AccessEcon, vol. 30(2), pages 1474-1495.
  161. Khediri, S. & Ncibi, N., 2005. "L’impact de l’infrastructure sur la croissance economique de long terme dans les pays de MENA : analyse de les secteurs d´electricite et des telephones en dix pays, 1975-1999," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 5(2).
  162. 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.
  163. Markus Eberhardt, 2011. "Panel time-series modeling: New tools for analyzing xt data," United Kingdom Stata Users' Group Meetings 2011 22, Stata Users Group.
  164. Zapata, Hector O. & Paudel, Krishna P., 2005. "Nonstationarity in the Specification of the Environmental Kuznets Curve," 2005 Annual meeting, July 24-27, Providence, RI 19270, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  165. Lee, Bun Song & Chun, Sun Eae & Kim, Suk Young, 2007. "The effects of regional characteristics on population growth in Korean cities, counties and wards," Journal of Asian Economics, Elsevier, vol. 18(3), pages 490-508, June.
  166. Eftychia Tsanana & Constantinos Katrakilidis, 2014. "Do Balkan economies catch up with EU? New evidence from panel unit root analysis," Empirica, Springer, vol. 41(4), pages 641-662, November.
  167. Andrew Benito & Ignacio Hernando, 2003. "Labour demand, flexible contracts and financial factors: new evidence from Spain," Banco de Espa�a Working Papers 0312, Banco de Espa�a.
  168. Oh, Yu Jin & So, Beong Soo, 2004. "Robust tests for unit roots in heterogeneous panels," Economics Letters, Elsevier, vol. 84(1), pages 35-41, July.
  169. Anthony Rezitis, 2005. "Agricultural productivity convergence across Europe and the United States of America," Applied Economics Letters, Taylor & Francis Journals, vol. 12(7), pages 443-446.
  170. Richard G. Anderson & Hailong Qian & Robert H. Rasche, 2006. "Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators," Working Papers 2006-050, Federal Reserve Bank of St. Louis.
  171. Miguel León-Ledesma, 2005. "Exports, Product Differentiation and Knowledge Spillovers," Open Economies Review, Springer, vol. 16(4), pages 363-379, October.
  172. Jaewoo Lee & Man-Keung Tang, 2003. "Does Productivity Growth Lead to Appreciation of the Real Exchange Rate?," IMF Working Papers 03/154, International Monetary Fund.
  173. Roman Horvath & Anca Maria Podpiera, 2009. "Heterogeneity in Bank Pricing Policies: The Czech Evidence," Working Papers 2009/8, Czech National Bank, Research Department.
  174. Evan Lau & Ahmad Zubaidi Baharumshah, 2005. "Assessing The Mean Reversion Behavior Of Fiscal Policy: The Case Of Asian Countries," Macroeconomics 0504002, EconWPA.
  175. 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.
  176. Costantini, Mauro & Gutierrez, Luciano, 2012. "Bootstrap innovational outlier unit root tests in dependent panels," Economics Letters, Elsevier, vol. 117(3), pages 817-819.
  177. Kim, Hongkee & Oh, Keun-Yeob & Jeong, Chan-Woo, 2005. "Panel cointegration results on international capital mobility in Asian economies," Journal of International Money and Finance, Elsevier, vol. 24(1), pages 71-82, February.
  178. Bai, Jushan, 2004. "Estimating cross-section common stochastic trends in nonstationary panel data," Journal of Econometrics, Elsevier, vol. 122(1), pages 137-183, September.
  179. Martin Wagner & Jaroslava Hlouskova, 2010. "The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study," Econometric Reviews, Taylor & Francis Journals, vol. 29(2), pages 182-223, April.
  180. Rob Alessie & Federica Teppa, 2010. "Saving and habit formation: evidence from Dutch panel data," Empirical Economics, Springer, vol. 38(2), pages 385-407, April.
  181. Maeso-Fernandez, Francisco & Osbat, Chiara & Schnatz, Bernd, 2004. "Towards the estimation of equilibrium exchange rates for CEE acceding countries: methodological issues and a panel cointegration perspective," Working Paper Series 0353, European Central Bank.
  182. 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.
  183. Andrew Benito, 2003. "The incidence and persistence of dividend omissions by Spanish firms," Banco de Espa�a Working Papers 0303, Banco de Espa�a.
  184. Jian Li & Kunrong Shen & Ru Zhang, 2011. "Measuring Knowledge Spillovers: A Non-appropriable Returns Perspective," Annals of Economics and Finance, Society for AEF, vol. 12(2), pages 265-293, November.
  185. Dinusha Dharmaratna & Edwyna Harris, 2012. "Estimating Residential Water Demand Using the Stone-Geary Functional Form: The Case of Sri Lanka," Water Resources Management, Springer, vol. 26(8), pages 2283-2299, June.
  186. Marina Giacomo, 2008. "GMM estimation of a structural demand model for yogurt and the effects of the introduction of new brands," Empirical Economics, Springer, vol. 34(3), pages 537-565, June.
  187. 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.
  188. Costantini, Mauro & Lupi, Claudio & Popp, Stephan, 2007. "A Panel-CADF Test for Unit Roots," Economics & Statistics Discussion Papers esdp07039, University of Molise, Dept. EGSeI.
  189. Roach, Travis, 2013. "A dynamic state-level analysis of carbon dioxide emissions in the United States," Energy Policy, Elsevier, vol. 59(C), pages 931-937.
  190. Jayaraman, T.K. & Lau, Evan, 2009. "Does external debt lead to economic growth in Pacific island countries," Journal of Policy Modeling, Elsevier, vol. 31(2), pages 272-288.
  191. repec:ebl:ecbull:v:3:y:2008:i:3:p:1-15 is not listed on IDEAS
  192. repec:zbw:cauewp:6798 is not listed on IDEAS
  193. Bernstein, Ronald & Madlener, Reinhard, 2011. "Responsiveness of Residential Electricity Demand in OECD Countries: A Panel Cointegation and Causality Analysis," FCN Working Papers 8/2011, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
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