IDEAS home Printed from https://ideas.repec.org/r/taf/emetrv/v29y2010i2p111-145.html
   My bibliography  Save this item

Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. 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.
  2. Peter Fuleky & Carl S. Bonham & Qianxue Zhao, 2013. "Estimating Demand Elasticities in Non-Stationary Panels: The Case of Hawaii's Tourism Industry," Working Papers 201314, University of Hawaii at Manoa, Department of Economics.
  3. Dang, Vinh Q.T. & So, Erin P.K. & Yang, Alan Yu & Chan, Kenneth S., 2020. "China and international market integration: Evidence from the law of one price in the Middle East and Africa," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  4. Amornthum, Somchai & Bonham, Carl S., 2011. "Financial integration in the pacific basin region: RIP by PANIC attack?," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 1019-1033, October.
  5. Chen, Ping-Yu & Chen, Sheng-Tung & Hsu, Chia-Sheng & Chen, Chi-Chung, 2016. "Modeling the global relationships among economic growth, energy consumption and CO2 emissions," Renewable and Sustainable Energy Reviews, Elsevier, vol. 65(C), pages 420-431.
  6. Jaap W. B. Bos & Bertrand Candelon & Claire Economidou, 2016. "Does knowledge spill over across borders and technology regimes?," Journal of Productivity Analysis, Springer, vol. 46(1), pages 63-82, August.
  7. Laurent Cavenaile & Christian Gengenbach & Franz Palm, 2014. "Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis," De Economist, Springer, vol. 162(1), pages 19-40, March.
  8. Mathilde Aubry & Jean Bonnet & Patricia Renou-Maissant, 2015. "Entrepreneurship and the business cycle: the “Schumpeter” effect versus the “refugee” effect—a French appraisal based on regional data," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 54(1), pages 23-55, January.
  9. repec:hae:wpaper:2013-2 is not listed on IDEAS
  10. Andreas Dietrich, 2012. "Does growth cause structural change, or is it the other way around? A dynamic panel data analysis for seven OECD countries," Empirical Economics, Springer, vol. 43(3), pages 915-944, December.
  11. 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.
  12. Amélie Charles & Olivier Darne & Jean-François Hoarau, 2012. "Convergence of real per capita GDP within COMESA countries: A panel unit root evidence," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 49(1), pages 53-71, August.
  13. Gabriel Bruneau & Kevin Moran, 2017. "Exchange rate fluctuations and labour market adjustments in Canadian manufacturing industries," Canadian Journal of Economics, Canadian Economics Association, vol. 50(1), pages 72-93, February.
  14. Evangelia Papapetrou & Dimitrios Bakas, 2012. "Unemployment in Greece: evidence from Greek regions," Working Papers 146, Bank of Greece.
  15. Declan French, 2012. "Causation between health and income: a need to panic," Empirical Economics, Springer, vol. 42(2), pages 583-601, April.
  16. Caterina Giannetti, 2015. "Unit roots and the dynamics of market shares: an analysis using an Italian banking micro-panel," Empirical Economics, Springer, vol. 48(2), pages 537-555, March.
  17. Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2018. "Common correlated effects and international risk sharing," International Finance, Wiley Blackwell, vol. 21(1), pages 55-70, March.
  18. Xu, Xiaojing & Xu, Runguo, 2023. "Role of green financing and stability in the development of green resources in China," Resources Policy, Elsevier, vol. 85(PA).
  19. Vinh Q. T. Dang & Yu (Alan) Yang, 2017. "Assessing Market Integration in ASEAN with Retail Price Data," Pacific Economic Review, Wiley Blackwell, vol. 22(4), pages 510-532, October.
  20. 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.
  21. Basher, Syed Abul & Masini, Andrea & Aflaki, Sam, 2015. "Time series properties of the renewable energy diffusion process: Implications for energy policy design and assessment," Renewable and Sustainable Energy Reviews, Elsevier, vol. 52(C), pages 1680-1692.
  22. Oliver Wichert & I. Gaia Becheri & Feike C. Drost & Ramon van den Akker, 2019. "Local Asymptotic Equivalence of the Bai and Ng (2004) and Moon and Perron (2004) Frameworks for Panel Unit Root Testing," Papers 1905.11184, arXiv.org.
  23. Kul B. Luintel & Mosahid Khan, 2016. "R&D, scale effects and spillovers: New insights from emerging countries," WIPO Economic Research Working Papers 32, World Intellectual Property Organization - Economics and Statistics Division, revised Jun 2016.
  24. Lukas Richau & Florian Follert & Monika Frenger & Eike Emrich, 2021. "The sky is the limit?! Evaluating the existence of a speculative bubble in European football," Journal of Business Economics, Springer, vol. 91(6), pages 765-796, August.
  25. Zhou, X. & Solberger, M., 2013. "A Lagrange multiplier-type test for idiosyncratic unit roots in the exact factor model under misspecification," Research Memorandum 058, Maastricht University, Graduate School of Business and Economics (GSBE).
  26. Markus Eberhardt, 2011. "Panel time-series modeling: New tools for analyzing xt data," United Kingdom Stata Users' Group Meetings 2011 22, Stata Users Group.
  27. Roy Cerqueti & Mauro Costantini & Luciano Gutierrez & Joakim Westerlund, 2019. "Panel stationary tests against changes in persistence," Statistical Papers, Springer, vol. 60(4), pages 1079-1100, August.
  28. Abdou-Aziz Niang, 2017. "Testing economic convergence in non-stationary panel," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 26(1), pages 135-156, March.
  29. Xingwu Zhou & Martin Solberger, 2017. "A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(1), pages 22-50, January.
  30. Karikallio, Hanna, 2015. "Cross-commodity Price Transmission and Integration of the EU Livestock Market of Pork and Beef: Panel Time-series Approach," 2015 Conference, August 9-14, 2015, Milan, Italy 211832, International Association of Agricultural Economists.
  31. Sánchez-Martín, Miguel Eduardo & de Arce, Rafael & Escribano, Gonzalo, 2014. "Do changes in the rules of the game affect FDI flows in Latin America? A look at the macroeconomic, institutional and regional integration determinants of FDI," European Journal of Political Economy, Elsevier, vol. 34(C), pages 279-299.
  32. Carrion-i-Silvestre Josep Lluis & Surdeanu Laura, 2011. "Panel Cointegration Rank Testing with Cross-Section Dependence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(4), pages 1-43, September.
  33. Yan, Xiang & Yang, Chao & Zhang, Renfang, 2023. "How does green finance derive the resource efficiency and decarbonization of the economy?," Resources Policy, Elsevier, vol. 85(PB).
  34. Cecilio R. Tamarit Escalona & Estrella Gómez, 2011. "The euro effect on trade: evidence in gravity equations using panel cointegration techniques," Working Papers. Serie EC 2011-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  35. 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.
  36. Iorio, Francesca Di & Fachin, Stefano, 2014. "Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 59-76.
  37. Hecq, A.W. & Urbain, J.R.Y.J. & Gengenbach, C., 2011. "Are panel unit root tests useful for real-time data?," Research Memorandum 012, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  38. Xuguang Sheng & Jingyun Yang, 2013. "Truncated Product Methods for Panel Unit Root Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(4), pages 624-636, August.
  39. Alejandro C. García-Cintado & Diego Romero-Ávila & Carlos Usabiaga, 2016. "The economic integration of Spain: a change in the inflation pattern," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 25(1), pages 1-41, December.
  40. Luintel, Kul B & Selim, Sheikh & Bajracharya, Pushkar, 2014. "Reforms, Incentives and Banking Sector Productivity: A Case of Nepal," Cardiff Economics Working Papers E2014/14, Cardiff University, Cardiff Business School, Economics Section.
  41. repec:hae:wpaper:2013-3 is not listed on IDEAS
  42. Dai, Li & Xiong, Yuyu, 2023. "Does the green finance development and renewable energy affect the economic recovery in Asian economies," Renewable Energy, Elsevier, vol. 216(C).
  43. Kul Luintel & Mosahid Khan & Konstantinos Theodoridis, 2014. "On the robustness of R&D," Journal of Productivity Analysis, Springer, vol. 42(2), pages 137-155, October.
  44. Luintel, Kul B. & Selim, Sheikh & Bajracharya, Pushkar, 2017. "Liberalization, bankers’ motivation and productivity: A simple model with an application," Economic Modelling, Elsevier, vol. 61(C), pages 102-112.
  45. Kappler Marcus, 2011. "Business Cycle Co-movement and Trade Intensity in the Euro Area: is there a Dynamic Link?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(2), pages 247-265, April.
  46. Xu, Zilin & Mohsin, Muhammad & Ullah, Kaleem & Ma, Xiaoyu, 2023. "Using econometric and machine learning models to forecast crude oil prices: Insights from economic history," Resources Policy, Elsevier, vol. 83(C).
  47. Malte Rengel, 2020. "Sustainability of European fiscal balances: Just a statistical artifact?," Empirical Economics, Springer, vol. 58(4), pages 1681-1712, April.
  48. Westerlund, Joakim, 2015. "The power of PANIC," Journal of Econometrics, Elsevier, vol. 185(2), pages 495-509.
  49. Chan, Kenneth S. & Dang, Vinh Q.T. & Lai, Jennifer T., 2018. "Capital market integration in ASEAN: A non-stationary panel data analysis," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 249-260.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.