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Current Account Deficit Sustainability: a Panel Approach
16 references·1 citing·27 second hop
Current Account Deficit Sustainability: a Panel Approach (2005)Current Account Deficit Sustainability: a…On the Estimation and Inference of a Cointegrated Regression in Panel Data (2011)On the Estimation and Inferen…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…On the estimation and inference of a cointegrated regression in panel data (2004)On the estimation and inferen…Nonstationary panels, cointegration in panels and dynamic panels: A survey (2004)Nonstationary panels, cointeg…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Panel Data Unit Roots and Cointegration: An Overview (1999)Panel Data Unit Roots and Coi…Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…Foundations of International Macroeconomics (1997)Foundations of International …Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots (1991)Pitfalls and Opportunities: W…IS THE BUDGET DEFICIT “TOO LARGE?” (1991)IS THE BUDGET DEFICIT “TOO LA…Co-integration and Error Correction: Representation, Estimation, and Testing (1991)Co-integration and Error Corr…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…COINTEGRATION AND ERROR CORRECTION: REPRESENTATION (1987)COINTEGRATION AND ERROR CORRE…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Testing the Random Walk Hypothesis: Power versus Frequency of Observation (1985)Testing the Random Walk Hypot…Long run sustainability of current account balance of China and India: New evidence from combined cointegration test (2016)Long run sustainability of cu…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Analysis of Panel Data (2003)Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy (2016)The influence of real output, renewable and non-renewable energy, trade and financial development on carbon emissions in the top renewable energy countries (2016)Determinants of the ecological footprint: Role of renewable energy, natural resources, and urbanization (2019)Econometric Analysis of Panel Data (2021)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Testing for a Unit Root in Time Series Regression (1988)Spurious regression and residual-based tests for cointegration in panel data (1999)Introductory Econometrics for Finance (2008)Tourism as a long-run economic growth factor: the Spanish case (2002)Testing for Error Correction in Panel Data* (2007)Do Natural Resources Fuel Authoritarianism? A Reappraisal of the Resource Curse (2011)Bounds testing approaches to the analysis of level relationships (2001)The determinants of cross-border equity flows (2004)Financial Globalization: A Reappraisal (2006)Why Doesn't Capital Flow from Rich to Poor Countries? An Empirical Investigation (2008)Public Capital and Private Sector Performance (1991)A Cointegration Analysis of Treasury Bill Yields (1992)Smart Money, Noise Trading and Stock Price Behaviour (1993)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
  • 1997Foundations of International Macroeconomics2,980 cited
  • 2004On the estimation and inference of a cointegrated regression in panel data1,807 cited
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  • 1987COINTEGRATION AND ERROR CORRECTION: REPRESENTATION1,262 cited
  • 1991Co-integration and Error Correction: Representation, Estimation, and Testing946 cited
  • 1991IS THE BUDGET DEFICIT “TOO LARGE?”738 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots681 cited
  • 2004Nonstationary panels, cointegration in panels and dynamic panels: A survey650 cited
  • 1999Panel Data Unit Roots and Cointegration: An Overview609 cited

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1985
Testing the Random Walk Hypothesis: Power versus Frequency of Observation
475 cited
  • 2011On the Estimation and Inference of a Cointegrated Regression in Panel Data470 cited
  • Cited by

    • 2016Long run sustainability of current account balance of China and India: New evidence from combined cointegration test28 cited