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A Parametric approach to the Estimation of Cointegration Vectors in Panel Data
16 references·16 citing·29 second hopsampled
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (2005)A Parametric approach to the Estimation o…The local power of some unit root tests for panel data (2004)The local power of some unit …PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…Fully modified OLS for heterogeneous cointegrated panels (2004)Fully modified OLS for hetero…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Unit root tests for panel data (2001)Unit root tests for panel dataPurchasing Power Parity Tests in Cointegrated Panels (2001)Purchasing Power Parity Tests…Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Pooled Mean Group Estimation …Linear Regression Limit Theory for Nonstationary Panel Data (1999)Linear Regression Limit Theor…What To Do (and Not to Do) with Time-Series Cross-Section Data (1995)What To Do (and Not to Do) wi…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…PRACTITIONERS’ CORNER: Computing Robust Standard Errors for Within‐groups Estimators * (1987)PRACTITIONERS’ CORNER: Comput…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Pollution Haven or Halo? How European countries leverage FDI, energy, and human capital to alleviate their ecological footprint (2023)Pollution Haven or Halo? How …Do natural resource rent and corruption governance reshape the environmental Kuznets curve for ecological footprint? Evidence from 158 countries (2023)Do natural resource rent and …Investigating the nexus between CO2 emissions, renewable energy consumption, FDI, exports and economic growth: evidence from BRICS countries (2022)Investigating the nexus betwe…Theoretical Framework for the Carbon Emissions Effects of Technological Progress and Renewable Energy Consumption (2021)Theoretical Framework for the…Impact of energy intensity, renewable energy, and economic growth on CO2 emissions: Evidence from Africa across regions and income levels (2021)Impact of energy intensity, r…The impacts of globalization, financial development, government expenditures, and institutional quality on CO2 emissions in the presence of environmental Kuznets curve (2020)The impacts of globalization,…The impact of natural resource depletion on energy use and CO2 emission in Belt & Road Initiative countries: A cross-country analysis (2020)The impact of natural resourc…Exploring the impact of innovation, renewable energy consumption, and income on CO2 emissions: new evidence from the BRICS economies (2020)Exploring the impact of innov…How renewable energy consumption lower global CO2 emissions? Evidence from countries with different income levels (2019)How renewable energy consumpt…Renewable energy and growth: Evidence from heterogeneous panel of G7 countries using Granger causality (2015)Renewable energy and growth: …The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries (2013)The nexus of electricity cons…Does tourism development promote economic growth in transition countries? A panel data analysis (2013)Does tourism development prom…How Does Foreign Direct Investment Really Affect Developing Countries' Growth? (2012)How Does Foreign Direct Inves…The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (2009)The Performance of Panel Coin…Panel cointegration with global stochastic trends (2008)Panel cointegration with glob…The carbon Kuznets curve: A cloudy picture emitted by bad econometrics? (2007)The carbon Kuznets curve: A c…Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A simple panel unit root test in the presence of cross‐section dependence (2007)Time Series Regression with a Unit Root (1987)Inference in Linear Time Series Models with some Unit Roots (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Statistical Inference in Dynamic Economic Models (1950)Analysis of Panel Data (2003)Veto Players. How Political Institutions Work (2003)Modernization, cultural change, and democracy the human development sequence (2005)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Specification Tests in Econometrics (1978)Another look at the instrumental variable estimation of error-components models (1995)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Spurious regression and residual-based tests for cointegration in panel data (1999)Testing for Error Correction in Panel Data* (2007)Introductory Econometrics for Finance (2008)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1995What To Do (and Not to Do) with Time-Series Cross-Section Data6,833 cited
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
  • 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels6,673 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 2001Unit root tests for panel data4,109 cited
  • 2004Fully modified OLS for heterogeneous cointegrated panels2,721 cited
  • 2004The local power of some unit root tests for panel data2,382 cited
  • 2001Purchasing Power Parity Tests in Cointegrated Panels2,117 cited
  • 1987PRACTITIONERS’ CORNER: Computing Robust Standard Errors for Within‐groups Estimators *

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1,449 cited
  • 1999Linear Regression Limit Theory for Nonstationary Panel Data1,409 cited
  • Cited by

    • 2020The impacts of globalization, financial development, government expenditures, and institutional quality on CO2 emissions in the presence of environmental Kuznets curve528 cited
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    • 2019How renewable energy consumption lower global CO2 emissions? Evidence from countries with different income levels436 cited
    • 2008Panel cointegration with global stochastic trends398 cited
    • 2013The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries394 cited
    • 2020The impact of natural resource depletion on energy use and CO2 emission in Belt & Road Initiative countries: A cross-country analysis392 cited
    • 2007The carbon Kuznets curve: A cloudy picture emitted by bad econometrics?380 cited
    • 2021Impact of energy intensity, renewable energy, and economic growth on CO2 emissions: Evidence from Africa across regions and income levels306 cited
    • 2013Does tourism development promote economic growth in transition countries? A panel data analysis305 cited
    • 2021Theoretical Framework for the Carbon Emissions Effects of Technological Progress and Renewable Energy Consumption265 cited
    • 2012How Does Foreign Direct Investment Really Affect Developing Countries' Growth?228 cited
    • 2022Investigating the nexus between CO2 emissions, renewable energy consumption, FDI, exports and economic growth: evidence from BRICS countries217 cited
    • 2015Renewable energy and growth: Evidence from heterogeneous panel of G7 countries using Granger causality216 cited
    • 2023Pollution Haven or Halo? How European countries leverage FDI, energy, and human capital to alleviate their ecological footprint208 cited
    • 2009The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study204 cited
    • 2023Do natural resource rent and corruption governance reshape the environmental Kuznets curve for ecological footprint? Evidence from 158 countries203 cited