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A RE‐EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND‐GENERATION PANEL UNIT ROOT TESTS
16 references·0 citing·23 second hop
A RE‐EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND‐GENERATION PANEL UNIT ROOT TESTS (2015)A RE‐EXAMINATION OF REAL INTEREST PARITY …Econometric Analysis of Panel Data (2021)Econometric Analysis of Panel…Unit Roots and Cointegration in Panels (2008)Unit Roots and Cointegration …A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…Testing for a unit root in panels with dynamic factors (2004)Testing for a unit root in pa…General Diagnostic Tests for Cross Section Dependence in Panels (2004)General Diagnostic Tests for …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 dataA Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…The overvaluation of purchasing power parity (1998)The overvaluation of purchasi…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Assessing cross-sectional correlation in panel data (1995)Assessing cross-sectional cor…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots (1991)Pitfalls and Opportunities: W…Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period (1988)Was It Real? The Exchange Rat…Exchange Rate Theory and Practice (1984)Exchange Rate Theory and Prac…Econometric Models for Count Data with an Application to the Patents-R&D Relationship (1984)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Econometric Analysis of Cross Section and Panel Data (2001)Introductory Econometrics for Finance (2008)Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Biases in Dynamic Models with Fixed Effects (1981)Spatial Econometrics: Methods and Models (1988)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Time Series Regression with a Unit Root (1987)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)The Purchasing Power Parity Puzzle (1996)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Testing slope homogeneity in large panels (2007)Testing for Granger non-causality in heterogeneous panels (2012)The effect of renewable energy consumption on economic growth: Evidence from top 38 countries (2015)
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References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2021Econometric Analysis of Panel Data15,089 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 2007A simple panel unit root test in the presence of cross‐section dependence12,758 cited
  • 2004General Diagnostic Tests for Cross Section Dependence in Panels8,718 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 2001Unit root tests for panel data4,109 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 2004Testing for a unit root in panels with dynamic factors939 cited
  • 1995Assessing cross-sectional correlation in panel data924 cited
  • 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period825 cited
  • 2008Unit Roots and Cointegration in Panels758 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots681 cited

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1984
Exchange Rate Theory and Practice
498 cited

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