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Long-Run Money Demand in OECD Countries – Cross-Member Cointegration
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Long-Run Money Demand in OECD Countries – Cross-Member Cointegration (2011)Long-Run Money Demand in OECD Countries –…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…A PANIC Attack on Unit Roots and Cointegration (2004)A PANIC Attack on Unit Roots …Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand* (2003)Cointegration Vector Estimati…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 dataNumerical distribution functions of likelihood ratio tests for cointegration (1999)Numerical distribution functi…Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Biases in Dynamic Models with Fixed Effects (1981)Biases in Dynamic Models with…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model (1970)Optimal Choice of Monetary Po…A Theoretical Framework for Monetary Analysis (1970)A Theoretical Framework for M…Book Reviews: Statistical Methods for Meta-Analysis Larry V. Hedges and Ingram Olkin New York: Academic Press, 1985. xxii + 369 pp (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing for unit roots in heterogeneous panels (2003)A simple panel unit root test in the presence of cross‐section dependence (2007)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Specification Tests in Econometrics (1978)Formulation and estimation of dynamic models using panel data (1982)Estimating Vector Autoregressions with Panel Data (1988)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Statistical analysis of cointegration vectors (1988)Testing for Error Correction in Panel Data* (2007)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Generalized impulse response analysis in linear multivariate models (1998)Introductory Econometrics for Finance (2008)Initial conditions and moment restrictions in dynamic panel data models (1995)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,662 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties13,211 cited
  • 1981Biases in Dynamic Models with Fixed Effects8,802 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,886 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,781 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 2001Unit root tests for panel data4,114 cited
  • 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
  • 2004A PANIC Attack on Unit Roots and Cointegration1,933 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,414 cited
  • 1970Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model1,297 cited

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  • 1970A Theoretical Framework for Monetary Analysis1,004 cited
  • 2003Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand*789 cited
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