Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study

16 references·16 citing·26 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
1988Testing for a Unit Root in Time Series Regression19,288 cited
2003Testing for unit roots in heterogeneous panels15,333 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
1999Spurious regression and residual-based tests for cointegration in panel data5,792 cited
1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
2000Testing for stationarity in heterogeneous panel data3,003 cited
2004Fully modified OLS for heterogeneous cointegrated panels2,721 cited
2001Purchasing Power Parity Tests in Cointegrated Panels2,117 cited
1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
2004

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

On the estimation and inference of a cointegrated regression in panel data

1,807 cited

2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited

Cited by

2009The energy-GDP nexus: Evidence from a panel of Pacific Island countries178 cited
2012The long-run determinants of fertility: one century of demographic change 1900–1999169 cited
2017Does energy efficiency promote economic growth? Evidence from a multicountry and multisectoral panel dataset154 cited
2013Short- and long-run causality between energy consumption and economic growth: Evidence across regions in China151 cited
2010Energy Consumption and Economic Growth - New Insights into the Cointegration Relationship141 cited
2007Testing for Bubbles in Housing Markets: A Panel Data Approach124 cited
2013Energy as a driver of growth in oil exporting countries?102 cited
2012The importance of energy quality in energy intensive manufacturing: Evidence from panel cointegration and panel FMOLS101 cited
2017Review of energy-growth nexus: A panel analysis for ten Eurasian oil exporting countries97 cited
2013The Energy, Economic Growth, Urbanization Nexus Across Development: Evidence from Heterogeneous Panel Estimates Robust to Cross-Sectional Dependence83 cited
2021The dynamic role of institutional quality, renewable and non-renewable energy on the ecological footprint of OECD countries: do institutions and renewables function as leverage points for environmental sustainability?75 cited
2011Do Natural Resources Attract FDI? Evidence from Non-Stationary Sector Level Data70 cited
2017The long-run effect of foreign direct investment on total factor productivity in developing countries: a panel cointegration analysis62 cited
2011Financial development and growth: A clustering and causality analysis50 cited
2016The Long‐run Relationship Between Trade and Population Health: Evidence from Five Decades47 cited
2015Income Inequality and Health: Evidence from Developed and Developing Countries44 cited