SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A New Look at Panel Testing of Stationarity and the PPP Hypothesis
16 references·13 citing·20 second hop
A New Look at Panel Testing of Stationarity and the PPP Hypothesis (2005)A New Look at Panel Testing of Stationari…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 …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…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…Unit root tests for panel data (2001)Unit root tests for panel dataLAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Testing for stationarity in heterogeneous panel data (2000)Testing for stationarity in h…A 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…Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties (1996)Useful Modifications to some …Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (1992)An Improved Heteroskedasticit…Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? (1991)Testing the Null Hypothesis o…Asymptotic Properties of Residual Based Tests for Cointegration (1990)Asymptotic Properties of Resi…Tests For Unit Roots: A Monte Carlo Investigation (1988)Tests For Unit Roots: A Monte…Understanding the behavior of ESG in both OPEC and non‐OPEC countries? The implications for sustainable development reaching (2023)Understanding the behavior of…Panel Data Analysis in the Energy-Growth Nexus (EGN) (2018)Panel Data Analysis in the En…Identifying Exchange Rate Common Factors (2017)Identifying Exchange Rate Com…Unit Roots and Cointegration in Panels (2015)Unit Roots and Cointegration …Convergence in energy consumption per capita among ASEAN countries (2014)Convergence in energy consump…How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods (2012)How to Evaluate an Early-Warn…A simple panel stationarity test in the presence of serial correlation and a common factor (2011)A simple panel stationarity t…Stochastic convergence of per capita carbon dioxide emissions and multiple structural breaks in OECD countries (2009)Stochastic convergence of per…Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (2009)Panel Unit Root Tests in the …Are fluctuations in energy consumption per capita transitory? Evidence from a panel of Pacific Island countries (2009)Are fluctuations in energy co…Convergence in carbon dioxide emissions among industrialised countries revisited (2007)Convergence in carbon dioxide…Panel Unit Root Tests: A Review (2006)Panel Unit Root Tests: A Revi…Searching for evidence of long-run PPP from a post-Bretton Woods panel: separating the wheat from the chaff (2004)Searching for evidence of lon…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)Testing for a Unit Root in Time Series Regression (1988)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)Panel Data Models With Interactive Fixed Effects (2009)Statistical Methods for Meta-Analysis (1988)A simple panel unit root test in the presence of cross‐section dependence (2007)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Efficient Tests for an Autoregressive Unit Root (1996)Energy consumption, income, and carbon emissions in the United States (2006)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)Introductory Econometrics for Finance (2008)A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2004)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Spurious regression and residual-based tests for cointegration in panel data (1999)Testing for Error Correction in Panel Data* (2007)
this work references cited by second hop

References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 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 HYPOTHESIS6,696 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2001Unit root tests for panel data4,109 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 2000Testing for stationarity in heterogeneous panel data3,003 cited
  • 1990Asymptotic Properties of Residual Based Tests for Cointegration1,980 cited
  • 2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
  • 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
  • 1988Tests For Unit Roots: A Monte Carlo Investigation1,244 cited
  • 1998The overvaluation of purchasing power parity1,208 cited

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

1992
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
1,091 cited
  • 1996Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties590 cited
  • Cited by

    • 2011A simple panel stationarity test in the presence of serial correlation and a common factor278 cited
    • 2009Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling213 cited
    • 2007Convergence in carbon dioxide emissions among industrialised countries revisited207 cited
    • 2009Are fluctuations in energy consumption per capita transitory? Evidence from a panel of Pacific Island countries153 cited
    • 2015Unit Roots and Cointegration in Panels127 cited
    • 2009Stochastic convergence of per capita carbon dioxide emissions and multiple structural breaks in OECD countries119 cited
    • 2012How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods114 cited
    • 2018Panel Data Analysis in the Energy-Growth Nexus (EGN)107 cited
    • 2014Convergence in energy consumption per capita among ASEAN countries101 cited
    • 2006Panel Unit Root Tests: A Review70 cited
    • 2023Understanding the behavior of ESG in both OPEC and non‐OPEC countries? The implications for sustainable development reaching43 cited
    • 2017Identifying Exchange Rate Common Factors26 cited
    • 2004Searching for evidence of long-run PPP from a post-Bretton Woods panel: separating the wheat from the chaff25 cited