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On the power of panel cointegration tests: a Monte Carlo comparison
13 references·16 citing·29 second hop
On the power of panel cointegration tests: a Monte Carlo comparison (2003)On the power of panel cointegration tests…On the Estimation and Inference of a Cointegrated Regression in Panel Data (2011)On the Estimation and Inferen…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO PPP HYPOTHESIS: NEW RESULTS (2004)PANEL COINTEGRATION: ASYMPTOT…Likelihood‐based cointegration tests in heterogeneous panels (2001)Likelihood‐based cointegratio…On the power and interpretation of panel unit root tests (2000)On the power and interpretati…Spurious regression and residual-based tests for cointegration in panel data (1999)Spurious regression and resid…Linear Regression Limit Theory for Nonstationary Panel Data (1999)Linear Regression Limit Theor…Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…On the Estimation and Inference of a Cointegrated Regression in Panel Data (1997)On the Estimation and Inferen…Tests for cointegration a Monte Carlo comparison (1996)Tests for cointegration a Mon…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Five alternative methods of estimating long-run equilibrium relationships (1994)Five alternative methods of e…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…An Empirical Analysis of Foreign Exchange Reserves in Emerging Asia (2021)An Empirical Analysis of Fore…Investor attention and Google Search Volume Index: Evidence from an emerging market using quantile regression analysis (2019)Investor attention and Google…Testing environmental Kuznets curve hypothesis in G7 countries: the role of renewable energy consumption and trade (2018)Testing environmental Kuznets…Panel Data Analysis in the Energy-Growth Nexus (EGN) (2018)Panel Data Analysis in the En…The contribution of energy use and financial development by source in climate change mitigation process: A global empirical perspective (2017)The contribution of energy us…Shock from Graying: Is the Demographic Shift Weakening Monetary Policy Effectiveness (2014)Shock from Graying: Is the De…The Energy, Economic Growth, Urbanization Nexus Across Development: Evidence from Heterogeneous Panel Estimates Robust to Cross-Sectional Dependence (2013)The Energy, Economic Growth, …Perceived inflation under loss aversion (2013)Perceived inflation under los…International Knowledge Spillovers through High-Tech Imports and R&D of Foreign-Owned Firms (2013)International Knowledge Spill…Environmental taxes and economic growth: Evidence from panel causality tests (2013)Environmental taxes and econo…Wealth Effects in Emerging Economies (2012)Wealth Effects in Emerging Ec…Understanding China's demand for resource imports (2011)Understanding China's demand …International technology diffusion and economic growth: Explaining the spillover benefits to developing countries (2011)International technology diff…External asymmetries in the Euro-area and the role of Foreign Direct Investment (2011)External asymmetries in the E…Investment and the exchange rate: Short run and long run aggregate and sector-level estimates (2008)Investment and the exchange r…Money demand function versus monetary integration: Revisiting panel cointegration among GCC countries (2007)Money demand function versus …Statistical analysis of cointegration vectors (1988)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)On the estimation and inference of a cointegrated regression in panel data (2004)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (2005)Oil prices and real exchange rates (2006)Trade openness–carbon emissions nexus: The importance of turning points of trade openness for country panels (2016)Testing for a Unit Root in Time Series Regression (1988)Testing for unit roots in heterogeneous panels (2003)Testing for Error Correction in Panel Data* (2007)Introductory Econometrics for Finance (2008)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence (2002)Analysis of Panel Data (2003)New Simple Tests for Panel Cointegration (2005)Transition Modeling and Econometric Convergence Tests (2007)Econometric Analysis of Panel Data (2021)Bounds testing approaches to the analysis of level relationships (2001)Econometric Analysis of Cross Section and Panel Data (2001)Urbanization, openness, emissions, and energy intensity: A study of increasingly urbanized emerging economies (2016)Renewable and non-renewable energy use - economic growth nexus: The case of MENA Net Oil Importing Countries (2017)Renewable energy, carbon emission and economic growth: A revised environmental Kuznets Curve perspective (2019)Income and emission: A panel data-based cointegration analysis (2005)Is the long-run relationship between economic growth, electricity consumption, carbon dioxide emissions and financial development in Gulf Cooperation Council Countries robust? (2015)Effect of urbanization and international trade on CO2 emissions across 65 belt and road initiative countries (2020)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 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
  • 1999Linear Regression Limit Theory for Nonstationary Panel Data1,409 cited
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  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO PPP HYPOTHESIS: NEW RESULTS291 cited
  • 1996Tests for cointegration a Monte Carlo comparison264 cited
  • 2000On the power and interpretation of panel unit root tests242 cited

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  • 2013Environmental taxes and economic growth: Evidence from panel causality tests

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166 cited
  • 2018Testing environmental Kuznets curve hypothesis in G7 countries: the role of renewable energy consumption and trade148 cited
  • 2011International technology diffusion and economic growth: Explaining the spillover benefits to developing countries128 cited
  • 2018Panel Data Analysis in the Energy-Growth Nexus (EGN)107 cited
  • 2017The contribution of energy use and financial development by source in climate change mitigation process: A global empirical perspective102 cited
  • 2013The Energy, Economic Growth, Urbanization Nexus Across Development: Evidence from Heterogeneous Panel Estimates Robust to Cross-Sectional Dependence83 cited
  • 2019Investor attention and Google Search Volume Index: Evidence from an emerging market using quantile regression analysis78 cited
  • 2021An Empirical Analysis of Foreign Exchange Reserves in Emerging Asia72 cited
  • 2013International Knowledge Spillovers through High-Tech Imports and R&D of Foreign-Owned Firms43 cited
  • 2011Understanding China's demand for resource imports39 cited
  • 2011External asymmetries in the Euro-area and the role of Foreign Direct Investment36 cited
  • 2014Shock from Graying: Is the Demographic Shift Weakening Monetary Policy Effectiveness33 cited
  • 2008Investment and the exchange rate: Short run and long run aggregate and sector-level estimates30 cited
  • 2007Money demand function versus monetary integration: Revisiting panel cointegration among GCC countries23 cited
  • 2012Wealth Effects in Emerging Economies21 cited
  • 2013Perceived inflation under loss aversion20 cited