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Homogenous panel unit root tests under cross sectional dependence: Finite sample modifications and the wild bootstrap
16 references·13 citing·28 second hop
Homogenous panel unit root tests under cross sectional dependence: Finite sample modifications and the wild bootstrap (2008)Homogenous panel unit root tests under cr…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…Panel unit root tests under cross‐sectional dependence (2005)Panel unit root tests under c…The Purchasing Power Parity Debate (2004)The Purchasing Power Parity D…Specification and Estimation of Spatial Panel Data Models (2003)Specification and Estimation …Bootstrap unit root tests in panels with cross-sectional dependency (2003)Bootstrap unit root tests in …Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…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…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…What To Do (and Not to Do) with Time-Series Cross-Section Data (1995)What To Do (and Not to Do) wi…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Domestic Saving and International Capital Flows (1980)Domestic Saving and Internati…Domestic Savings and International Capital Flows (1979)Domestic Savings and Internat…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Green finance and Sustainable Development Goals: is there a role for geopolitical uncertainty? (2024)Green finance and Sustainable…Green energy, green innovation, and political stability led to green growth in OECD nations (2024)Green energy, green innovatio…The role of renewable energy finance in achieving low-carbon growth: contextual evidence from leading renewable energy-investing countries (2023)The role of renewable energy …Impact of the informal economy on the ecological footprint: The role of urban concentration and globalization (2022)Impact of the informal econom…Global warming and urbanization (2022)Global warming and urbanizati…Energy efficiency, carbon neutrality and technological innovation: a strategic move towards green economy (2022)Energy efficiency, carbon neu…Asymmetric impacts of foreign direct investment inflows, financial development, and social globalization on environmental pollution (2022)Asymmetric impacts of foreign…Does financial stability and renewable energy promote sustainable environment in G-7 Countries? The role of income and international trade (2021)Does financial stability and …The interplay among ecological footprint, real income, energy consumption, and trade openness in 13 Asian countries (2020)The interplay among ecologica…Political economy of Islamic banking growth: Does political regime and institutions, governance and political risks matter? (2020)Political economy of Islamic …Heteroskedasticity‐Robust Unit Root Testing for Trending Panels (2019)Heteroskedasticity‐Robust Uni…Exchange rates and fundamentals: A bootstrap panel data analysis (2018)Exchange rates and fundamenta…Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions (2014)Heteroskedasticity Robust Pan…Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing for unit roots in heterogeneous panels (2003)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)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)Statistical Inference in Dynamic Economic Models (1950)Analysis of Panel Data (2003)Veto Players. How Political Institutions Work (2003)Modernization, cultural change, and democracy the human development sequence (2005)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)International Corporations: The Industrial Economics of Foreign Investment (1971)The analysis of household surveys (1997)Familiarity Breeds Investment (2001)The saving and investment nexus for China: evidence from cointegration tests (2005)Time Series Regression with a Unit Root (1987)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests for panel data (2001)The Purchasing Power Parity Puzzle (1996)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Introductory Econometrics for Finance (2008)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)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 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
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 1995What To Do (and Not to Do) with Time-Series Cross-Section Data6,833 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1980Domestic Saving and International Capital Flows2,767 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 2003Specification and Estimation of Spatial Panel Data Models1,109 cited
  • 2004The Purchasing Power Parity Debate1,034 cited
  • 1979Domestic Savings and International Capital Flows822 cited
  • 2005Panel unit root tests under cross‐sectional dependence783 cited
  • 2008Unit Roots and Cointegration in Panels758 cited

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  • 2003Bootstrap unit root tests in panels with cross-sectional dependency368 cited
  • Cited by

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    • 2020The interplay among ecological footprint, real income, energy consumption, and trade openness in 13 Asian countries76 cited
    • 2022Global warming and urbanization76 cited
    • 2022Energy efficiency, carbon neutrality and technological innovation: a strategic move towards green economy72 cited
    • 2021Does financial stability and renewable energy promote sustainable environment in G-7 Countries? The role of income and international trade71 cited
    • 2022Asymmetric impacts of foreign direct investment inflows, financial development, and social globalization on environmental pollution71 cited
    • 2020Political economy of Islamic banking growth: Does political regime and institutions, governance and political risks matter?28 cited
    • 2024Green finance and Sustainable Development Goals: is there a role for geopolitical uncertainty?28 cited
    • 2019Heteroskedasticity‐Robust Unit Root Testing for Trending Panels25 cited
    • 2014Heteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled Regressions17 cited
    • 2018Exchange rates and fundamentals: A bootstrap panel data analysis15 cited