SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A panel analysis of the fisher effect with an unobserved I(1) world real interest rate
16 references·0 citing·27 second hop
A panel analysis of the fisher effect with an unobserved I(1) world real interest rate (2014)A panel analysis of the fisher effect wit…A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Estimation and Inference in L…General Diagnostic Tests for Cross Section Dependence in Panels (2004)General Diagnostic Tests for …A PANIC Attack on Unit Roots and Cointegration (2004)A PANIC Attack on Unit Roots …Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …The Resurgence of Growth in the Late 1990s: Is Information Technology the Story? (2000)The Resurgence of Growth in t…Linear Regression Limit Theory for Nonstationary Panel Data (1999)Linear Regression Limit Theor…Forecasting inflation (1999)Forecasting inflationA Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Estimating Vector Autoregressions with Panel Data (1988)Estimating Vector Autoregress…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…Money and Economic Growth (1965)Money and Economic GrowthTests for Unit Roots: A Monte Carlo Investigation (1989)Inferential Theory for Factor Models of Large Dimensions (2003)Panel Data Models With Interactive Fixed Effects (2009)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)Biases in Dynamic Models with Fixed Effects (1981)The analysis of household surveys (1997)Finance, inequality and the poor (2007)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2007)Spatial Econometrics: Methods and Models (1988)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)Unit root tests for panel data (2001)Estimating long-run relationships from dynamic heterogeneous panels (1995)Macroeconomic Forecasting Using Diffusion Indexes (2002)Testing slope homogeneity in large panels (2007)General diagnostic tests for cross-sectional dependence in panels (2020)Unit root tests in panel data: asymptotic and finite-sample properties (2002)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
  • 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
  • 2004General Diagnostic Tests for Cross Section Dependence in Panels8,718 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 2006Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure5,067 cited
  • 1988Estimating Vector Autoregressions with Panel Data4,242 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
  • 2000The Resurgence of Growth in the Late 1990s: Is Information Technology the Story?1,844 cited
  • 1965Money and Economic Growth1,671 cited
  • 1999Linear Regression Limit Theory for Nonstationary Panel Data

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

1,409 cited
  • 1999Forecasting inflation1,273 cited
  • Cited by

    No citing works inside the corpus for this window.