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A residual-based test of the null of cointegration in panel data
10 references·16 citing·41 second hopsampled
A residual-based test of the null of cointegration in panel data (1998)A residual-based test of the null of coin…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…Linear Regression Limit Theory for Nonstationary Panel Data (1999)Linear Regression Limit Theor…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration (1994)A Residual-Based Test of the …Estimating Long-Run Economic Equilibria (1991)Estimating Long-Run Economic …Asymptotically Efficient Estimation of Cointegration Regressions (1991)Asymptotically Efficient Esti…Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…Time Series Regression with a Unit Root (1987)Time Series Regression with a…Understanding spurious regressions in econometrics (1986)Understanding spurious regres…Multiple Time Series Regression with Integrated Processes (1986)Multiple Time Series Regressi…Nexus between green technology innovation, green financing, and CO 2 emissions in the G7 countries: The moderating role of social globalisation (2022)Nexus between green technolog…Digital Economy Development, Industrial Structure Upgrading and Green Total Factor Productivity: Empirical Evidence from China’s Cities (2022)Digital Economy Development, …The nexuses between energy investments, technological innovations, emission taxes, and carbon emissions in China (2021)The nexuses between energy in…The effect of financial development on renewable energy demand: The case of developing countries (2021)The effect of financial devel…Analyzing the effect of natural gas, nuclear energy and renewable energy on GDP and carbon emissions: A multi-variate panel data analysis (2020)Analyzing the effect of natur…Trade openness–carbon emissions nexus: The importance of turning points of trade openness for country panels (2016)Trade openness–carbon emissio…Investigating the impacts of energy consumption, real GDP, tourism and trade on CO2emissions by accounting for cross-sectional dependence: A panel study of OECD countries (2015)Investigating the impacts of …Is infrastructure capital productive? A dynamic heterogeneous approach (2014)Is infrastructure capital pro…OIL PRICES AND STOCK MARKETS IN GCC COUNTRIES: EMPIRICAL EVIDENCE FROM PANEL ANALYSIS (2011)OIL PRICES AND STOCK MARKETS …An empirical test of the environmental Kuznets curve in China: A panel cointegration approach (2007)An empirical test of the envi…Testing for Panel Cointegration with Multiple Structural Breaks* (2006)Testing for Panel Cointegrati…Income and emission: A panel data-based cointegration analysis (2005)Income and emission: A panel …Some cautions on the use of panel methods for integrated series of macroeconomic data (2004)Some cautions on the use of p…Nonstationary panels, cointegration in panels and dynamic panels: A survey (2004)Nonstationary panels, cointeg…Bootstrap unit root tests in panels with cross-sectional dependency (2003)Bootstrap unit root tests in …Nonstationary panel data analysis: an overview of some recent developments (2000)Nonstationary panel data anal…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Tourism development and economic growth: A closer look at panels (2007)International R&D spillovers and institutions (2009)The effect of urbanization, energy consumption, and foreign direct investment on the carbon dioxide emission in the SSEA (South and Southeast Asian) region (2016)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Fully modified OLS for heterogeneous cointegrated panels (2004)On the estimation and inference of a cointegrated regression in panel data (2004)Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)A simple panel unit root test in the presence of cross‐section dependence (2007)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Inference in Linear Time Series Models with some Unit Roots (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Time Series Analysis, Forecasting and Control. (1971)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Forecasting Economic Time Series (2000)Tourism as a long-run economic growth factor: the Spanish case (2002)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Testing for Error Correction in Panel Data* (2007)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)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)Spurious regression and residual-based tests for cointegration in panel data (1999)Introductory Econometrics for Finance (2008)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 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
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
  • 1987Time Series Regression with a Unit Root2,821 cited
  • 1986Understanding spurious regressions in econometrics1,782 cited
  • 1999Linear Regression Limit Theory for Nonstationary Panel Data1,409 cited
  • 1991Asymptotically Efficient Estimation of Cointegration Regressions1,263 cited
  • 1991Estimating Long-Run Economic Equilibria854 cited
  • 1986Multiple Time Series Regression with Integrated Processes837 cited
  • 1994A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration539 cited

Cited by

  • 2004Nonstationary panels, cointegration in panels and dynamic panels: A survey650 cited
  • 2016Trade openness–carbon emissions nexus: The importance of turning points of trade openness for country panels522 cited
  • 2021The effect of financial development on renewable energy demand: The case of developing countries471 cited
  • 2005Income and emission: A panel data-based cointegration analysis

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459 cited
  • 2022Digital Economy Development, Industrial Structure Upgrading and Green Total Factor Productivity: Empirical Evidence from China’s Cities427 cited
  • 2004Some cautions on the use of panel methods for integrated series of macroeconomic data415 cited
  • 2000Nonstationary panel data analysis: an overview of some recent developments402 cited
  • 2007An empirical test of the environmental Kuznets curve in China: A panel cointegration approach395 cited
  • 2020Analyzing the effect of natural gas, nuclear energy and renewable energy on GDP and carbon emissions: A multi-variate panel data analysis384 cited
  • 2022Nexus between green technology innovation, green financing, and CO 2 emissions in the G7 countries: The moderating role of social globalisation381 cited
  • 2011OIL PRICES AND STOCK MARKETS IN GCC COUNTRIES: EMPIRICAL EVIDENCE FROM PANEL ANALYSIS374 cited
  • 2015Investigating the impacts of energy consumption, real GDP, tourism and trade on CO2emissions by accounting for cross-sectional dependence: A panel study of OECD countries369 cited
  • 2003Bootstrap unit root tests in panels with cross-sectional dependency368 cited
  • 2021The nexuses between energy investments, technological innovations, emission taxes, and carbon emissions in China366 cited
  • 2014Is infrastructure capital productive? A dynamic heterogeneous approach365 cited
  • 2006Testing for Panel Cointegration with Multiple Structural Breaks*339 cited