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Panel data stochastic convergence analysis of the Mexican regions
16 references·1 citing·34 second hop
Panel data stochastic convergence analysis of the Mexican regions (2008)Panel data stochastic convergence analysi…Econometric Analysis of Panel Data (2021)Econometric Analysis of Panel…A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…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 …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…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…Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)Unit Root Tests in ARMA Model…Automatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Empirical cross-section dynamics in economic growth (1993)Empirical cross-section dynam…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Convergence (1992)ConvergenceConvergence Across States and Regions (1991)Convergence Across States and…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Does real interest rate parity really hold? New evidence from G7 countries (2015)Does real interest rate parit…Econometric Models for Count Data with an Application to the Patents-R&D Relationship (1984)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Econometric Analysis of Cross Section and Panel Data (2001)Introductory Econometrics for Finance (2008)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)Unit root tests for panel data (2001)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)Time Series Analysis: Forecasting and Control (1977)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Biases in Dynamic Models with Fixed Effects (1981)Spatial Econometrics: Methods and Models (1988)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)A Mathematical Theory of Saving (1928)A Contribution to the Theory of Economic Growth (1956)Economic Growth in a Cross Section of Countries (1991)The Origins of Endogenous Growth (1994)Africa's Growth Tragedy: Policies and Ethnic Divisions (1997)Endogenous Growth Theory (2018)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

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2021Econometric Analysis of Panel Data15,089 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
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 2004General Diagnostic Tests for Cross Section Dependence in Panels8,718 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 1992Convergence4,197 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 1991Convergence Across States and Regions3,438 cited
  • 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
  • 2000Testing for stationarity in heterogeneous panel data3,003 cited
  • 2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
  • 1993Empirical cross-section dynamics in economic growth1,479 cited

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1995
Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
1,459 cited

Cited by

  • 2015Does real interest rate parity really hold? New evidence from G7 countries14 cited