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Testing for PPP: Should We Use Panel Methods?
14 references·16 citing·33 second hop
Testing for PPP: Should We Use Panel Methods? (2005)Testing for PPP: Should We Use Panel Meth…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…Purchasing Power Parity Tests in Cointegrated Panels (2001)Purchasing Power Parity Tests…Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…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…Searching for stationarity: Purchasing power parity under the current float (1997)Searching for stationarity: P…The Purchasing Power Parity Puzzle (1996)The Purchasing Power Parity P…Purchasing power parity and unit root tests using panel data (1996)Purchasing power parity and u…Exchange rates and fundamentals: Evidence on long-horizon predictability (1995)Exchange rates and fundamenta…Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Estimation of Common Long-Mem…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…Empirical research on nominal exchange rates (1995)Empirical research on nominal…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Role of green innovation, trade and energy to promote green economic growth: a case of South Asian Nations (2021)Role of green innovation, tra…Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis (2019)Impact of renewable energy co…Testing for Panel Cointegration Using Common Correlated Effects Estimators (2017)Testing for Panel Cointegrati…Financial development, environmental quality, trade and economic growth: What causes what in MENA countries (2015)Financial development, enviro…Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates (2010)Smooth breaks and non-linear …Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (2009)Panel Unit Root Tests in the …Are fluctuations in energy consumption per capita transitory? Evidence from a panel of Pacific Island countries (2009)Are fluctuations in energy co…Unit Roots and Cointegration in Panels (2008)Unit Roots and Cointegration …Regional inflation dynamics within and across euro area countries and a comparison with the United States (2008)Regional inflation dynamics w…Panel Stationarity Test with Structural Breaks* (2008)Panel Stationarity Test with …Large Dimensional Factor Analysis (2008)Large Dimensional Factor Anal…In search of FDI-led growth in developing countries: The way forward (2008)In search of FDI-led growth i…Panel unit root tests and spatial dependence (2007)Panel unit root tests and spa…Convergence in carbon dioxide emissions among industrialised countries revisited (2007)Convergence in carbon dioxide…Cointegration Testing in Panels with Common Factors* (2006)Cointegration Testing in Pane…Some cautions on the use of panel methods for integrated series of macroeconomic data (2004)Some cautions on the use of p…Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Biases in Dynamic Models with Fixed Effects (1981)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)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 analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A PANIC Attack on Unit Roots and Cointegration (2004)Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption (2004)Realized Variance and Market Microstructure Noise (2006)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)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Expectations and Exchange Rate Dynamics (1976)Empirical exchange rate models of the seventies (1983)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Trade Policy and Economic Growth: A Skeptic's Guide to the Cross-National Evidence (2000)The New Politics of the Welfare State (2001)Fully modified OLS for heterogeneous cointegrated panels (2004)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Introductory Econometrics for Finance (2008)Testing for Error Correction in Panel Data* (2007)
this work references cited by second hop

References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 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
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 1996The Purchasing Power Parity Puzzle2,939 cited
  • 2001Purchasing Power Parity Tests in Cointegrated Panels2,117 cited
  • 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
  • 1997Searching for stationarity: Purchasing power parity under the current float526 cited
  • 1995Empirical research on nominal exchange rates521 cited
  • 1996Purchasing power parity and unit root tests using panel data342 cited

Cited by

  • 2019Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis

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1,008 cited
  • 2008Unit Roots and Cointegration in Panels758 cited
  • 2015Financial development, environmental quality, trade and economic growth: What causes what in MENA countries751 cited
  • 2008In search of FDI-led growth in developing countries: The way forward430 cited
  • 2004Some cautions on the use of panel methods for integrated series of macroeconomic data415 cited
  • 2008Large Dimensional Factor Analysis410 cited
  • 2010Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates319 cited
  • 2017Testing for Panel Cointegration Using Common Correlated Effects Estimators228 cited
  • 2009Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling213 cited
  • 2007Convergence in carbon dioxide emissions among industrialised countries revisited207 cited
  • 2007Panel unit root tests and spatial dependence196 cited
  • 2021Role of green innovation, trade and energy to promote green economic growth: a case of South Asian Nations157 cited
  • 2009Are fluctuations in energy consumption per capita transitory? Evidence from a panel of Pacific Island countries153 cited
  • 2008Regional inflation dynamics within and across euro area countries and a comparison with the United States131 cited
  • 2006Cointegration Testing in Panels with Common Factors*129 cited
  • 2008Panel Stationarity Test with Structural Breaks*128 cited