SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Asymptotic Properties of Residual Based Tests for Cointegration
0 references·16 citing·31 second hopsampled
Asymptotic Properties of Residual Based Tests for Cointegration (1990)Asymptotic Properties of Residual Based T…Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise (2008)Designing Realized Kernels to…Testing for Error Correction in Panel Data* (2007)Testing for Error Correction …Panel cointegration tests of the Fisher effect (2007)Panel cointegration tests of …New Simple Tests for Panel Cointegration (2005)New Simple Tests for Panel Co…Fifty Years of Regional Inequality in China: a Journey Through Central Planning, Reform, and Openness (2005)Fifty Years of Regional Inequ…The local power of some unit root tests for panel data (2004)The local power of some unit …PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…A PANIC Attack on Unit Roots and Cointegration (2004)A PANIC Attack on Unit Roots …Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Consumption, Aggregate Wealth…Spurious regression and residual-based tests for cointegration in panel data (1999)Spurious regression and resid…Testing for a Unit Root (1993)Testing for a Unit RootCo-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-integration, Error Correct…Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Tests for Parameter Instabili…Testing for parameter instability in linear models (1992)Testing for parameter instabi…LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS* (1992)LM TESTS FOR A UNIT ROOT IN T…Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Pitfalls and Opportunities: W…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)THE POWER OF COINTEGRATION TESTS (1992)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Another look at the instrumental variable estimation of error-components models (1995)Introductory Econometrics for Finance (2008)Renewable energy consumption and income in emerging economies (2009)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)Efficient Tests for an Autoregressive Unit Root (1996)Bounds testing approaches to the analysis of level relationships (2001)A reinvestigation of EKC model by ecological footprint measurement for high, middle and low income countries (2018)The effect of ICT, financial development, growth, and trade openness on CO2 emissions: an empirical analysis (2018)The nexus between digital economy and carbon dioxide emissions in China: The moderating role of investments in research and development (2022)Testing for unit roots in heterogeneous panels (2003)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)A Simple Test for Cointegration in Dependent Panels with Structural Breaks* (2008)Investigating the environmental Kuznets curve (EKC) hypothesis by utilizing the ecological footprint as an indicator of environmental degradation (2014)Dynamic relationship among environmental regulation, innovation, CO2 emissions, population, and economic growth in OECD countries: A panel investigation (2019)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Non-renewable and renewable energy consumption and CO2 emissions in OECD countries: A comparative analysis (2013)Renewable, non-renewable energy consumption, economic growth, trade openness and ecological footprint: Evidence from organisation for economic Co-operation and development countries (2019)Time to Build and Aggregate Fluctuations (1982)Expected Stock Returns and Variance Risk Premia (2009)Presidential Address: Discount Rates (2011)The short of it: Investor sentiment and anomalies (2011)Econometric Analysis of Cross Section and Panel Data (2001)A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2004)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

No references inside the corpus for this window.

Cited by

  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
  • 2007Testing for Error Correction in Panel Data*6,105 cited
  • 1999Spurious regression and residual-based tests for cointegration in panel data5,792 cited
  • 2004The local power of some unit root tests for panel data2,382 cited
  • 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
  • 2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
  • 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,758 cited
  • 2005New Simple Tests for Panel Cointegration1,331 cited
  • 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots1,314 cited
  • 2007Panel cointegration tests of the Fisher effect1,234 cited
  • 2008Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise1,232 cited
  • 1992Tests for Parameter Instability in Regressions with 1(1) Processes944 cited
  • 1993Testing for a Unit Root872 cited
  • 1992LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*832 cited

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

  • 1992Testing for parameter instability in linear models768 cited
  • 2005Fifty Years of Regional Inequality in China: a Journey Through Central Planning, Reform, and Openness764 cited