SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Une synthèse des tests de racine unitaire sur données de panel
16 references·8 citing·18 second hop
Une synthèse des tests de racine unitaire sur données de panel (2005)Une synthèse des tests de racine unitaire…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Analysis of Panel Data (2003)Analysis of Panel DataUnit 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…Unit root tests for panel data (2001)Unit root tests for panel dataA Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Does aid to the productive sectors cause manufacturing sector growth in Africa? (2022)Does aid to the productive se…Does the Euro affect the dynamic relation between stock market liquidity and the business cycle? (2015)Does the Euro affect the dyna…One crisis, two crises…the subprime crisis and the European sovereign debt problems (2013)One crisis, two crises…the su…Real Exchange Rate and Economic Growth: Evidence from Chinese Provincial Data (1992 - 2008) (2012)Real Exchange Rate and Econom…The Feldstein–Horioka puzzle in African countries: A panel cointegration analysis (2010)The Feldstein–Horioka puzzle …Real exchange rate misalignments and economic performance for the G20 countries (2010)Real exchange rate misalignme…Rank-size City Dynamics in China and India, 1981–2004 (2010)Rank-size City Dynamics in Ch…L'énigme des exportations revisitée: que faut-il retenir des données de panel ? (2008)L'énigme des exportations rev…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Statistical Methods for Meta-Analysis (1988)A simple panel unit root test in the presence of cross‐section dependence (2007)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Trends and random walks in macroeconmic time series (1982)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)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Initial conditions and moment restrictions in dynamic panel data models (1995)Econometric Analysis of Cross Section and Panel Data (2001)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)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 2003Analysis of Panel Data7,858 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
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2001Unit root tests for panel data

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

4,109 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • Cited by

    • 2010Rank-size City Dynamics in China and India, 1981–200471 cited
    • 2010The Feldstein–Horioka puzzle in African countries: A panel cointegration analysis46 cited
    • 2013One crisis, two crises…the subprime crisis and the European sovereign debt problems40 cited
    • 2010Real exchange rate misalignments and economic performance for the G20 countries40 cited
    • 2012Real Exchange Rate and Economic Growth: Evidence from Chinese Provincial Data (1992 - 2008)26 cited
    • 2008L'énigme des exportations revisitée: que faut-il retenir des données de panel ?22 cited
    • 2015Does the Euro affect the dynamic relation between stock market liquidity and the business cycle?18 cited
    • 2022Does aid to the productive sectors cause manufacturing sector growth in Africa?1 cited