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Farmland prices, structural breaks and panel data
16 references·0 citing·46 second hop
Farmland prices, structural breaks and panel data (2007)Farmland prices, structural breaks and pa…Econometric Analysis of Panel Data (2021)Econometric Analysis of Panel…A panel bootstrap cointegration test (2007)A panel bootstrap cointegrati…Testing for Panel Cointegration with Multiple Structural Breaks* (2006)Testing for Panel Cointegrati…Breaking the panels: An application to the GDP per capita (2005)Breaking the panels: An appli…General Diagnostic Tests for Cross Section Dependence in Panels (2004)General Diagnostic Tests for …Fully modified OLS for heterogeneous cointegrated panels (2004)Fully modified OLS for hetero…To Pool or Not to Pool: Homogeneous Versus Heterogeneous Estimators Applied to Cigarette Demand (2000)To Pool or Not to Pool: Homog…Automatic Lag Selection in Covariance Matrix Estimation (1995)Automatic Lag Selection in Co…Automatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Understanding Farmland Price Changes (1993)Understanding Farmland Price …Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Formally Testing the Present Value Model of Farmland Prices (1991)Formally Testing the Present …Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Statistical Inference in Inst…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …An Analysis of Growth of U.S. Farmland Prices, 1963–82 (1986)An Analysis of Growth of U.S.…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)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Spurious regression and residual-based tests for cointegration in panel data (1999)Unit root tests in panel data: asymptotic and finite-sample properties (2002)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)Time Series Regression with a Unit Root (1987)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)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)A simple panel unit root test in the presence of cross‐section dependence (2007)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)A five-factor asset pricing model (2014)MONEY, INCOME, AND CAUSALITY (1972)Generalized autoregressive conditional heteroskedasticity (1986)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Have Individual Stocks Become More Volatile? 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References

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  • 2004General Diagnostic Tests for Cross Section Dependence in Panels8,718 cited
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  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
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  • 2000To Pool or Not to Pool: Homogeneous Versus Heterogeneous Estimators Applied to Cigarette Demand333 cited
  • 1986An Analysis of Growth of U.S. Farmland Prices, 1963–82183 cited
  • 1993Understanding Farmland Price Changes

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174 cited
  • 1991Formally Testing the Present Value Model of Farmland Prices161 cited
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