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Analysis of Panel Vector Error Correction Models Using Maximum Likelihood, the Bootstrap, and Canonical Correlation Estimators
16 references·0 citing·29 second hop
Analysis of Panel Vector Error Correction Models Using Maximum Likelihood, the Bootstrap, and Canonical Correlation Estimators (2006)Analysis of Panel Vector Error Correction…New Simple Tests for Panel Cointegration (2005)New Simple Tests for Panel Co…Testing for a unit root in panels with dynamic factors (2004)Testing for a unit root in pa…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…On the estimation and inference of a cointegrated regression in panel data (2004)On the estimation and inferen…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…Structural analysis of vector error correction models with exogenous I(1) variables (2000)Structural analysis of vector…Spurious regression and residual-based tests for cointegration in panel data (1999)Spurious regression and resid…Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Pooled Mean Group Estimation …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…The behavior of real exchange rates during the post-Bretton Woods period (1998)The behavior of real exchange…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Optimal Inference in Cointegrated Systems (1991)Optimal Inference in Cointegr…Testing for Common Trends (1988)Testing for Common TrendsAnalysis of Panel Data (2003)Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy (2016)The influence of real output, renewable and non-renewable energy, trade and financial development on carbon emissions in the top renewable energy countries (2016)Determinants of the ecological footprint: Role of renewable energy, natural resources, and urbanization (2019)Econometric Analysis of Panel Data (2021)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)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)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A PANIC Attack on Unit Roots and Cointegration (2004)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Specification Tests in Econometrics (1978)Another look at the instrumental variable estimation of error-components models (1995)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (2015)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Statistical analysis of cointegration vectors (1988)Testing for Error Correction in Panel Data* (2007)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Bounds testing approaches to the analysis of level relationships (2001)Econometric Analysis of Cross Section and Panel Data (2001)
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References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 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
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
  • 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels6,673 cited
  • 1999Spurious regression and residual-based tests for cointegration in panel data5,792 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1988Testing for Common Trends1,894 cited
  • 2004On the estimation and inference of a cointegrated regression in panel data1,807 cited
  • 2005New Simple Tests for Panel Cointegration1,331 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 1991Optimal Inference in Cointegrated Systems1,110 cited
  • 2004Testing for a unit root in panels with dynamic factors939 cited
  • 1998The behavior of real exchange rates during the post-Bretton Woods period

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824 cited
  • 2000Structural analysis of vector error correction models with exogenous I(1) variables797 cited
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