SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Aggregation, asymmetry, and common factors for Bangladesh’s exchange rate–trade balance relation
16 references·0 citing·38 second hopsampled
Aggregation, asymmetry, and common factors for Bangladesh’s exchange rate–trade balance relation (2021)Aggregation, asymmetry, and common factor…Estimating Dynamic Common-Correlated Effects in Stata (2018)Estimating Dynamic Common-Cor…Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors (2016)Long-Run Effects in Large Het…Is There a Debt-Threshold Effect on Output Growth? (2016)Is There a Debt-Threshold Eff…Testing Weak Cross-Sectional Dependence in Large Panels (2014)Testing Weak Cross-Sectional …Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…Common Correlated Effects Estimation of Heterogenous Dynamic Panel Data Models with Weakly Exogenous Regressors (2013)Common Correlated Effects Est…Error-Correction–Based Cointegration Tests for Panel Data (2008)Error-Correction–Based Cointe…Testing for Error Correction in Panel Data* (2007)Testing for Error Correction …A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Estimation and Inference in L…Unit root tests for panel data (2001)Unit root tests for panel dataBounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Bilateral J-Curve between U.S. and her trading partners (1999)Bilateral J-Curve between U.S…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Is there a J-curve? (1989)Is there a J-curve?Currency Contracts, Pass-Through, and Devaluation (1973)Currency Contracts, Pass-Thro…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Public debt and growth: Heterogeneity and non-linearity (2015)Quantile cointegration in the autoregressive distributed-lag modeling framework (2015)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Introductory Econometrics for Finance (2008)Automatic Lag Selection in Covariance Matrix Estimation (1994)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Estimating Panel Time-Series Models with Heterogeneous Slopes (2012)The dynamic relationship of renewable and nonrenewable energy consumption with carbon emission: A global study with the application of heterogeneous panel estimations (2018)Renewable energy consumption and economic growth nexus: Evidence from a threshold model (2020)Estimating long-run relationships from dynamic heterogeneous panels (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)A reinvestigation of EKC model by ecological footprint measurement for high, middle and low income countries (2018)The dynamic impact of natural resources, technological innovations and economic growth on ecological footprint: An advanced panel data estimation (2020)General Diagnostic Tests for Cross Section Dependence in Panels (2004)Testing slope homogeneity in large panels (2007)General diagnostic tests for cross-sectional dependence in panels (2020)Spatial Processes, Models and Applications (1983)Spatial Econometrics: Methods and Models (1988)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2018)Does green investment, financial development and natural resources rent limit carbon emissions? A provincial panel analysis of China (2020)Testing for a Unit Root in Time Series Regression (1988)Testing for Granger non-causality in heterogeneous panels (2012)Non-renewable and renewable energy consumption and CO2 emissions in OECD countries: A comparative analysis (2013)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)Renewable, non-renewable energy consumption, economic growth, trade openness and ecological footprint: Evidence from organisation for economic Co-operation and development countries (2019)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2001Bounds testing approaches to the analysis of level relationships21,232 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 2007A simple panel unit root test in the presence of cross‐section dependence13,768 cited
  • 2007Testing for Error Correction in Panel Data*6,337 cited
  • 2006Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure5,330 cited
  • 2001Unit root tests for panel data4,114 cited
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,836 cited
  • 2014Testing Weak Cross-Sectional Dependence in Large Panels3,162 cited
  • 2013Common Correlated Effects Estimation of Heterogenous Dynamic Panel Data Models with Weakly Exogenous Regressors2,671 cited
  • 2008Error-Correction–Based Cointegration Tests for Panel Data768 cited
  • 1989Is there a J-curve?629 cited
  • 1973Currency Contracts, Pass-Through, and Devaluation586 cited
  • 2016Is There a Debt-Threshold Effect on Output Growth?531 cited
  • 2016Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors402 cited
  • 2018Estimating Dynamic Common-Correlated Effects in Stata

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

335 cited
  • 1999Bilateral J-Curve between U.S. and her trading partners316 cited
  • Cited by

    No citing works inside the corpus for this window.