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There are 5791 results for: content related to: Panel unit root tests and spatial dependence

  1. REGIONAL AND SECTORAL EVIDENCE OF THE MACROECONOMIC EFFECTS OF LABOR REALLOCATION: A PANEL DATA ANALYSIS

    Economic Inquiry

    Dimitrios Bakas, Theodore Panagiotidis and Gianluigi Pelloni

    Version of Record online : 2 JUN 2016, DOI: 10.1111/ecin.12363

  2. IDENTIFICATION METHODS IN VECTOR-ERROR CORRECTION MODELS: EQUIVALENCE RESULTS

    Journal of Economic Surveys

    Volume 28, Issue 1, February 2014, Pages: 1–16, Lance A. Fisher and Hyeon-seung Huh

    Version of Record online : 22 MAY 2012, DOI: 10.1111/j.1467-6419.2012.00734.x

  3. Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices

    Journal of Applied Econometrics

    Volume 22, Issue 2, March 2007, Pages: 233–264, In Choi and Timothy K. Chue

    Version of Record online : 17 APR 2007, DOI: 10.1002/jae.920

  4. ECONOMETRICS FOR GRUMBLERS: A NEW LOOK AT THE LITERATURE ON CROSS-COUNTRY GROWTH EMPIRICS

    Journal of Economic Surveys

    Volume 25, Issue 1, February 2011, Pages: 109–155, Markus Eberhardt and Francis Teal

    Version of Record online : 17 JUN 2010, DOI: 10.1111/j.1467-6419.2010.00624.x

  5. A Simple Panel Unit-Root Test with Smooth Breaks in the Presence of a Multifactor Error Structure

    Oxford Bulletin of Economics and Statistics

    Volume 78, Issue 3, June 2016, Pages: 365–393, Chingnun Lee, Jyh-Lin Wu and Lixiong Yang

    Version of Record online : 10 AUG 2015, DOI: 10.1111/obes.12109

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    THEORY AND PRACTICE OF GVAR MODELLING

    Journal of Economic Surveys

    Volume 30, Issue 1, February 2016, Pages: 165–197, Alexander Chudik and M. Hashem Pesaran

    Version of Record online : 27 NOV 2014, DOI: 10.1111/joes.12095

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    Directed Tests of No Cross-Sectional Correlation in Large-N Panel Data Models

    Journal of Applied Econometrics

    Volume 31, Issue 1, January/February 2016, Pages: 4–31, Matei Demetrescu and Ulrich Homm

    Version of Record online : 8 DEC 2015, DOI: 10.1002/jae.2496

  8. Differential Impacts of Foreign Capital and Remittance Inflows on Domestic Savings in Developing Countries: A Dynamic Heterogeneous Panel Analysis

    Economic Record

    Volume 90, Issue s1, June 2014, Pages: 102–126, Delwar Hossain

    Version of Record online : 17 APR 2014, DOI: 10.1111/1475-4932.12114

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    A simple panel unit root test in the presence of cross-section dependence

    Journal of Applied Econometrics

    Volume 22, Issue 2, March 2007, Pages: 265–312, M. Hashem Pesaran

    Version of Record online : 18 APR 2007, DOI: 10.1002/jae.951

  10. Does the Composition of Government Expenditure Matter for Long-Run GDP Levels?

    Oxford Bulletin of Economics and Statistics

    Volume 78, Issue 4, August 2016, Pages: 522–547, Norman Gemmell, Richard Kneller and Ismael Sanz

    Version of Record online : 15 DEC 2015, DOI: 10.1111/obes.12121

  11. RELATIONSHIPS AMONG STRATEGIC COMMODITIES AND WITH FINANCIAL VARIABLES: A NEW LOOK

    Contemporary Economic Policy

    Volume 27, Issue 2, April 2009, Pages: 251–264, SHAWKAT HAMMOUDEH, RAMAZAN SARI and BRADLEY T. EWING

    Version of Record online : 21 AUG 2008, DOI: 10.1111/j.1465-7287.2008.00126.x

  12. Testing for error cross-sectional independence using pairwise augmented regressions

    The Econometrics Journal

    Guangyu Mao

    Version of Record online : 20 SEP 2016, DOI: 10.1111/ectj.12067

  13. A Long run structural macroeconometric model of the UK

    The Economic Journal

    Volume 113, Issue 487, April 2003, Pages: 412–455, Anthony Garratt, Kevin Lee, M. Hashem Pesaran and Yongcheol Shin

    Version of Record online : 23 APR 2003, DOI: 10.1111/1468-0297.00131

  14. Is infrastructure capital productive? A dynamic heterogeneous approach

    Journal of Applied Econometrics

    Volume 30, Issue 2, March 2015, Pages: 177–198, César Calderón, Enrique Moral-Benito and Luis Servén

    Version of Record online : 8 JAN 2014, DOI: 10.1002/jae.2373

  15. Panicca: Panic on Cross-Section Averages

    Journal of Applied Econometrics

    Simon Reese and Joakim Westerlund

    Version of Record online : 26 AUG 2015, DOI: 10.1002/jae.2487

  16. A new poolability test for cointegrated panels

    Journal of Applied Econometrics

    Volume 26, Issue 1, January/February 2011, Pages: 56–88, Professor Joakim Westerlund and Wolfgang Hess

    Version of Record online : 14 DEC 2009, DOI: 10.1002/jae.1143

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    Exploring the international linkages of the euro area: a global VAR analysis

    Journal of Applied Econometrics

    Volume 22, Issue 1, January/February 2007, Pages: 1–38, Stephane Dees, Filippo di Mauro, M. Hashem Pesaran and L. Vanessa Smith

    Version of Record online : 14 MAR 2007, DOI: 10.1002/jae.932

  18. Dynamic factor extraction of cross-sectional dependence in panel unit root tests

    Journal of Applied Econometrics

    Volume 22, Issue 2, March 2007, Pages: 313–338, George Kapetanios

    Version of Record online : 17 APR 2007, DOI: 10.1002/jae.943

  19. Assessing Market Integration in ASEAN with Retail Price Data

    Pacific Economic Review

    Vinh Q. T. Dang and Yu (Alan) Yang

    Version of Record online : 23 MAY 2016, DOI: 10.1111/1468-0106.12144

  20. Weak and Strong Cross-Sectional Dependence: A Panel Data Analysis of International Technology Diffusion

    Journal of Applied Econometrics

    Cem Ertur and Antonio Musolesi

    Version of Record online : 21 JUL 2016, DOI: 10.1002/jae.2538