SEARCH

SEARCH BY CITATION

REFERENCES

  • Anselin L. 1988. Spatial Econometrics: Methods and Models. Kluwer: Dordrecht.
  • Anselin L. 2003. Spatial externalities, spatial multipliers and spatial econometrics. International Regional Science Review 26: 153166.
  • Anselin L, Moreno R. 2003. Properties of tests for spatial error components. Regional Science and Urban Economics 33: 595618.
  • Anselin L, Le Gallo J, Jayet H. 2007. Spatial panel econometrics. In The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice, MátyásL, SevestreP (eds). Kluwer: Ch. 18 (forthcoming).
  • Bai J, Ng S. 2004. A panic attack on unit roots and cointegration. Econometrica 72: 11271177.
  • Baltagi BH. 2005. Econometric Analysis of Panel Data. Wiley: Chichester.
  • Baltagi BH, Kao CD. 2000. Nonstationary panels, cointegration in panels and dynamic panels: a survey. Advances in Econometrics 15: 752.
  • Banerjee A. 1999. Panel data unit roots and cointegration: an overview. Oxford Bulletin of Economics and Statistics 61: 607629.
  • Banerjee A, Marcellino M, Osbat C. 2004. Some cautions on the use of panel methods for integrated series of macro-economic data. Econometrics Journal 7: 322340.
  • Banerjee A, Marcellino M, Osbat C. 2005. Testing for PPP: should we use panel methods? Empirical Economics 30: 7791.
  • Breitung J. 2000. The local power of some unit root tests for panel data. Advances in Econometrics 15: 161178.
  • Breitung J, Das S. 2005. Panel unit root tests under cross-sectional dependence. Statistica Neerlandica 59: 120.
  • Breitung J, Pesaran MH. 2007. Unit roots and cointegration in panels. In The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice, MátyásL, SevestreP (eds). Kluwer: Ch. 8 (forthcoming).
  • Chang Y. 2002. Nonlinear IV panel unit root tests with cross-sectional dependency. Journal of Econometrics 110: 261292.
  • Chang Y. 2004. Bootstrap unit root tests in panels with cross-sectional dependency. Journal of Econometrics 120: 263294.
  • Choi I. 2001. Unit root tests for panel data. Journal of International Money and Finance 20: 249272.
  • Choi I. 2002. Combination unit root tests for cross-sectionally correlated panels. In Econometric Theory and Practice: Frontiers of Analysis and Applied Research, Essays in Honor of Peter C. B. Phillips. CorbaeD, DurlaufSN, HansenB (eds.). Cambridge University Press: Cambridge, UK; 311333.
  • Choi I. 2006. Nonstationary panels. In Palgrave Handbook of Econometrics. Vol. 1: Econometric Theory, MillsTC, PattersonK (eds). Palgrave Macmillan: Basingstoke; 511539.
  • Elliott G, Rothenberg TJ, Stock JH. 1996. Efficient tests for an autoregressive unit root. Econometrica 64: 813836.
  • Im KS, Pesaran MH. 2003. On the panel unit root tests using nonlinear instrumental variables. Cambridge Working Papers in Economics no. 0347, University of Cambridge.
  • Im KS, Pesaran MH, Shin Y. 2003. Testing for unit roots in heterogeneous panels. Journal of Econometrics 115: 5374.
  • Kelejian HH, Prucha IR. 1999. A generalized moments estimator for the autoregressive parameter in a spatial model. International Economic Review 40: 509533.
  • Kelejian HH, Robinson DP. 1995. Spatial correlation: a suggested alternative to the autoregressive model. In New Directions in Spatial Econometrics, AnselinL, FlorakRJ (eds). Springer: Berlin; 7595.
  • Levin A, Lin CF, Chu J. 2002. Unit root test in panel data: asymptotic and finite sample properties. Journal of Econometrics 108: 124.
  • Maddala GS. 1999. On the use of panel data methods with cross country data. Annales d'Économie et de Statistique 55–56: 429448.
  • Maddala GS, Wu S. 1999. A comparative study of unit root tests with panel data and a new simple test. Oxford Bulletin of Economics and Statistics 61: 631652.
  • Moon HR, Perron B. 2004a. Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects. Working paper, University of Montreal.
  • Moon HR, Perron B. 2004b. Testing for unit root in panels with dynamic factors. Journal of Econometrics 122: 81126.
  • Pesaran MH. 2004. General diagnostic tests for cross-section dependence in panels. Working paper, University of Cambridge and USC, June.
  • Pesaran MH. 2007. A simple panel unit root test in the presence of cross-section dependence. Journal of Applied Econometrics 22: 265312.
  • Phillips PCB, Moon HR. 2000. Nonstationary panel data analysis: an overview of some recent developments. Econometric Reviews 19: 263286.
  • Phillips PCB, Sul D. 2003. Dynamic panel estimation and homogeneity testing under cross-section dependence. Econometrics Journal 6: 217259.