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Testing for common cointegrating rank in dynamic panels
Larsson, Rolf; Lyhagen, Johan - Economics Institute for Research (SIR), … - 2000
The panel cointegration test of Larsson et al (1998) test for the maximum number of cointegrating relations in a …
Persistent link: https://www.econbiz.de/10005207177
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Likelihood-Based Inference in Multivariate Panel Cointegration Models
Larsson, Rolf; Lyhagen, Johan - Economics Institute for Research (SIR), … - 1999
This paper presents a general likelihood-based framework for inference in panel-VAR models with cointegrating restrictions. The cointegrating relations are restricted to each cross-section while the rest of the model is unrestricted. The homogenous restriction of common cointegrating space is...
Persistent link: https://www.econbiz.de/10005207209
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Testing for stationarity in a cointegrated system
Kunst, Robert M. - 2002
best test to be used jointly with a restriction test on self-cointegration is a modified version of the Dickey-Fuller test …
Persistent link: https://www.econbiz.de/10010292762
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Testing for Stationarity in a Cointegrated System
Kunst, Robert M. - Department of Economics and Finance Research and … - 2002
best test to be used jointly with a restriction test on self-cointegration is a modified version of the Dickey-Fuller test …
Persistent link: https://www.econbiz.de/10005764208
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The Carbon Kuznets Curve: A cloudy picture emitted by bad econometrics?
Wagner, Martin - 2006
In recent years many empirical studies of environmental Kuznets curves employing unit root and cointegration techniques …
Persistent link: https://www.econbiz.de/10010294035
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Structural analysis of vector error correction models exogenous i(1) variables
Pesaran, M; Smith, R; Shin, Yongcheol - School of Economics, University of Edinburgh - 2004
This paper generalizes the existing cointegration analysis literature in two respects. Firstly, the problem of …
Persistent link: https://www.econbiz.de/10005750747
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The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics?
Wagner, Martin - Department of Economics and Finance Research and … - 2006
In recent years many empirical studies of environmental Kuznets curves employing unit root and cointegration techniques …
Persistent link: https://www.econbiz.de/10005704190
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Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration
Binder, M.; Hsaio, C.; Pesaran, M.H. - Faculty of Economics, University of Cambridge - 2000
derive unit root and cointegration tests in panels with short time dimension; these tests have the attractive feature that …
Persistent link: https://www.econbiz.de/10005113820
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Nonparametric rank tests for non-stationary panels
Pedroni, Peter; Vogelsang, Timothy J.; Wagner, Martin; … - 2011
-unit cointegration, without the need to specify the form of dependence or estimate nuisance parameters associated with the dependence …
Persistent link: https://www.econbiz.de/10010290983
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Bounds Testing Approaches to the Analysis of Long-run Relationships
Pesaran, M. Hashem; Shin, Y.; Smith, R.J. - Faculty of Economics, University of Cambridge - 1999
This paper This paper develops a new approach to the problem of testing the existence of a long-run level relationship between a dependent variable and a set of regressors, when it is not known with certainty whether the underlying regressors are trend- or first-difference stationary. The...
Persistent link: https://www.econbiz.de/10005489331