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Testing for news and noise in non-stationary time series subject to multiple historical revisions

Hecq, Alain W. J.; Jacobs, Jan; Stamatogiannis, Michalis P. - In: Journal of macroeconomics 60 (2019), pp. 396-407

Persistent link: https://www.econbiz.de/10012243203

Persistence, cointegration and aggregation : a disaggregated analysis of output fluctuations in the US economy

Pesaran, M. Hashem; Pierse, Richard G.; Lee, Kevin C. - 1990

Persistent link: https://www.econbiz.de/10000805454

Testing for unit roots in heterogeneous panels

Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - 1995

Persistent link: https://www.econbiz.de/10000560436

Long-run structural modelling

Pesaran, M. Hashem; Shin, Yongcheol - 1994

Persistent link: https://www.econbiz.de/10000147757

An autoregressive distributed lag modelling approach to cointegration analysis

Pesaran, M. Hashem; Shin, Yongcheol - 1995

Persistent link: https://www.econbiz.de/10000151780

Unit roots and cointegration in panels

Breitung, Jörg (contributor); … - 2005

This paper provides a review of the literature on unit roots and cointegration in panels where the time dimension (T), and the cross section dimension (N) are relatively large. It distinguishes between the first generation tests developed on the assumption of the cross section independence, and...

Persistent link: https://www.econbiz.de/10003225503

Bounds testing approaches to the analysis of long-run relationships

Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1999

Persistent link: https://www.econbiz.de/10001387285