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Is the "euro effect" on trade so small after all? : new evidence using gravity equations with panel cointegration techniques
Camarero Olivas, Mariam; Gómez, Estrella; Tamarit … - In: Economics letters 124 (2014) 1, pp. 140-142
Persistent link: https://www.econbiz.de/10010490543
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Estimation of a level shift in panel data with fractionally integrated errors
Chang, Seong Yeon - In: Economics letters 206 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012886440
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The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break
Neto, David - In: Economics letters 125 (2014) 2, pp. 208-211
Persistent link: https://www.econbiz.de/10010505390
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Separate cointegration in a VAR system subject to structural breaks
Kurita, Takamitsu - In: Economics letters 179 (2019), pp. 19-23
Persistent link: https://www.econbiz.de/10012121674
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Common factors and common breaks in panels : an empirical investigation
Qu, Feng - In: Economics letters 187 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012504323
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Revisiting inflation in the euro area allowing for long memory
Hualde, Javier; Iacone, Fabrizio - In: Economics letters 156 (2017), pp. 145-150
Persistent link: https://www.econbiz.de/10011822391
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On public capital hypothesis with breaks
Musolesi, Antonio - In: Economics letters 110 (2011) 1, pp. 20-24
Persistent link: https://www.econbiz.de/10009241583
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Nonlinear time-series convergence : the role of structural breaks
King, Alan; Ramlogan, Carlyn - In: Economics letters 110 (2011) 3, pp. 238-240
Persistent link: https://www.econbiz.de/10009241486
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The Balassa-Samuelson hypothesis in the developed and developing countries revisited
Wang, Weiguo; Xue, Jing; Du, Chonghua - In: Economics letters 146 (2016), pp. 33-38
Persistent link: https://www.econbiz.de/10011619015
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A modified test against spurious long memory
Kruse, Robinson - In: Economics letters 135 (2015), pp. 34-38
Persistent link: https://www.econbiz.de/10011434828