little evidence for them. We argue that this outcome could be due to episodic failure of cointegration, possible two … pooled mean group estimator (SPMG) to deal with these features. Using this new panel estimator and a dataset spanning almost …

degrees, the dependence that might prevail across the different units in the panel. In the analysis of cointegration the … hypothesis testing and estimation problems are further complicated by the possibility of cross section cointegration which could …This paper provides a review of the literature on unit roots and cointegration in panels where the time dimension (T …

degrees, the dependence that might prevail across the different units in the panel. In the analysis of cointegration the … hypothesis testing and estimation problems are further complicated by the possibility of cross section cointegration which could …This paper provides a review of the literature on unit roots and cointegration in panels where the time dimension (T …

This paper provides a review of the literature on unit roots and cointegration …

degrees, the dependence that might prevail across the different units in the panel. In the analysis of cointegration, the … hypothesis testing and estimation problems are further complicated by the possibility of cross section cointegration which could …This paper provides a review of the literature on unit roots and cointegration in panels where the time dimension (T …

This paper considers estimation and inference in panel vector autoregressions (PVARs) with fixed effects when the time … dimension of the panel is finite, and the cross-sectional dimension is large. A Maximum Likelihood (ML) estimator based on a … derive unit root and cointegration tests in panels with short time dimension; these tests have the attractive feature that …

This paper provides a new methodology for the analysis of multiple long run relations in panel data models where the … cross section dimension, n, is large relative to the time series dimension, T. For panel data models with large n … linkages. To our knowledge, no other estimation procedure exists for this setting. We show the PME estimator is consistent and …