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Social capital, barriers to production and capital shares : implications for the importance of parameter heterogeneity from a nonstationary panel approach
Pedroni, Peter Louis - In: Journal of applied econometrics 22 (2007) 2, pp. 429-451
Persistent link: https://www.econbiz.de/10003455464
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Structural panel VARs
Pedroni, Peter Louis - In: Econometrics : open access journal 1 (2013) 2, pp. 180-206
The paper proposes a structural approach to VAR analysis in panels, which takes into account responses to both idiosyncratic and common structural shocks, while permitting full cross member heterogeneity of the response dynamics. In the context of this structural approach, estimation of the...
Persistent link: https://www.econbiz.de/10010237103
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Purchasing power parity tests in cointegrated panels
Pedroni, Peter Louis - In: The review of economics and statistics 83 (2001) 4, pp. 727-731
Persistent link: https://www.econbiz.de/10001627259
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Panel cointegration : asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis
Pedroni, Peter Louis - In: Econometric theory 20 (2004) 3, pp. 597-625
Persistent link: https://www.econbiz.de/10002068285
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Critical values for cointegration tests in heterogeneous panels with multiple regressors
Pedroni, Peter Louis - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 653-670
Persistent link: https://www.econbiz.de/10001437533
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Panel cointegration : asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis
Pedroni, Peter Louis - 1995
Persistent link: https://www.econbiz.de/10000984981
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Fully modified OLS for heterogeneous cointegrated panels
Pedroni, Peter Louis - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 93-230). 2000
Persistent link: https://www.econbiz.de/10001583117
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Panel cointegration techniques and open challenges
Pedroni, Peter Louis - 2018
Persistent link: https://www.econbiz.de/10011999757
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Regional income divergence in China
Pedroni, Peter Louis; Yao, James Yudong - In: Journal of Asian economics 17 (2006) 2, pp. 294-315
Persistent link: https://www.econbiz.de/10003328553
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Nonparametric rank tests for non-stationary panels
Pedroni, Peter Louis; Vogelsang, Timothy J.; Wagner, Martin - In: Journal of econometrics 185 (2015) 2, pp. 378-391
Persistent link: https://www.econbiz.de/10011349024