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Cointegration in panel date with breaks and cross-section dependence

Banerjee, Anindya (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003280708

Testing the null of cointegration with structural breaks

Carrion i Silvestre, Josep Lluís; Sansó, Andreu - In: Oxford bulletin of economics and statistics 68 (2006) 5, pp. 623-646

Persistent link: https://www.econbiz.de/10003379224

Testing for multicointegration in panel data with common factors

Berenguer-Rico, Vanessa; Carrion i Silvestre, Josep Lluís - In: Oxford bulletin of economics and statistics 68 (2006), pp. 721-739

Persistent link: https://www.econbiz.de/10003393452

Panel cointegration rank testing with cross-section dependence

Carrion i Silvestre, Josep Lluís; Surdeanu, Laura - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 4, pp. 1-41

Persistent link: https://www.econbiz.de/10009521856

The relationship between debt level and fiscal sustainability in Organization for Economic Cooperation and Development countries

Camarero Olivas, Mariam; Carrion i Silvestre, Josep Lluís - In: Economic inquiry : journal of the Western Economic … 53 (2015) 1, pp. 129-149

Persistent link: https://www.econbiz.de/10011342733

Cointegration in panel data with structural breaks and cross-section dependence

Banerjee, Anindya; Carrion i Silvestre, Josep Lluís - In: Journal of applied econometrics 30 (2015) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10011327657

Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors

Bai, Jushan; Carrion i Silvestre, Josep Lluís - In: The econometrics journal 16 (2013) 2, pp. 222-249

Persistent link: https://www.econbiz.de/10009783333

Testing for panel cointegration using common correlated effects estimators

Banerjee, Anindya; Carrion i Silvestre, Josep Lluís - 2015

Persistent link: https://www.econbiz.de/10010494922

Cointegration in panel data with breaks and cross-section dependence

Banerjee, Anindya (contributor); … - 2006

The power of standard panel cointegration statistics may be affected by misspecification errors if proper account is not taken of the presence of structural breaks in the data. We propose modifications to allow for one structural break when testing the null hypothesis of no cointegration that...

Persistent link: https://www.econbiz.de/10003290322

Global imbalances and the intertemporal external budget constraint : a multicointegration approach

Camarero Olivas, Mariam; Carrion i Silvestre, Josep Lluís - In: Journal of banking & finance 37 (2013) 12, pp. 5357-5372

Persistent link: https://www.econbiz.de/10010343714