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On the power of panel cointegration tests : a Monte Carlo comparison
Gutierrez, Luciano - In: Economics letters 80 (2003) 1, pp. 105-111
Persistent link: https://www.econbiz.de/10001764781
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Simple tests for cointegration in panels with structural breaks
Gutierrez, Luciano - In: Applied economics letters 17 (2010) 1/3, pp. 197-200
Persistent link: https://www.econbiz.de/10003946332
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A global vector autoregression model for the analysis of wheat export prices
Gutierrez, Luciano; Pieras, Francesco; Roggero, Pier Paolo - In: American journal of agricultural economics 97 (2015) 5, pp. 1494-1511
Persistent link: https://www.econbiz.de/10011386554
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Capital mobility and global factor shocks
Costantini, Mauro; Gutierrez, Luciano - In: Economics letters 120 (2013) 3, pp. 513-515
Persistent link: https://www.econbiz.de/10010187236
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Panel cointegration tests of the Fisher effect
Westerlund, Joakim - 2006
Persistent link: https://www.econbiz.de/10003483109
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Some cautions on the use of the LLC panel unit root test
Westerlund, Joakim - 2006
Persistent link: https://www.econbiz.de/10003483115
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Testing for error correction in panel data
Westerlund, Joakim - 2006
Persistent link: https://www.econbiz.de/10003483119
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Testing for error correction in panel data
Westerlund, Joakim - In: Oxford bulletin of economics and statistics 69 (2007) 6, pp. 709-748
Persistent link: https://www.econbiz.de/10003595762
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Panel cointegration tests of the Fisher effect
Westerlund, Joakim - In: Journal of applied econometrics 23 (2008) 2, pp. 193-233
Persistent link: https://www.econbiz.de/10003704947
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Estimating cointegrated panels with common factors and the forwrd rate unbiasedness hypothesis
Westerlund, Joakim - In: Journal of financial econometrics : official journal of … 5 (2007) 3, pp. 491-522
Persistent link: https://www.econbiz.de/10003518507