We study semi-parametric estimation and inference in cointegrated panels with endogenous feedback, allowing for general … Phillips and Hansen (1990) that use a spectral [non-parametric] estimation of the residual asymptotic covariance matrix to …

We address the issue of estimation and inference in dependent non-stationary panels of small cross-section dimensions …

We address the issue of estimation and inference in dependent non-stationary panels of small cross-section dimensions … compared to the cross-section dimension. -- Panel cointegration ; FM-OLS ; FM-SUR ; DOLS ; DSUR …

which N can grow simultaneously to T for the tests statistics of panel group-mean of time-series estimators to be …

The authors address the issue of estimation and inference in dependent non-stationary panels of small cross …. -- panel cointegration ; fully modified ordinary least squares ; fully modified seemingly unrelated regression ; dynamic …

(DOLS) estimators in cointegrated regression models in panel data. We show that the OLS, FM, and DOLS estimators are all …

This paper employs recently developed non stationary panel methodologies that assume some cross-section dependence to … (FMOLS) estimators developed by Pedroni (1996, 2000, 2001) and the Panel Dynamic OLS (PDOLS) estimator proposed by Mark and …

maximum-likelihood-based panel cointegration tests with the help of Monte Carlo simulations. In this study the panel-p, the … group-p, the panel-t, the group-t statistics of Pedroni (1999) and the standardized LR-bar statistic of Larsson er al. (2001 …) are considered. The simulation results indicate that the panel-t and standardized LR-bar statistic have the best size and …

the relationship between transfers, state domestic product, and fiscal deficit for a panel of states during the period …

evidence for the existence of "energy currencies". Relying on the estimation of panel smooth transition regression (PSTR … 1980-2011. Estimating a panel cointegrating relationship between the real exchange rate and its fundamentals, we provide …