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Nominal exchange rates and monetary fundamentals : evidence from a small post-Bretton woods panel

Mark, Nelson C.; Sul, Donggyu - In: Foreign exchange markets, (pp. 63-86). 2005

Persistent link: https://www.econbiz.de/10003290888

Dynamic seemingly unrelated cointegrating regressions

Mark, Nelson C.; Ōgaki, Masao; Sul, Donggyu - In: The review of economic studies 72 (2005) 3, pp. 797-820

Persistent link: https://www.econbiz.de/10002960490

Dynamic seemingly unrelated cointegrating regression

Mark, Nelson C. (contributor); Ōgaki, Masao (contributor); … - 2004

Persistent link: https://www.econbiz.de/10003114687

Cointegration vector estimation by panel dols and long-run money demand

Mark, Nelson C.; Sul, Donggyu - 2002

Persistent link: https://www.econbiz.de/10001720461

Panel dynamic OLS cointegration vector estimation and long-run money demand

Mark, Nelson C.; Sul, Donggyu - 2002

Persistent link: https://www.econbiz.de/10001722192

Dynamic seemingly unrelated cointegrating regression

Mark, Nelson C.; Ōgaki, Masao; Sul, Donggyu - 2003

Persistent link: https://www.econbiz.de/10001873277

Cointegration vector estimation by panel DOLS and long-run money demand

Mark, Nelson C.; Sul, Donggyu - In: Oxford bulletin of economics and statistics 65 (2003) 5, pp. 655-680

Persistent link: https://www.econbiz.de/10001839670

Nominal exchange rates and monetary fundamentals : evidence from a small post-Bretton woods panel

Mark, Nelson C.; Sul, Donggyu - In: Journal of international economics 53 (2001) 1, pp. 29-52

Persistent link: https://www.econbiz.de/10001540084

Dynamic seemingly unrelated cointegrating regression

Mark, Nelson C.; Ōgaki, Masao; Sul, Donggyu - 2003

Persistent link: https://www.econbiz.de/10001752925

Dynamic Seemingly Unrelated Cointegrating Regression

Mark, Nelson C.; Ogaki, Masao; Sul, Donggyu - 2021

Multiple cointegrating regressions are frequently encountered in empirical work as, for example, in the analysis of panel data. When the equilibrium errors are correlated across equations, the seemingly unrelated regression estimation strategy can be applied to cointegrating regressions to...

Persistent link: https://www.econbiz.de/10013232465