Similar Search Results

New tools for understanding the local asymptotic power of panel unit root tests

Westerlund, Joakim; Larsson, Rolf - In: Journal of econometrics 188 (2015) 1, pp. 59-93

Persistent link: https://www.econbiz.de/10011500261

Inflation, exchange rates and PPP in a multivariate panel cointegration model

Jacobson, Tor; Lyhagen, Johan; Larsson, Rolf; Nessén, … - 2002

New multivariate panel cointegration methods are used to analyze nominal exchange rates and prices in four major economies in Europe; France, Germany, Italy and the United Kingdom for the post-Bretton Woods period. We test for purchasing power parity between these four countries and find that the...

Persistent link: https://www.econbiz.de/10011584764

Likelihood-based cointegration tests in heterogeneous panels

Larsson, Rolf; Lyhagen, Johan; Löthgren, Mickael - 1998

Persistent link: https://www.econbiz.de/10000991637

Likelihood-based cointegration tests in heterogeneous panels

Larsson, Rolf; Lyhagen, Johan; Löthgren, Mickael - In: The econometrics journal 4 (2001) 1, pp. 109-142

Persistent link: https://www.econbiz.de/10001612299

Testing for stationarity in heterogeneous panel data where the time dimension is finite

Hadri, Kaddour; Larsson, Rolf - In: The econometrics journal 8 (2005) 1, pp. 55-69

Persistent link: https://www.econbiz.de/10002686793

Testing for a unit root in a random coefficient panel data mode

Westerlund, Joakim; Larsson, Rolf - 2009

Persistent link: https://www.econbiz.de/10003884484

A note on the pooling of individual panic unit root tests

Westerlund, Joakim; Larsson, Rolf - In: Econometric theory 25 (2009) 6, pp. 1851-1868

Persistent link: https://www.econbiz.de/10003904449

Testing for a unit root in a random coefficient panel data model

Westerlund, Joakim; Larsson, Rolf - In: Journal of econometrics 167 (2012) 1, pp. 254-273

Persistent link: https://www.econbiz.de/10009551420

Inflation, exchange rates and PPP in a multivariate panel cointegration model

Jacobson, Tor; Lyhagen, Johan; Larsson, Rolf; Nessén, … - In: The econometrics journal 11 (2008) 1, pp. 58-79

Persistent link: https://www.econbiz.de/10003648613

Inference in panel cointegration models with long panels

Larsson, Rolf; Lyhagen, Johan - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 473-483

Persistent link: https://www.econbiz.de/10003566064