Narrow search
Showing 1 - 10 of 30
Cover Image
Cointegration in panel data with breaks and cross-section dependence
Banerjee, Anindya; Carrion-i-Silvestre, Josep Lluís - 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/10011604637
Cover Image
El túnel del Cadí : una anàlisi cost-benefici
Carrion i Silvestre, Josep Lluís; Moreno, Rosina; Pons … - 1997
Persistent link: https://www.econbiz.de/10000959433
Cover Image
Joint hypothesis specification for unit root tests with a structural bank
Carrion i Silvestre, Josep Lluís; Sansó, Andreu - In: The econometrics journal 9 (2006) 2, pp. 196-224
Persistent link: https://www.econbiz.de/10003352017
Cover Image
Cointegration in panel date with breaks and cross-section dependence
Banerjee, Anindya (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003280708
Cover Image
GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypothesis
Carrion i Silvestre, Josep Lluís; Kim, Dukpa; Perron, … - In: Econometric theory 25 (2009) 6, pp. 1754-1792
Persistent link: https://www.econbiz.de/10003904443
Cover Image
The KPSS test with two structural breaks
Carrion i Silvestre, Josep Lluís; Sansó, Andreu - In: Spanish economic review : SER 9 (2007) 2, pp. 105-127
Persistent link: https://www.econbiz.de/10003469584
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Unit root and stationary tests' wedding
Carrion i Silvestre, Josep Lluís; Sansó, Andreu; … - In: Economics letters 70 (2001) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10001534693