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ECONIS (ZBW)
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1
A
panel
stationarity test with gradual structural shifts : re-investigate the international commodity price shocks
Nazlıoğlu, Şaban
;
Karul, Cagin
- In:
Economic modelling
61
(
2017
),
pp. 181-192
Persistent link: https://www.econbiz.de/10011736829
Saved in:
2
Synergy between an improved covariate unit root test and cross‐sectionally dependent
panel
data unit root tests
Hadri, Kaddour
;
Kurozumi, Eiji
;
Yamazaki, Daisuke
- In:
The Manchester School
83
(
2015
)
6
,
pp. 676-700
Persistent link: https://www.econbiz.de/10011404751
Saved in:
3
Purchasing power parity tests in cointegrated panels
Pedroni, Peter Louis
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 727-731
Persistent link: https://www.econbiz.de/10001627259
Saved in:
4
Shadow economy and economic development : a
panel
cointegration and causality analysis
Bilan, Yuriy
;
Tiutiunyk, Inna
;
Lyeonov, Sergij
; …
- In:
International journal of economic policy in emerging …
13
(
2020
)
2
,
pp. 173-193
Persistent link: https://www.econbiz.de/10012251022
Saved in:
5
Income and democracy : a smooth varying coefficient redux
Lundberg, Alexander L.
;
Huynh, Kim P.
;
Jacho-Chávez, …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 719-724
Persistent link: https://www.econbiz.de/10011703153
Saved in:
6
Purchasing power parity tests in cointegrated panels : evidence from newly industrialized countries
Ranjan Behera, Smruti
- In:
Journal of economic development
44
(
2019
)
1
,
pp. 69-95
Persistent link: https://www.econbiz.de/10012004514
Saved in:
7
Is there a debt-threshold effect on output growth?
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
- In:
The review of economics and statistics
99
(
2017
)
1
,
pp. 135-150
Persistent link: https://www.econbiz.de/10011742033
Saved in:
8
Revisiting Energy Consumption and GDP Causality : Importance of a Priori Hypothesis Testing, Disaggregated Data, and Heterogeneous Panels
Liddle, Brant
-
2015
and developing countries grouped in panels by similar characteristics.
Panel
long-run causality is assessed with a …
Persistent link: https://www.econbiz.de/10013030525
Saved in:
9
Testing for Purchasing Power Parity in Cointegrated Panels
Lyhagen, Johan
-
2007
This paper applies the maximum likelihood
panel
cointegration method of Larsson and Lyhagen (2007) to test the strong …
Persistent link: https://www.econbiz.de/10014401245
Saved in:
10
Empirical likelihood for efficient semiparametric average treatment effects
Bravo, Francesco
;
Jacho-Chávez, David T.
- In:
Econometric reviews
30
(
2011
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10008990462
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