-stationarity of hours worked. In addition, taking these results together, there is no indication of cointegration among the individual …

are formed by integrated process of order 1. We find that without a cointegration relation (spurious case) the …. Whereas, for the case when at least one cointegration relation exists, we have a T-consistent estimator for the intervention …

-unit cointegration, without the need to specify the form of dependence or estimate nuisance parameters associated with the dependence …

In this paper, we propose new cointegration tests for single equations and panels. In both cases, the asymptotic … possible cointegration across units. …

different countries are coordinated and if they have an influence on oil prices. Relying on cointegration and causality tests in …

For spatial data with a sufficiently long time dimension, the concept of global cointegration has been recently … included in the econometrics research agenda. Global cointegration arises when non-stationary time series are cointegrated both … allows us to analyze the short- and long-run impacts of internationalization activities. For the long-run cointegration …

-unit cointegration, without the need to specify the form of dependence or estimate nuisance parameters associated with the dependence …

are formed by integrated process of order 1. We find that without a cointegration relation (spurious case) the …. Whereas, for the case when at least one cointegration relation exists, we have a vT-consistent estimator for the intervention …

. The analysis is principally based on cointegration techniques. This paper is the fi rst attempt to estimate the infl uence …