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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

Unemployment dynamics and NAIRU estimates for accession countries : a univariate approach

Camarero Olivas, Mariam; Carrion i Silvestre, Josep Lluís - In: Journal of comparative economics : the journal of the … 33 (2005) 3, pp. 584-603

Persistent link: https://www.econbiz.de/10003191935

Breaking the panels : an application to the GDP per capita

Carrion i Silvestre, Josep Lluís; Barrio-Castro, Tomás del - In: The econometrics journal 8 (2005) 2, pp. 159-175

Persistent link: https://www.econbiz.de/10003018860

Raíces unitarias y cambios estructurales en las macromagnitudes españolas

Carrion i Silvestre, Josep Lluís; Artís Ortuño, Manuel; … - In: Revista de economía aplicada : publicación cuatrimestral 12 (2004) 35, pp. 5-27

Persistent link: https://www.econbiz.de/10002464192

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

Response surfaces for the Dickey-Fuller unit root test with structural breaks

Carrion i Silvestre, Josep Lluís; Sansó, Andreu; … - 1998

Persistent link: https://www.econbiz.de/10000982459

Response surfaces estimates for the Dickey-Fullet unit root test with structural breaks

Carrion i Silvestre, Josep Lluís; Sansó, Andreu; … - In: Economics letters 63 (1999) 3, pp. 279-283

Persistent link: https://www.econbiz.de/10001398932

Global imbalances and the intertemporal external budget constraint : a multicointegration approach

Camarero Olivas, Mariam; Carrion i Silvestre, Josep Lluís - In: Journal of banking & finance 37 (2013) 12, pp. 5357-5372

Persistent link: https://www.econbiz.de/10010343714

Cointegration in panel data with breaks and cross-section dependence

Banerjee, Anindya; Carrion i Silvestre, Josep Lluís - 2011

Persistent link: https://www.econbiz.de/10009535200

Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration

Carrion i Silvestre, Josep Lluís; Kim, Dukpa - In: Journal of econometrics 224 (2021) 1, pp. 22-38

Persistent link: https://www.econbiz.de/10013275377

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