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Testing for panel cointegration using common correlated effects estimators

Banerjee, Anindya; Carrion i Silvestre, Josep Lluís - 2015

Persistent link: https://www.econbiz.de/10010494922

Cointegration in panel date with breaks and cross-section dependence

Banerjee, Anindya (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003280708

Short-term modified Phillips curves for the accession countries

Camarero Olivas, Mariam; Carrion i Silvestre, Josep Lluís - In: Applied economics letters 13 (2006) 3, pp. 159-162

Persistent link: https://www.econbiz.de/10003289168

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

Testing the null of cointegration with structural breaks

Carrion i Silvestre, Josep Lluís; Sansó, Andreu - In: Oxford bulletin of economics and statistics 68 (2006) 5, pp. 623-646

Persistent link: https://www.econbiz.de/10003379224

A guide to the computation of stationarity tests

Carrion i Silvestre, Josep Lluís; Sansó, Andreu - In: Empirical economics : a journal of the Institute for … 31 (2006) 2, pp. 433-448

Persistent link: https://www.econbiz.de/10003333489

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

Testing for hysteresis in unemployment in OECD countries : new evidence using stationarity panel tests with breaks

Camarero Olivas, Mariam; Carrion i Silvestre, Josep Lluís - In: Oxford bulletin of economics and statistics 68 (2006) 2, pp. 167-182

Persistent link: https://www.econbiz.de/10003301839

Testing for real interest rate parity using panel stationarity tests with dependence : a note

Camarero Olivas, Mariam; Carrion i Silvestre, Josep Lluís - In: The Manchester School 77 (2009) 1, pp. 112-126

Persistent link: https://www.econbiz.de/10003800407

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

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