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Electricity consumption and economic growth in transition countries : a revisit using bootstrap panel Granger causality analysis
Wolde-Rufael, Yemane - In: Energy economics 44 (2014), pp. 325-330
Persistent link: https://www.econbiz.de/10010457175
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Savings and investments in the OECD, 1970 - 2007 : a test of panel cointegration with regime changes
Di Iorio, Francesca; Fachin, Stefano - In: The North American journal of economics and finance : a … 28 (2014), pp. 59-76
Persistent link: https://www.econbiz.de/10010461177
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Untangling the causal relationship between government budget and current account deficits in OECD countries : evidence from bootstrap panel Granger causality
Xie, Zixiong; Chen, Shyh-Wei - In: International review of economics & finance : IREF 31 (2014), pp. 95-104
Persistent link: https://www.econbiz.de/10010490439
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A simple sieve bootstrap range test for poolability in dependent cointegrated panels
Di Iorio, Francesca; Fachin, Stefano - In: Economics letters 116 (2012) 2, pp. 154-156
Persistent link: https://www.econbiz.de/10009674514
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Bootstrap inference in single equation error correction models
Herwartz, Helmut; Neumann, Michael H. - 2000
assumptions on weak exogeneity and cointegration. We consider OLS-based tests on long-run relationships, weak exogeneity and short … correction models ; panel cointegration analysis ; bootstrap …
Persistent link: https://www.econbiz.de/10009612036
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Testing the purchasing power parity in pooled systems of error correction models
Herwartz, Helmut; Reimers, Hans-Eggert - 2000
not invariant with respect to the investigated sample period. -- Purchasing power parity ; Panel cointegration ; Wild …
Persistent link: https://www.econbiz.de/10009612044
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Bootstrap determination of the co-integration rank in heteroskedastic VAR models
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, Robert - 2012
Persistent link: https://www.econbiz.de/10009614389
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Bootstrap determination of the co-integration rank in heteroskedastic VAR Models
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, Robert - 2012
Persistent link: https://www.econbiz.de/10009614507
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Testing for breaks in cointegrated panels : with an application to the Feldstein-Horioka puzzle
Di Iorio, Francesca (contributor);  … - 2007
Stability tests for cointegrating coefficients are known to have very low power with small to medium sample sizes. In this paper we propose to solve this problem by extending the tests to dependent cointegrated panels through the stationary bootstrap. Simulation evidence shows that the proposed...
Persistent link: https://www.econbiz.de/10003631558
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Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms
Trenkler, Carsten - In: Econometric theory 25 (2009) 1, pp. 243-269
Persistent link: https://www.econbiz.de/10003816228