Hidden panel cointegration
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References listed on IDEAS
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Citations
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Cited by:
- Hatemi-J, Abdulnasser, 2011. "Asymmetric generalized impulse responses and variance decompositions with an application," MPRA Paper 31700, University Library of Munich, Germany.
- Hatemi-J, Abdulnasser & Mustafa, Alan, 2016. "A MS-Excel Module to Transform an Integrated Variable into Cumulative Partial Sums for Negative and Positive Components with and without Deterministic Trend Parts," MPRA Paper 73813, University Library of Munich, Germany.
- Fatma Zeren & Burcu Kilinc Savrul, 2013. "Revisited Export-Led Growth Hypothesis For Selected European Countries: A Panel Hidden Cointegration Approach," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 18(1), pages 134-151, May.
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More about this item
Keywords
Asymmetry; Panel Data; Cointegration; Testing; Government Spending; Output;All these keywords.
JEL classification:
- H21 - Public Economics - - Taxation, Subsidies, and Revenue - - - Efficiency; Optimal Taxation
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2011-06-25 (Econometrics)
- NEP-ETS-2011-06-25 (Econometric Time Series)
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