Testing for breaks in cointegrated panels
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- Le, Thai-Ha & Chang, Youngho & Park, Donghyun, 2016.
"Governance, Vulnerability to Climate Change, and Green Growth: International Evidence,"
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- Le, Thai-Ha & Chang, Youngho & Park, Donghyun, 2017. "Governance, vulnerability to climate change, and green growth: International evidence," Economics Discussion Papers 2017-16, Kiel Institute for the World Economy (IfW Kiel).
- Di Iorio, Francesca & Fachin, Stefano, 2012.
"A note on the estimation of long-run relationships in panel equations with cross-section linkages,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-18.
- Di Iorio, Francesca & Fachin, Stefano, 2012. "A note on the estimation of long-run relationships in panel equations with cross-section linkages," Economics Discussion Papers 2012-1, Kiel Institute for the World Economy (IfW Kiel).
- Ketenci, Natalya, 2013. "The Feldstein–Horioka puzzle in groupings of OECD members: A panel approach," Research in Economics, Elsevier, vol. 67(1), pages 76-87.
- Di Iorio, Francesca & Fachin, Stefano, 2008. "A note on the estimation of long-run relationships in dependent cointegrated panels," MPRA Paper 12053, University Library of Munich, Germany.
- Di Iorio, Francesca & Fachin, Stefano, 2007.
"Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-23.
- Di Iorio, Francesca & Fachin, Stefano, 2007. "Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle," Economics Discussion Papers 2007-39, Kiel Institute for the World Economy (IfW Kiel).
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More about this item
Keywords
Panel cointegration; stationary bootstrap; parameter stability tests;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2007-05-26 (Econometrics)
- NEP-ETS-2007-05-26 (Econometric Time Series)
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