IDEAS home Printed from https://ideas.repec.org/r/ces/ceswps/_374.html
   My bibliography  Save this item

Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Alessandra Colombelli & Francesco Quatraro, 2014. "The persistence of firms' knowledge base: a quantile approach to Italian data," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 23(7), pages 585-610, October.
  2. Matthias Deschryvere, 2014. "R&D, firm growth and the role of innovation persistence: an analysis of Finnish SMEs and large firms," Small Business Economics, Springer, vol. 43(4), pages 767-785, December.
  3. Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva, 2007. "Similarities and convergence in G-7 cycles," Journal of Monetary Economics, Elsevier, vol. 54(3), pages 850-878, April.
  4. Coad, Alex & Rao, Rekha & Tamagni, Federico, 2011. "Growth processes of Italian manufacturing firms," Structural Change and Economic Dynamics, Elsevier, vol. 22(1), pages 54-70, February.
  5. G. Urga & P. A. Geroski & S. Lazarova & C. F. Walters, 2003. "Are differences in firm size transitory or permanent?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 47-59.
  6. Moser, Christoph & Urban, Dieter & di Mauro, Beatrice Weder, 2010. "International competitiveness, job creation and job destruction--An establishment-level study of German job flows," Journal of International Economics, Elsevier, vol. 80(2), pages 302-317, March.
  7. Makiela, Kamil & Ouattara, Bazoumana, 2018. "Foreign direct investment and economic growth: Exploring the transmission channels," Economic Modelling, Elsevier, vol. 72(C), pages 296-305.
  8. Arturas Juodis, 2013. "Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence," UvA-Econometrics Working Papers 13-08, Universiteit van Amsterdam, Dept. of Econometrics.
  9. Roy van der Weide & Branko Milanovic, 2018. "Inequality is Bad for Growth of the Poor (but Not for That of the Rich)," The World Bank Economic Review, World Bank, vol. 32(3), pages 507-530.
  10. Mutl, Jan, 2009. "Consistent Estimation of Global VAR Models," Economics Series 234, Institute for Advanced Studies.
  11. Sebastian Kripfganz & Claudia Schwarz, 2019. "Estimation of linear dynamic panel data models with time‐invariant regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(4), pages 526-546, June.
  12. Manthos D. Delis & K. Christos Staikouras & Panagiotis T. Varlagas, 2008. "On the Measurement of Market Power in the Banking Industry," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(7‐8), pages 1023-1047, September.
  13. Zhenlin Yang, 2014. "Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models," Working Papers 16-2014, Singapore Management University, School of Economics.
  14. Chen, Chien-Ming & van Dalen, Jan, 2010. "Measuring dynamic efficiency: Theories and an integrated methodology," European Journal of Operational Research, Elsevier, vol. 203(3), pages 749-760, June.
  15. Chupryhin, Radzivon, 2021. "Determinants of Foreign Direct Investment in Europe: Bayesian Model Averaging in the Presence of Weak Exogeneity," MPRA Paper 107197, University Library of Munich, Germany.
  16. Breitung, Jörg & Pesaran, Mohammad Hashem, 2005. "Unit roots and cointegration in panels," Discussion Paper Series 1: Economic Studies 2005,42, Deutsche Bundesbank.
  17. Debanjan Mitra & Peter N. Golder, 2006. "How Does Objective Quality Affect Perceived Quality? Short-Term Effects, Long-Term Effects, and Asymmetries," Marketing Science, INFORMS, vol. 25(3), pages 230-247, 05-06.
  18. Agoraki, Maria-Eleni K. & Delis, Manthos D. & Pasiouras, Fotios, 2011. "Regulations, competition and bank risk-taking in transition countries," Journal of Financial Stability, Elsevier, vol. 7(1), pages 38-48, January.
  19. Fabio Canova & Matteo Ciccarelli, 2009. "Estimating Multicountry Var Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(3), pages 929-959, August.
  20. Arturas Juodis, 2013. "First Difference Transformation in Panel VAR models: Robustness, Estimation and Inference," UvA-Econometrics Working Papers 13-06, Universiteit van Amsterdam, Dept. of Econometrics.
  21. Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006. "Econometrics: A Bird's Eye View," IZA Discussion Papers 2458, Institute of Labor Economics (IZA).
  22. Montagnoli, Alberto & Mouratidis, Konstantinos & Whyte, Kemar, 2021. "Assessing the cyclical behaviour of bank capital buffers in a finance-augmented macro-economy," Journal of International Money and Finance, Elsevier, vol. 110(C).
  23. Martin Stojanovikj & Goran Petrevski, 2021. "Macroeconomic effects of inflation targeting in emerging market economies," Empirical Economics, Springer, vol. 61(5), pages 2539-2585, November.
  24. Nadia Ayari & Szabolcs Blazsek & Pedro Mendi, 2012. "Renewable energy innovations in Europe: a dynamic panel data approach," Applied Economics, Taylor & Francis Journals, vol. 44(24), pages 3135-3147, August.
  25. Sambit Bhattacharyya & Maurizio Intartaglia, 2021. "Foreign aid network diversification and its impact on growth, growth acceleration, and growth spell," Review of Development Economics, Wiley Blackwell, vol. 25(3), pages 1216-1242, August.
  26. Cheng Hsiao, 2007. "Panel data analysis—advantages and challenges," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(1), pages 1-22, May.
  27. Hailiang Chen & Prabuddha De & Yu Jeffrey Hu, 2015. "IT-Enabled Broadcasting in Social Media: An Empirical Study of Artists’ Activities and Music Sales," Information Systems Research, INFORMS, vol. 26(3), pages 513-531, September.
  28. Blazsek, Szabolcs & Escribano, Alvaro, 2016. "Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers," Journal of Econometrics, Elsevier, vol. 191(1), pages 145-163.
  29. Nabil Alimi, 2015. "The Effect of Trade, Specialization and Financial Integration on Business Cycles Synchronization in Some Mediterranean Countries," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 5(1), pages 110-118, January.
  30. Alex Coad, 2007. "Exploring the "mechanics" of firm growth: evidence from a short-panel VAR," Documents de travail du Centre d'Economie de la Sorbonne r07037, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  31. Magrini, Emiliano & Morales-Opazo, Cristian & Balie, Jean, 2014. "Supply response along the value chain in selected SSA countries: the case of grains," 2014: Food, Resources and Conflict, December 7-9, 2014. San Diego, California 197193, International Agricultural Trade Research Consortium.
  32. Marc Suhrcke & Dieter Urban, 2010. "Are cardiovascular diseases bad for economic growth?," Health Economics, John Wiley & Sons, Ltd., vol. 19(12), pages 1478-1496, December.
  33. Aristophane Djeufack Dongmo & Paloma Mbengono Coralie & Manuela Chetue Komguep & Ulrich Kembeng Tchinda, 2023. "Urbanization, informal economy, economic growth and CO2 emissions in African countries: a panel vector autoregression (PVAR) model approach," Journal of Bioeconomics, Springer, vol. 25(1), pages 35-63, April.
  34. Sekkat, Khalid, 2016. "Exchange rate misalignment and export diversification in developing countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 59(C), pages 1-14.
  35. Delis, Manthos D & Staikouras, Panagiotis, 2009. "On-site audits, sanctions, and bank risk-taking: An empirical overture towards a novel regulatory and supervisory philosophy," MPRA Paper 16836, University Library of Munich, Germany.
  36. Ivan Vidangos, 2009. "Fluctuations in individual labor income: a panel VAR analysis," Finance and Economics Discussion Series 2009-09, Board of Governors of the Federal Reserve System (U.S.).
  37. Allen Head & Huw Lloyd-Ellis & Hongfei Sun, 2014. "Search, Liquidity, and the Dynamics of House Prices and Construction," American Economic Review, American Economic Association, vol. 104(4), pages 1172-1210, April.
  38. Ca’ Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair, 2012. "Thousands of models, one story: Current account imbalances in the global economy," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1319-1338.
  39. Rui Yang & Xin An & Yingwen Chen & Xiuli Yang, 2023. "The Knowledge Analysis of Panel Vector Autoregression: A Systematic Review," SAGE Open, , vol. 13(4), pages 21582440231, December.
  40. Gilhooly, Robert & Weale, Martin & Wieladek, Tomasz, 2015. "Estimation of short dynamic panels in the presence of cross-sectional dependence and dynamic eterogeneity," Discussion Papers 38, Monetary Policy Committee Unit, Bank of England.
  41. Jan Mutl, 2002. "Panel VAR Models with Spatial Dependence," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A5-2, International Conferences on Panel Data.
  42. Medina-Durango, Carlos Alberto & Posso Suárez, Christian Manuel & Tamayo, Jorge A. & Monsalve, Emma, 2012. "Dinámica de la demanda laboral en la industria manufacturera colombiana 1993-2009 : una estimación panel VAR," Chapters, in: Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso (ed.), El mercado de trabajo en Colombia : hechos, tendencias e instituciones, chapter 7, pages 289-330, Banco de la Republica de Colombia.
  43. Reade, J. James & Volz, Ulrich, 2011. "Leader of the pack? German monetary dominance in Europe prior to EMU," Economic Modelling, Elsevier, vol. 28(1-2), pages 239-250, January.
  44. Allen Head & Huw Lloyd-Ellis & Hongfei Sun, 2016. "Search, Liquidity, and the Dynamics of House Prices and Construction: Corrigendum," American Economic Review, American Economic Association, vol. 106(4), pages 1214-1219, April.
  45. Matheus Koengkan & José Alberto Fuinhas, 2022. "The Interactions Between Renewable Energy Consumption, Economic Growth, and Globalisation: Fresh Evidence from the Mercosur Countries," Springer Books, in: Globalisation and Energy Transition in Latin America and the Caribbean, chapter 0, pages 63-99, Springer.
  46. Stuart McLeay & Maxwell Stevenson, 2006. "Modelling the Longitudinal Properties of Financial Ratios of European Firms," The Institute for International Integration Studies Discussion Paper Series iiisdp184, IIIS.
  47. Jan Mutl & Leopold Sögner, 2019. "Parameter estimation and inference with spatial lags and cointegration," Econometric Reviews, Taylor & Francis Journals, vol. 38(6), pages 597-635, July.
  48. Hulya Ulku, 2007. "R&D, innovation, and growth: evidence from four manufacturing sectors in OECD countries," Oxford Economic Papers, Oxford University Press, vol. 59(3), pages 513-535, July.
  49. Krafft Jackie & Quatraro Francesco & Colombelli Alessandra, 2011. "High Growth Firms and Technological Knowledge: Do gazelles follow exploration or exploitation strategies?," Department of Economics and Statistics Cognetti de Martiis LEI & BRICK - Laboratory of Economics of Innovation "Franco Momigliano", Bureau of Research in Innovation, Complexity and Knowledge, Collegio 201114, University of Turin.
  50. Boumparis, Periklis & Milas, Costas & Panagiotidis, Theodore, 2019. "Non-performing loans and sovereign credit ratings," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 301-314.
  51. M. Hashem Pesaran, 2006. "Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure," Econometrica, Econometric Society, vol. 74(4), pages 967-1012, July.
  52. Maurice J.G. Bun & Martin A. Carree & Artūras Juodis, 2017. "On Maximum Likelihood Estimation of Dynamic Panel Data Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(4), pages 463-494, August.
  53. Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith, 2023. "Short T dynamic panel data models with individual, time and interactive effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 940-967, September.
  54. Pak, Olga, 2020. "Bank profitability in the Eurasian Economic Union: Do funding liquidity and systemic importance matter?," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  55. Kazuhiko Hayakawa & M. Hashem Pesaran, 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," Working Paper series 38_12, Rimini Centre for Economic Analysis.
  56. Stauskas, Ovidijus, 2019. "On the Limit Theory of Mixed to Unity VARs: Panel Setting With Weakly Dependent Errors," Working Papers 2019:2, Lund University, Department of Economics.
  57. Yan Shen & Yang Yao, 2006. "Grassroots Democracy and Income Distribution : Evidence from Village Elections in China," Governance Working Papers 21901, East Asian Bureau of Economic Research.
  58. François Bourguignon & Pierre-Emmanuel Darpeix, 2016. "Air traffic and economic growth: the case of developing countries," Working Papers halshs-01332085, HAL.
  59. Ivanovski, Kris & Hailemariam, Abebe, 2022. "Time-varying geopolitical risk and oil prices," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 206-221.
  60. Pesaran, H.M., 2003. "Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence," Cambridge Working Papers in Economics 0305, Faculty of Economics, University of Cambridge.
  61. Su, Liangjun & Yang, Zhenlin, 2015. "QML estimation of dynamic panel data models with spatial errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 230-258.
  62. Baltagi, Badi H., 2013. "Panel Data Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 995-1024, Elsevier.
  63. Björn Alecke & Timo Mitze & Gerhard Untiedt, 2009. "Internal Migration, Regional Labour Market Dynamics and Implications for German East-West Disparities – Results from a Panel VAR," Ruhr Economic Papers 0096, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  64. Koengkan, Matheus, 2018. "The positive impact of trade openness on consumption of energy: Fresh evidence from Andean community countries," Energy, Elsevier, vol. 158(C), pages 936-943.
  65. A. Ford Ramsey & Barry Goodwin & Mildred Haley, 2021. "Labor Dynamics and Supply Chain Disruption in Food Manufacturing," NBER Chapters, in: Risks in Agricultural Supply Chains, National Bureau of Economic Research, Inc.
  66. Dogan, Eyup & Chishti, Muhammad Zubair & Karimi Alavijeh, Nooshin & Tzeremes, Panayiotis, 2022. "The roles of technology and Kyoto Protocol in energy transition towards COP26 targets: Evidence from the novel GMM-PVAR approach for G-7 countries," Technological Forecasting and Social Change, Elsevier, vol. 181(C).
  67. Po-Chin Wu & Shiao-Yen Liu & Tsai-Yuan Huang, 2017. "Non-linear Growth-Determinants Nexus: The Role of Sovereign Debt," Hacienda Pública Española / Review of Public Economics, IEF, vol. 222(3), pages 43-63, September.
  68. Eaton, Derek J.F., 2009. "Trade and Intellectual Property Rights in the Agricultural Seed Sector," 2009 Conference, August 16-22, 2009, Beijing, China 51782, International Association of Agricultural Economists.
  69. repec:hal:pseose:halshs-01332085 is not listed on IDEAS
  70. Díaz, Antonia & Marrero, Gustavo A. & Puch, Luis A. & Rodríguez, Jesús, 2019. "Economic growth, energy intensity and the energy mix," Energy Economics, Elsevier, vol. 81(C), pages 1056-1077.
  71. Noel Gaston & Gulasekaran Rajaguru, 2004. "The Rise (and Fall) of Labour Market Programmes: The Role of Global and Domestic Factors," ISER Discussion Paper 0615, Institute of Social and Economic Research, Osaka University.
  72. Ekin Ayse Ozsuca & Elif Akbostanci, 2012. "An Empirical Analysis of the Risk Taking Channel of Monetary Policy in Turkey," ERC Working Papers 1208, ERC - Economic Research Center, Middle East Technical University, revised Dec 2012.
  73. Hayakawa, Kazuhiko, 2016. "Improved GMM estimation of panel VAR models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 240-264.
  74. repec:zbw:rwirep:0084 is not listed on IDEAS
  75. Lee, Grace H.Y. & Azali, M., 2010. "The endogeneity of the Optimum Currency Area criteria in East Asia," Economic Modelling, Elsevier, vol. 27(1), pages 165-170, January.
  76. Ray Barrell & Tatiana Fic, 2010. "Integration, Globalisation, Technology and Trade Patterns in the EU8," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 2(1).
  77. Stelios Karagiannis & Yannis Panagopoulos & Aristotelis Spiliotis, 2011. "The Basel II Influence on the Money Supply Process: A Comparative Analysis of the Eurozone and the United States," Chapters, in: Claude Gnos & Louis-Philippe Rochon (ed.), Credit, Money and Macroeconomic Policy, chapter 9, Edward Elgar Publishing.
  78. Ryan H. Murphy & Colin O’Reilly, 2019. "Applying panel vector autoregression to institutions, human capital, and output," Empirical Economics, Springer, vol. 57(5), pages 1633-1652, November.
  79. Alexander Chudik & M. Hashem Pesaran, 2017. "A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels," CESifo Working Paper Series 6688, CESifo.
  80. Alex Coad & Rekha Rao, 2010. "Firm growth and R&D expenditure," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 19(2), pages 127-145.
  81. Dina Azhgaliyeva, 2013. "What Makes Oil Revenue Funds Effective," International Conference on Energy, Regional Integration and Socio-economic Development 6023, EcoMod.
  82. Youssef, Ahmed & Abonazel, Mohamed R., 2015. "Alternative GMM Estimators for First-order Autoregressive Panel Model: An Improving Efficiency Approach," MPRA Paper 68674, University Library of Munich, Germany.
  83. Artūras Juodis, 2018. "Rank based cointegration testing for dynamic panels with fixed T," Empirical Economics, Springer, vol. 55(2), pages 349-389, September.
  84. Richard G. Anderson & Hailong Qian & Robert H. Rasche, 2006. "Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators," Working Papers 2006-050, Federal Reserve Bank of St. Louis.
  85. Pesce, Antonio, 2014. "International (spillovers in) macrofinancial linkages and the decoupling phenomenon," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 41-67.
  86. Canova, Fabio & Ciccarelli, Matteo, 2004. "Forecasting and turning point predictions in a Bayesian panel VAR model," Journal of Econometrics, Elsevier, vol. 120(2), pages 327-359, June.
  87. Hsiao, Cheng & Zhang, Junwei, 2015. "IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large," Journal of Econometrics, Elsevier, vol. 187(1), pages 312-322.
  88. Russell Thomson & Paul Jensen, 2013. "The Effects of Government Subsidies on Business R&D Employment: Evidence From Oecd Countries," National Tax Journal, National Tax Association;National Tax Journal, vol. 66(2), pages 281-310, June.
  89. Arvid Raknerud, 2001. "A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components," Discussion Papers 295, Statistics Norway, Research Department.
  90. Maria Elena Bontempi & Jan Ditzen, 2023. "GMM-lev estimation and individual heterogeneity: Monte Carlo evidence and empirical applications," Papers 2312.00399, arXiv.org, revised Dec 2023.
  91. Alexander Coad, 2007. "Disentangling the firm growth process: evidence from a recursive panel VAR," Papers on Economics and Evolution 2007-15, Philipps University Marburg, Department of Geography.
  92. Kripfganz, Sebastian, 2014. "Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100604, Verein für Socialpolitik / German Economic Association.
  93. Diego Escobari, 2012. "Dynamic Pricing, Advance Sales and Aggregate Demand Learning in Airlines," Journal of Industrial Economics, Wiley Blackwell, vol. 60(4), pages 697-724, December.
  94. Hayakawa, K. & Pesaran, M.H., 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models," Cambridge Working Papers in Economics 1224, Faculty of Economics, University of Cambridge.
  95. Glenn Hoggarth & Hui Tong, 2007. "The impact of yuan revaluation on the Asian region," Bank of England working papers 329, Bank of England.
  96. Mitze, Timo & Alecke, Björn & Untiedt, Gerhard, 2009. "Trade-FDI Linkages in a System of Gravity Equations for German Regional Data," Ruhr Economic Papers 84, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  97. Pillinger, Rebecca & Steele, Fiona & Leckie, George & Jenkins, Jennifer, 2024. "A dynamic social relations model for clustered longitudinal dyadic data with continuous or ordinal responses," LSE Research Online Documents on Economics 119988, London School of Economics and Political Science, LSE Library.
  98. Po-Chin Wu & Shiao-Yen Liu & Ming-Fang Yang, 2017. "Nonlinear Exchange Rate Pass-Through: The Role of National Debt," Global Economic Review, Taylor & Francis Journals, vol. 46(1), pages 1-17, January.
  99. Hsiao, Cheng & Zhou, Qiankun, 2015. "Statistical inference for panel dynamic simultaneous equations models," Journal of Econometrics, Elsevier, vol. 189(2), pages 383-396.
  100. Michael Binder & Marcel Bluhm, 2010. "On the Conditional Effects of IMF Program Participation on Output Growth," CESifo Working Paper Series 3161, CESifo.
  101. Muhammad Mahmood Shah Khan & Farrukh Ijaz & Ejaz Aslam, 2014. "Determinants of Profitability of Islamic Banking Industry: An Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 6(2), pages 27-46, October.
  102. repec:wrk:wrkemf:16 is not listed on IDEAS
  103. Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis, 2021. "A homogeneous approach to testing for Granger non-causality in heterogeneous panels," Empirical Economics, Springer, vol. 60(1), pages 93-112, January.
  104. Ca' Zorzi, Michele & Dieppe, Alistair & Chudik, Alexander, 2009. "Current account benchmarks for central and eastern Europe: a desperate search?," Working Paper Series 995, European Central Bank.
  105. Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2015. "Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 188(1), pages 111-134.
  106. Binder, Michael & Bluhm, Marcel, 2014. "On the Conditional Effects of IMF Loan Program Participation on Output Growth," IMFS Working Paper Series 78, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  107. Ericsson, Jan & Huang, Xiao & Mazzotta, Stefano, 2016. "Leverage and asymmetric volatility: The firm-level evidence," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 1-21.
  108. Wu, Po-Chin & Liu, Shiao-Yen & Hsiao, Juei-Ming & Huang, Tsai-Yuan, 2016. "Nonlinear and time-varying growth-tourism causality," Annals of Tourism Research, Elsevier, vol. 59(C), pages 45-59.
  109. Sigmund, Michael & Ferstl, Robert, 2021. "Panel vector autoregression in R with the package panelvar," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 693-720.
  110. Nerantzidis, Michail & Tzeremes, Panayiotis & Koutoupis, Andreas & Pourgias, Apostolos, 2022. "Exploring the black box: Board gender diversity and corporate social performance," Finance Research Letters, Elsevier, vol. 48(C).
  111. Tsun Se Cheong & Yanrui Wu, 2013. "Globalization and Regional Inequality," Economics Discussion / Working Papers 13-10, The University of Western Australia, Department of Economics.
  112. Georgoutsos, Dimitris & Moratis, George, 2017. "Bank-sovereign contagion in the Eurozone: A panel VAR Approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 146-159.
  113. Zhang, Mingli & Zhang, Yan & Zhao, Lu & Li, Xiaoyong, 2020. "What drives online course sales? Signaling effects of user-generated information in the paid knowledge market," Journal of Business Research, Elsevier, vol. 118(C), pages 389-397.
  114. Delis, Manthos D. & Kouretas, Georgios P., 2011. "Interest rates and bank risk-taking," Journal of Banking & Finance, Elsevier, vol. 35(4), pages 840-855, April.
  115. Badi H. Baltagi, 2008. "Forecasting with panel data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(2), pages 153-173.
  116. Distante, Roberta & Petrella, Ivan & Santoro, Emiliano, 2018. "Gibrat’s law and quantile regressions: An application to firm growth," Economics Letters, Elsevier, vol. 164(C), pages 5-9.
  117. Fabio Canova & Matteo Ciccarelli, 2002. "Panel Index Var Models: Specification, Estimation, Testing And Leading Indicators," Working Papers. Serie AD 2002-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  118. Mengmeng Hu & Yafei Wang & Beicheng Xia & Guohe Huang, 2023. "What is the relationship between energy consumption and economic development? New evidence from a rapidly growing economic development region," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(4), pages 3601-3626, April.
  119. Anindita Chakravarty & Rajdeep Grewal, 2011. "The Stock Market in the Driver's Seat! Implications for R&D and Marketing," Management Science, INFORMS, vol. 57(9), pages 1594-1609, March.
  120. Alexander Chudik & Vanessa Smith, 2013. "The GVAR approach and the dominance of the U.S. economy," Globalization Institute Working Papers 136, Federal Reserve Bank of Dallas.
  121. Mete Han Yagmur, 2016. "Monetary Policy Response to Exchange Rates: An Empirical Investigation," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1392-1399.
  122. Robert F. Phillips, 2022. "Forward Orthogonal Deviations GMM and the Absence of Large Sample Bias," Papers 2212.14075, arXiv.org, revised Jul 2024.
  123. Alfonso Carfora & Renato Passaro & Giuseppe Scandurra & Antonio Thomas, 2022. "The Casual Nexus between Income and Energy Poverty in EU Member States," Energies, MDPI, vol. 15(8), pages 1-16, April.
  124. Hassan F. Gholipour, 2020. "Urban house prices and investments in small and medium-sized industrial firms: Evidence from provinces of Iran," Urban Studies, Urban Studies Journal Limited, vol. 57(16), pages 3347-3362, December.
  125. Kruiniger, Hugo, 2008. "Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model," Journal of Econometrics, Elsevier, vol. 144(2), pages 447-464, June.
  126. Huang, Yin-Siang & Chuang, Hui-Ching & Hasan, Iftekhar & Lin, Chih-Yung, 2024. "Search symbols, trading performance, and investor participation," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 380-393.
  127. Björn Alecke & Timo Mitze & Gerhard Untiedt, 2010. "Internal migration, regional labour market dynamics and implications for German East-West disparities: results from a Panel VAR," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 30(2), pages 159-189, September.
  128. Maurice J.G. Bun & Sarafidis, V., 2013. "Dynamic Panel Data Models," UvA-Econometrics Working Papers 13-01, Universiteit van Amsterdam, Dept. of Econometrics.
  129. Binder, Michael & Bluhm, Marcel, 2017. "On the conditional effects of IMF program participation on output growth," Journal of Macroeconomics, Elsevier, vol. 51(C), pages 192-214.
  130. Francesco Quatraro, 2016. "Co-evolutionary Patterns in Regional Knowledge Bases and Economic Structure: Evidence from European Regions," Regional Studies, Taylor & Francis Journals, vol. 50(3), pages 513-539, March.
  131. Miyaki, Miki & Kimura, Masaki, 2018. "Do the Elderly Support Public Educational Expenditure? An Empirical Analysis Focusing on the Characteristics of Spending," MPRA Paper 89225, University Library of Munich, Germany.
  132. Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith, 2014. "Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects," CESifo Working Paper Series 4822, CESifo.
  133. Alex Coad, 2007. "A Closer Look at Serial Growth Rate Correlation," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 31(1), pages 69-82, August.
  134. Yiannis Karavias & Elias Tzavalis, 2012. "Generalized fixed-T panel unit root tests allowing for structural breaks," Discussion Papers 12/02, University of Nottingham, Granger Centre for Time Series Econometrics.
  135. Stephen Bond & Céline Nauges & Frank Windmeijer, 2002. "Unit Roots and Identification in Autoregressive Panel Data Models: A Comparison of Alternative Tests," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C5-4, International Conferences on Panel Data.
  136. Sven Wardenburg & Thomas Brenner, 2021. "Analysing the spatio-temporal diffusion of economic change - advanced statistical approach and exemplary application," Working Papers on Innovation and Space 2021-01, Philipps University Marburg, Department of Geography.
  137. Oyebola Fatima Etudaiye-Muhtar & Rubi Ahmad & Taiwo Azeez Olaniyi & Bilqees Ayoola Abdulmumin, 2017. "Financial Market Development and Bank Capitalization Ratio," Paradigm, , vol. 21(2), pages 126-138, December.
  138. González, Rosa Marina & Marrero, Gustavo A. & Rodríguez-López, Jesús & Marrero, Ángel S., 2019. "Analyzing CO2 emissions from passenger cars in Europe: A dynamic panel data approach," Energy Policy, Elsevier, vol. 129(C), pages 1271-1281.
  139. Angeliki ANAGNOSTOU & Stephanos PAPADAMOU, 2014. "The Impact Of Monetary Shocks On Regional Output: Evidence From Four South Eurozone Countries," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 39, pages 105-130.
  140. Matheus Koengkan & Luciano Dias Losekann & José Alberto Fuinhas, 2019. "The relationship between economic growth, consumption of energy, and environmental degradation: renewed evidence from Andean community nations," Environment Systems and Decisions, Springer, vol. 39(1), pages 95-107, March.
  141. Mitze, Timo & Alecke, Björn & Untiedt, Gerhard, 2008. "Trade, FDI and Cross-Variable Linkages: A German (Macro-)Regional Perspective," MPRA Paper 12245, University Library of Munich, Germany.
  142. Hsiao, Cheng & Hashem Pesaran, M. & Kamil Tahmiscioglu, A., 2002. "Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods," Journal of Econometrics, Elsevier, vol. 109(1), pages 107-150, July.
  143. Lips, Johannes, 2018. "Debt and the Oil Industry - Analysis on the Firm and Production Level," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181504, Verein für Socialpolitik / German Economic Association.
  144. Brissimis, Sophocles N. & Delis, Manthos D., 2009. "Identification of a loan supply function: A cross-country test for the existence of a bank lending channel," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(2), pages 321-335, April.
  145. Mr. Alessandro Rebucci, 2003. "On the Heterogeneity Bias of Pooled Estimators in Stationary VAR Specifications," IMF Working Papers 2003/073, International Monetary Fund.
  146. Christos Kollias & Panayiotis Tzeremes, 2022. "Militarization, investment, and economic growth 1995–2019," Economics of Peace and Security Journal, EPS Publishing, vol. 17(1), pages 17-29, April.
  147. Antonia Díaz & Gustavo A. Marrero & Luis Puch & Jesús Rodríguez-López, 2018. "A Note on Growth, Energy Intensity and the Energy Mix: A Dynamic Panel Data Analysis," Working Papers 18.08, Universidad Pablo de Olavide, Department of Economics.
  148. Ozcan, Burcu & Tzeremes, Panayiotis G. & Tzeremes, Nickolaos G., 2020. "Energy consumption, economic growth and environmental degradation in OECD countries," Economic Modelling, Elsevier, vol. 84(C), pages 203-213.
  149. Peri, Giovanni & Urban, Dieter, 2006. "Catching-up to foreign technology? Evidence on the "Veblen-Gerschenkron" effect of foreign investments," Regional Science and Urban Economics, Elsevier, vol. 36(1), pages 72-98, January.
  150. Huang, Yin-Siang & Chuang, Hui-Ching & Hasan, Iftekhar & Lin, Chih-Yung, 2021. "The effect of language on investing: Evidence from searches in Chinese versus English," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
  151. Cheng Hsiao, 2016. "Panel Macroeconometric Modeling," Working Papers 2016-02-21, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  152. Alexander Chudik & M. Hashem Pesaran, 2017. "An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels," Globalization Institute Working Papers 327, Federal Reserve Bank of Dallas, revised 27 Mar 2021.
  153. Moscone, Francesco & Tosetti, Elisa & Canepa, Alessandra, 2014. "Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects," Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 129-146.
  154. Timo MITZE & Björn ALECKE & Gerhard UNTIEDT, 2008. "Determinants of Interregional Migration Among German States and its Implications for Reducing East-West Disparities: Results from a Panel VAR Using Efficient GMM Estimation," EcoMod2008 23800089, EcoMod.
  155. Li, Huijuan & Cai, Weihong & Li, Wenxiu, 2021. "Does global value chains participation improve skill premium? Mediating role of skill-biased technological change," Economic Modelling, Elsevier, vol. 99(C).
  156. Franz R. Hahn, 2015. "The Empirics of Balance Sheet Mechanics. Capital and Leverage in Small-scale Banking," WIFO Working Papers 498, WIFO.
  157. Mr. Stefan W. Schmitz & Michael Sigmund & Ms. Laura Valderrama, 2017. "Bank Solvency and Funding Cost: New Data and New Results," IMF Working Papers 2017/116, International Monetary Fund.
  158. Alexandra Fratila (Adam) & Ioana Andrada Gavril (Moldovan) & Sorin Cristian Nita & Andrei Hrebenciuc, 2021. "The Importance of Maritime Transport for Economic Growth in the European Union: A Panel Data Analysis," Sustainability, MDPI, vol. 13(14), pages 1-23, July.
  159. Alam, Ashraful & Uddin, Moshfique & Yazdifar, Hassan, 2019. "Institutional determinants of R&D investment: Evidence from emerging markets," Technological Forecasting and Social Change, Elsevier, vol. 138(C), pages 34-44.
  160. Mehmet Balcilar & Busra Agan, 2024. "Identifying the Key Drivers in Energy Technology Fields: The Role of Spillovers and Public Policies," Sustainability, MDPI, vol. 16(20), pages 1-28, October.
  161. Arturas Juodis, 2015. "Iterative Bias Correction Procedures Revisited: A Small Scale Monte Carlo Study," UvA-Econometrics Working Papers 15-02, Universiteit van Amsterdam, Dept. of Econometrics.
  162. Mr. Abdoul A Wane, 2004. "Growth and Convergence in WAEMU Countries," IMF Working Papers 2004/198, International Monetary Fund.
  163. Arturas Juodis & Yiannis Karavias, 2019. "Partially heterogeneous tests for Granger non-causality in panel data," Bank of Lithuania Working Paper Series 59, Bank of Lithuania.
  164. Shen, Yan & Yao, Yang, 2008. "Does grassroots democracy reduce income inequality in China?," Journal of Public Economics, Elsevier, vol. 92(10-11), pages 2182-2198, October.
  165. Lubos Komarek & Kristyna Ters & Jorg Urban, 2016. "Intraday Dynamics of Euro Area Sovereign Credit Risk Contagion," Working Papers 2016/04, Czech National Bank.
  166. repec:zbw:rwirep:0096 is not listed on IDEAS
  167. Antonio Pesce, 2013. "Is Decoupling in action?," ERSA conference papers ersa13p1252, European Regional Science Association.
  168. Cao, Bolong & Sun, Yixiao, 2011. "Asymptotic distributions of impulse response functions in short panel vector autoregressions," Journal of Econometrics, Elsevier, vol. 163(2), pages 127-143, August.
  169. Blazsek, Szabolcs, 2012. "Patents, secret innovations and firm's rate of return : differential effects of the innovation leader," UC3M Working papers. Economics we1202, Universidad Carlos III de Madrid. Departamento de Economía.
  170. Timo Mitze & Björn Alecke & Gerhard Untiedt, 2009. "Trade-FDI Linkages in a System of Gravity Equations for German Regional Data," Ruhr Economic Papers 0084, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  171. Epaphra, Manamba & Amin, Jennifer, 2022. "The relationship between Trade Liberalization, Growth and Balance of Payments in Sub-Saharan Africa: Insights from Dynamic Panel Data Analysis," African Journal of Economic Review, African Journal of Economic Review, vol. 10(4), September.
  172. Francesco Quatraro, 2012. "The Co-Evolution of Knowledge and Economic Structure: Evidence from European Regions," GREDEG Working Papers 2012-16, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  173. Denitsa Angelova & Jan Käbel, 2019. "Weather Volatility and Production Efficiency," Sustainability, MDPI, vol. 11(24), pages 1-12, December.
  174. Ghatak, Subrata & Moore, Tomoe, 2007. "Migration and the EU Labour Market: Granger Causality Tests on a Panel VAR," Economics Discussion Papers 2007-6, School of Economics, Kingston University London.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.