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The Refinement of Econometric Estimation and Test Procedures
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Cited by:
- Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H., 2015.
"GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134),"
Other publications TiSEM
b4bbf44a-7834-491d-94c8-6, Tilburg University, School of Economics and Management.
- Cizek, P. & Jacobs, J. & Ligthart, J.E. & Vrijburg, H., 2015. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)," Discussion Paper 2015-003, Tilburg University, Center for Economic Research.
- Hasan Arisoy, 2020. "Impact of agricultural supports on competitiveness of agricultural products," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 66(6), pages 286-295.
- Kiviet, Jan F. & Niemczyk, Jerzy, 2012. "Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3567-3586.
- Kapetanios, G. & Pesaran, M. Hashem & Yamagata, T., 2011.
"Panels with non-stationary multifactor error structures,"
Journal of Econometrics, Elsevier, vol. 160(2), pages 326-348, February.
- Kapetanios, G. & Pesaran, M.H. & Yamagata, T., 2006. "Panels with Nonstationary Multifactor Error Structures," Cambridge Working Papers in Economics 0651, Faculty of Economics, University of Cambridge.
- G. Kapetanios & M. Hashem Pesaran & T. Yamagata, 2010. "Panels with nonstationary multifactor error structures," Post-Print hal-00768190, HAL.
- George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," Working Papers 569, Queen Mary University of London, School of Economics and Finance.
- Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi, 2006. "Panels with Nonstationary Multifactor Error Structures," IZA Discussion Papers 2243, Institute of Labor Economics (IZA).
- George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," CESifo Working Paper Series 1788, CESifo.
- Tsvetanov, Daniel & Coakley, Jerry & Kellard, Neil, 2016. "Bubbling over! The behaviour of oil futures along the yield curve," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 516-533.
- Sinelnikova-Muryleva, Elena & Skrobotov, Anton, 2017. "Testing time series for the bubbles (with application to Russian data)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 46, pages 90-103.
- Vasilis Sarafidis & Tom Wansbeek, 2012.
"Cross-Sectional Dependence in Panel Data Analysis,"
Econometric Reviews, Taylor & Francis Journals, vol. 31(5), pages 483-531, September.
- Sarafidis, Vasilis & Wansbeek, Tom, 2010. "Cross-sectional Dependence in Panel Data Analysis," MPRA Paper 20367, University Library of Munich, Germany.
- Lavergne, Pascal & Patilea, Valentin, 2013.
"Smooth minimum distance estimation and testing with conditional estimating equations: Uniform in bandwidth theory,"
Journal of Econometrics, Elsevier, vol. 177(1), pages 47-59.
- Lavergne, Pascal & Patilea, Valentin, 2013. "Smooth Minimum Distance Estimation and Testing with Conditional Estimating Equations: Uniform in Bandwidth Theory," TSE Working Papers 13-404, Toulouse School of Economics (TSE).
- Salim, Ruhul A. & Shafiei, Sahar, 2014. "Urbanization and renewable and non-renewable energy consumption in OECD countries: An empirical analysis," Economic Modelling, Elsevier, vol. 38(C), pages 581-591.
- Su, Liangjun & Jin, Sainan & Zhang, Yonghui, 2015.
"Specification test for panel data models with interactive fixed effects,"
Journal of Econometrics, Elsevier, vol. 186(1), pages 222-244.
- Liangjun Su & Sainan Jin & Yonghui Zhang, 2014. "Specification Test for Panel Data Models with Interactive Fixed Effects," Working Papers 08-2014, Singapore Management University, School of Economics.
- Konstantakis, Konstantinos N. & Soklis, George & Michaelides, Panayotis G., 2017.
"Tourism expenditures and crisis transmission: A general equilibrium GVAR analysis with network theory,"
Annals of Tourism Research, Elsevier, vol. 66(C), pages 74-94.
- Konstantakis, Konstantinos N. & Soklis, George & Michaelides, Panayotis G., 2017. "Tourism expenditures and crisis transmission: a general equilibrium GVAR analysis with network theory," LSE Research Online Documents on Economics 83531, London School of Economics and Political Science, LSE Library.
- Özatay, Fatih & Özmen, Erdal & Sahinbeyoglu, Gülbin, 2009.
"Emerging market sovereign spreads, global financial conditions and U.S. macroeconomic news,"
Economic Modelling, Elsevier, vol. 26(2), pages 526-531, March.
- Fatih Ozatay & Erdal Ozmen & Gülbin Sahinbeyoglu, 2007. "Emerging Market Sovereign Spreads, Global Financial Conditions and U.S. Macroeconomic News," ERC Working Papers 0707, ERC - Economic Research Center, Middle East Technical University, revised Dec 2007.
- Fatih Özatay & Erdal Özmen & Gülbin Sahinbeyoglu, 2008. "Emerging Market Sovereign Spreads, Global Financial Conditions and US Macroeconomic News," Working Papers 400, Economic Research Forum, revised 03 Jan 2008.
- Pesaran, M. Hashem & Tosetti, Elisa, 2011.
"Large panels with common factors and spatial correlation,"
Journal of Econometrics, Elsevier, vol. 161(2), pages 182-202, April.
- M. Hashem Pesaran & Elisa Tosetti, 2007. "Large Panels with Common Factors and Spatial Correlations," CESifo Working Paper Series 2103, CESifo.
- Pesaran, M. Hashem & Tosetti, Elisa, 2007. "Large Panels with Common Factors and Spatial Correlations," IZA Discussion Papers 3032, Institute of Labor Economics (IZA).
- Pesaran, M.H. & Tosetti, E., 2007. "Large Panels with Common Factors and Spatial Correlations," Cambridge Working Papers in Economics 0743, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Elisa Tosetti, 2011. "Large panels with common factors and spatial correlation," Post-Print hal-00796743, HAL.
- Symeonides Spyridon D. & Karavias Yiannis & Tzavalis Elias, 2017.
"Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors,"
Journal of Time Series Econometrics, De Gruyter, vol. 9(1), pages 1-41, January.
- Spyridon D. Symeondes & Yiannis Karavias & Elias Tzavalis, 2014. "Size corrected significance tests in Seemingly Unrelated Regressions with autocorrelated errors," Discussion Papers 14/01, University of Nottingham, Granger Centre for Time Series Econometrics.
- Naima Chrid & Sami Saafi & Mohamed Chakroun, 2021. "Export Upgrading and Economic Growth: a Panel Cointegration and Causality Analysis," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 12(2), pages 811-841, June.
- Lin, Yingqian & Tu, Yundong, 2020. "Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root," Journal of Econometrics, Elsevier, vol. 219(1), pages 52-65.
- Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2011.
"GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003),"
Other publications TiSEM
b80cf367-c435-4f20-8e4c-8, Tilburg University, School of Economics and Management.
- Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2011. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003)," Discussion Paper 2011-134, Tilburg University, Center for Economic Research.
- Su, Liangjun & Ju, Gaosheng, 2018. "Identifying latent grouped patterns in panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 554-573.
- Erdal Özmen & Özge Doğanay Yaşar, 2015. "Emerging Markets Sovereign Bond Spreads, Credit Ratings and Global Financial Crisis," ERC Working Papers 1510, ERC - Economic Research Center, Middle East Technical University, revised Nov 2015.
- Tsionas, Efthymios G., 2013. "Bayesian inference in regression with Pearson disturbances," Economics Letters, Elsevier, vol. 118(1), pages 177-181.
- Owen, P. Dorian, 2018.
"Replication to assess statistical adequacy,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-16.
- Owen, Dorian, 2017. "Replication to assess statistical adequacy," Economics Discussion Papers 2017-73, Kiel Institute for the World Economy (IfW Kiel).
- Fan, Yanqin & Gentry, Matthew & Li, Tong, 2011. "A new class of asymptotically efficient estimators for moment condition models," Journal of Econometrics, Elsevier, vol. 162(2), pages 268-277, June.
- Michele Aquaro & Pavel Čížek, 2014. "Robust estimation of dynamic fixed-effects panel data models," Statistical Papers, Springer, vol. 55(1), pages 169-186, February.
- Stavroyiannis, S. & Makris, I. & Nikolaidis, V. & Zarangas, L., 2012. "Econometric modeling and value-at-risk using the Pearson type-IV distribution," International Review of Financial Analysis, Elsevier, vol. 22(C), pages 10-17.
- Wolter, James Lewis, 2016. "Kernel estimation of hazard functions when observations have dependent and common covariates," Journal of Econometrics, Elsevier, vol. 193(1), pages 1-16.
- Michaelides, Panayotis G. & Tsionas, Efthymios G. & Konstantakis, Konstantinos N., 2018. "Debt Crisis in Europe (2001-2015): A Network General Equilibrium GVAR approach," MPRA Paper 89998, University Library of Munich, Germany.
- Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Tsionas, Efthymios G. & Minou, Chrysanthi, 2015. "System estimation of GVAR with two dominants and network theory: Evidence for BRICs," Economic Modelling, Elsevier, vol. 51(C), pages 604-616.
- Mustafa Ozturk & Yavuz Agan, 2017. "Determinants of Industrial Production in Turkey," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 1(2), pages 1-16.
- Lieberman, Offer & Phillips, Peter C.B., 2020.
"Hybrid stochastic local unit roots,"
Journal of Econometrics, Elsevier, vol. 215(1), pages 257-285.
- Offer Lieberman & Peter C.B. Phillips, 2017. "Hybrid Stochastic Local Unit Roots," Cowles Foundation Discussion Papers 2113, Cowles Foundation for Research in Economics, Yale University.
- Ant Afonso & Christophe Rault, 2015.
"Short- and long-run behaviour of long-term sovereign bond yields,"
Applied Economics, Taylor & Francis Journals, vol. 47(37), pages 3971-3993, August.
- António Afonso & Christophe Rault, 2010. "Short and Long-run Behaviour of Long-term Sovereign Bond Yields," CESifo Working Paper Series 3249, CESifo.
- António Afonso & Christophe Rault, 2010. "Short and Long-run Behaviour of Long-term Sovereign Bond Yields," Working Papers Department of Economics 2010/19, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Cashin, Paul & Mohaddes, Kamiar & Raissi, Mehdi, 2017.
"Fair weather or foul? The macroeconomic effects of El Niño,"
Journal of International Economics, Elsevier, vol. 106(C), pages 37-54.
- Paul Cashin & Kamiar Mohaddes & Mehdi Raissi, 2014. "Fair Weather or Foul? The Macroeconomic Effects of El Niño," Cambridge Working Papers in Economics 1418, Faculty of Economics, University of Cambridge.
- Mr. Paul Cashin & Mr. Kamiar Mohaddes & Mr. Mehdi Raissi, 2015. "Fair Weather or Foul? The Macroeconomic Effects of El Niño," IMF Working Papers 2015/089, International Monetary Fund.
- Paul Cashin & Kamiar Mohaddes & Mehdi Raissi, 2015. "Fair weather or foul? the macroeconomic effects of El Niño," Globalization Institute Working Papers 239, Federal Reserve Bank of Dallas.
- Öztürk, Mustafa & Aras, Osman Nuri & Kadı, Filiz, 2012. "Determinants of Debt Crisis in EU and the Recovery Efforts," MPRA Paper 81854, University Library of Munich, Germany.
- P. Dorian Owen, 2017.
"Evaluating Ingenious Instruments for Fundamental Determinants of Long-Run Economic Growth and Development,"
Econometrics, MDPI, vol. 5(3), pages 1-33, September.
- P. Dorian Owen, 2015. "Evaluating ingenious instruments for fundamental determinants of long-run economic growth and development," Working Papers 1508, University of Otago, Department of Economics, revised Dec 2015.
- Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2011.
"Weak and strong cross‐section dependence and estimation of large panels,"
Econometrics Journal, Royal Economic Society, vol. 14(1), pages 45-90, February.
- Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2011. "Weak and strong cross‐section dependence and estimation of large panels," Econometrics Journal, Royal Economic Society, vol. 14, pages 45-90, February.
- Chudik, Alexander & Pesaran, Hashem & Tosetti, Elisa, 2009. "Weak and strong cross section dependence and estimation of large panels," Working Paper Series 1100, European Central Bank.
- Chudik, A. & Pesaran, M.H. & Tosetti, E., 2009. "Weak and Strong Cross Section Dependence and Estimation of Large Panels," Cambridge Working Papers in Economics 0924, Faculty of Economics, University of Cambridge.
- Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2009. "Weak and Strong Cross Section Dependence and Estimation of Large Panels," CESifo Working Paper Series 2689, CESifo.
- Jan Kiviet & Milan Pleus & Rutger Poldermans, 2017.
"Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models,"
Econometrics, MDPI, vol. 5(1), pages 1-54, March.
- Jan F. Kiviet & Milan Pleus & Rutger Poldermans, 2014. "Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models," Economic Growth Centre Working Paper Series 1415, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Jan Frederik Kiviet & Milan Pleus & Rutger Poldermans, 2015. "Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models," CESifo Working Paper Series 5189, CESifo.
- Liu-Evans, Gareth & Phillips, Garry D.A., 2018. "On the use of higher order bias approximations for 2SLS and k-class estimators with non-normal disturbances and many instruments," Econometrics and Statistics, Elsevier, vol. 6(C), pages 90-105.
- Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007.
"Exploring the international linkages of the euro area: a global VAR analysis,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 1-38.
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2004. "Exploring the International Linkages of the Euro Area: A Global VAR Analysis," IEPR Working Papers 04.6, Institute of Economic Policy Research (IEPR).
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2006. "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," Computing in Economics and Finance 2006 47, Society for Computational Economics.
- Dées, Stéphane & di Mauro, Filippo & Pesaran, Hashem & Smith, Vanessa, 2005. "Exploring the international linkages of the euro area: a global VAR analysis," Working Paper Series 568, European Central Bank.
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005. "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," CESifo Working Paper Series 1425, CESifo.
- Dees, S. & di Mauro, F. & Pesaran, M.H. & Smith, L.V., 2005. "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," Cambridge Working Papers in Economics 0518, Faculty of Economics, University of Cambridge.
- Carolina Castagnetti & Eduardo Rossi, 2013.
"Euro Corporate Bond Risk Factors,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(3), pages 372-391, April.
- Castagnetti, Carolina & Rossi, Eduardo, 2008. "Euro corporate bonds risk factors," MPRA Paper 13440, University Library of Munich, Germany.
- Castagnetti, Carolina & Rossi, Eduardo & Trapani, Lorenzo, 2019.
"A two-stage estimator for heterogeneous panel models with common factors,"
Econometrics and Statistics, Elsevier, vol. 11(C), pages 63-82.
- Carolina Castagnetti & Eduardo Rossi & Lorenzo Trapani, 2014. "A Two-Stage Estimator for Heterogeneous Panel Models with Common Factors," DEM Working Papers Series 066, University of Pavia, Department of Economics and Management.
- Mohamed Chakroun & Naima Chrid & Sami Saafi, 2021. "Does export upgrading really matter to economic growth? Evidence from panel data for high‐, middle‐ and low‐income countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5584-5609, October.
- Paloma Taltavull de La Paz & V. Raul Perez-Sanchez & Raul-Tomas Mora-Garcia & Juan-Carlos Perez-Sanchez, 2019. "Green Premium Evidence from Climatic Areas: A Case in Southern Europe, Alicante (Spain)," Sustainability, MDPI, vol. 11(3), pages 1-29, January.
- Greenaway-McGrevy, Ryan & Han, Chirok & Sul, Donggyu, 2012. "Asymptotic distribution of factor augmented estimators for panel regression," Journal of Econometrics, Elsevier, vol. 169(1), pages 48-53.
- P. Čížek & M. Aquaro, 2018.
"Robust estimation and moment selection in dynamic fixed-effects panel data models,"
Computational Statistics, Springer, vol. 33(2), pages 675-708, June.
- Cizek, P. & Aquaro, M., 2015. "Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models," Discussion Paper 2015-002, Tilburg University, Center for Economic Research.
- Cizek, P. & Aquaro, M., 2015. "Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models," Other publications TiSEM 39d0f613-007f-4d21-b1e2-b, Tilburg University, School of Economics and Management.
- Mastromarco Camilla & Laura Serlenga & Yongcheol Shin, 2013.
"Globalisation and technological convergence in the EU,"
Journal of Productivity Analysis, Springer, vol. 40(1), pages 15-29, August.
- Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2012. "Globalisation and Technological Convergence in the EU," SERIES 0041, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Mar 2012.
- Spanos, Aris, 2010. "Statistical adequacy and the trustworthiness of empirical evidence: Statistical vs. substantive information," Economic Modelling, Elsevier, vol. 27(6), pages 1436-1452, November.
- Narayan, Seema & Smyth, Russell, 2015.
"The financial econometrics of price discovery and predictability,"
International Review of Financial Analysis, Elsevier, vol. 42(C), pages 380-393.
- Seema Narayan & Russell Smyth, 2015. "The Financial Econometrics of Price Discovery and Predictability," Monash Economics Working Papers 06-15, Monash University, Department of Economics.
- Kurozumi, Eiji & Hayakawa, Kazuhiko, 2009.
"Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors,"
Journal of Econometrics, Elsevier, vol. 149(2), pages 118-135, April.
- Eiji Kurozumi & Kazuhiko Hayakawa, 2006. "Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors," Hi-Stat Discussion Paper Series d06-197, Institute of Economic Research, Hitotsubashi University.
- Figuerola-Ferretti, Isabel & McCrorie, J. Roderick, 2016. "The shine of precious metals around the global financial crisis," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 717-738.
- repec:rmk:rmkbae:v:9:y:mics:i:2:p:9(2 is not listed on IDEAS
- Giraitis, Liudas & Phillips, Peter C.B., 2012.
"Mean and autocovariance function estimation near the boundary of stationarity,"
Journal of Econometrics, Elsevier, vol. 169(2), pages 166-178.
- Liudas Giraitis & Peter C. B. Phillips, 2009. "Mean and Autocovariance Function Estimation Near the Boundary of Stationarity," Cowles Foundation Discussion Papers 1690, Cowles Foundation for Research in Economics, Yale University.
- Stavros Stavroyiannis & Leonidas Zarangas, 2013. "Out of Sample Value-at-Risk and Backtesting with the Standardized Pearson Type-IV Skewed Distribution," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 60(2), pages 231-247, April.
- Phillips, Garry D.A. & Liu-Evans, Gareth, 2016. "Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 734-762.
- Sabzikar, Farzad & Wang, Qiying & Phillips, Peter C.B., 2020. "Asymptotic theory for near integrated processes driven by tempered linear processes," Journal of Econometrics, Elsevier, vol. 216(1), pages 192-202.
- Phillips, Peter C.B. & Lee, Ji Hyung, 2013. "Predictive regression under various degrees of persistence and robust long-horizon regression," Journal of Econometrics, Elsevier, vol. 177(2), pages 250-264.
- Phillips, Peter C.B. & Lee, Ji Hyung, 2016. "Robust econometric inference with mixed integrated and mildly explosive regressors," Journal of Econometrics, Elsevier, vol. 192(2), pages 433-450.
- Jan F. Kiviet & Milan Pleus & Rutger Poldermans, 2014. "Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models," UvA-Econometrics Working Papers 14-09, Universiteit van Amsterdam, Dept. of Econometrics.
- Amany A. El Anshasy & Marina-Selini Katsaiti, 2018. "Is reducing energy intensity enough to put the oil-rich GCC states on a more sustainable environmental path?," Empirical Economics, Springer, vol. 55(3), pages 965-992, November.
- Tsionas, Efthymios G. & Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2016. "Bayesian GVAR with k-endogenous dominants & input–output weights: Financial and trade channels in crisis transmission for BRICs," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 42(C), pages 1-26.
- Stelios Arvanitis & Tassos Magdalinos, 2018. "Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 892-908, November.
- Arnab Bhattacharjee & Sudipto Roy, 2019. "Abnormal Returns or Mismeasured Risk? Network Effects and Risk Spillover in Stock Returns," JRFM, MDPI, vol. 12(2), pages 1-13, March.
- Salim, Ruhul A. & Hassan, Kamrul & Shafiei, Sahar, 2014. "Renewable and non-renewable energy consumption and economic activities: Further evidence from OECD countries," Energy Economics, Elsevier, vol. 44(C), pages 350-360.
- Magdalinos, Tassos, 2012. "Mildly explosive autoregression under weak and strong dependence," Journal of Econometrics, Elsevier, vol. 169(2), pages 179-187.
- 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.
- Stavros Stavroyiannis, 2016. "Value-at-Risk and backtesting with the APARCH model and the standardized Pearson type IV distribution," Papers 1602.05749, arXiv.org.
- Kazuhiko Hayakawa, 2008. "On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models," Hi-Stat Discussion Paper Series d07-245, Institute of Economic Research, Hitotsubashi University.
- 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.
- Etienne, Xiaoli L. & Irwin, Scott H. & Garcia, Philip, 2014. "Bubbles in food commodity markets: Four decades of evidence," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 129-155.
- Bussière, Matthieu & Ca' Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair, 2010. "Methodological advances in the assessment of equilibrium exchange rates," Working Paper Series 1151, European Central Bank.