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Robust estimation for structural spurious regressions and a Hausman-type cointegration test

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Cited by:

  1. Okowa, Ezaal, Vincent & Moses Owede, 2022. "‘Financial Inclusion-Income Inequality’ Nexus in Nigeria: Evidence from Dynamic Ordinary Least Square (DOLS) Modeling Approach," International Journal of Research and Scientific Innovation, International Journal of Research and Scientific Innovation (IJRSI), vol. 9(2), pages 84-94, February.
  2. Laura Policardo & Lionello F. Punzo & Edgar J. Sánchez Carrera, 2016. "Brazil and China: Two Routes of Economic Development?," Review of Development Economics, Wiley Blackwell, vol. 20(3), pages 651-669, August.
  3. Francesca Iorio & Stefano Fachin, 2014. "Savings and investments in the OECD: a panel cointegration study with a new bootstrap test," Empirical Economics, Springer, vol. 46(4), pages 1271-1300, June.
  4. S. Thompson & Y. Bae & M. Kniepert, 2010. "Agricultural policy regime change assessment: Austrian accession to the European union," Empirical Economics, Springer, vol. 39(1), pages 291-302, August.
  5. Yicong Lin & Hanno Reuvers, 2019. "Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve," Papers 1908.02552, arXiv.org, revised Aug 2020.
  6. Ying Wang & Yulei Zhu & Hang Shi & Xiaoluan Sun & Na Chen & Xin Li, 2019. "The Effect of the Full Coverage of Essential Medicines Policy on Utilization and Accessibility of Primary Healthcare Service for Rural Seniors: A Time Series Study in Qidong, China," IJERPH, MDPI, vol. 16(22), pages 1-14, November.
  7. Chen, Haiqiang, 2015. "Robust Estimation And Inference For Threshold Models With Integrated Regressors," Econometric Theory, Cambridge University Press, vol. 31(4), pages 778-810, August.
  8. Alessandro Calza & Andrea Zaghini, 2016. "Shoe-Leather Costs in the Euro Area and the Foreign Demand for Euro Banknotes," International Journal of Central Banking, International Journal of Central Banking, vol. 12(1), pages 231-246, March.
  9. Alessandro Calza & Andrea Zaghini, 2010. "Sectoral Money Demand and the Great Disinflation in the United States," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(8), pages 1663-1678, December.
  10. McCulloch, J. Huston, 2016. "Moment Ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 712-733.
  11. doğru, bülent, 2013. "Dynamic Analysis of Money Demand Function: Case of Turkey," MPRA Paper 48402, University Library of Munich, Germany.
  12. Rodrigo Caputo & Mariel Siravegna, 2014. "RER Appreciation After the Great Recession: Misalignment or Fundamental Correction?," Working Papers Central Bank of Chile 718, Central Bank of Chile.
  13. Fisayo Fagbemi & Babafemi Oladejo & Opeoluwa A. Adeosun, 2020. "The Effectiveness of Poverty Alleviation Policy: Why is the Quality of Institutions the Bane in Nigeria?," Working Papers of the African Governance and Development Institute. 20/099, African Governance and Development Institute..
  14. Trapani, Lorenzo, 2021. "Inferential theory for heterogeneity and cointegration in large panels," Journal of Econometrics, Elsevier, vol. 220(2), pages 474-503.
  15. Chi-Young Choi & Soojin Jo, 2020. "How Do Housing Markets Affect Local Consumer Prices? – Evidence from U.S. Cities," Globalization Institute Working Papers 398, Federal Reserve Bank of Dallas.
  16. Fisayo Fagbemi & Babafemi Oladejo & Opeoluwa A. Adeosun, 2020. "The Effectiveness of Poverty Alleviation Policy: Why is the Quality of Institutions the Bane in Nigeria?," Research Africa Network Working Papers 20/099, Research Africa Network (RAN).
  17. Jinqian Deng & Na Zhang & Fayyaz Ahmad & Muhammad Umar Draz, 2019. "Local Government Competition, Environmental Regulation Intensity and Regional Innovation Performance: An Empirical Investigation of Chinese Provinces," IJERPH, MDPI, vol. 16(12), pages 1-17, June.
  18. Hao Jin & Si Zhang & Jinsuo Zhang, 2017. "Spurious regression due to neglected of non-stationary volatility," Computational Statistics, Springer, vol. 32(3), pages 1065-1081, September.
  19. Chi‐Young Choi & Horag Choi & Alexander Chudik, 2020. "Regional inequality in the U.S.: Evidence from city‐level purchasing power," Journal of Regional Science, Wiley Blackwell, vol. 60(4), pages 738-774, September.
  20. repec:wyi:journl:002203 is not listed on IDEAS
  21. Calza, Alessandro & Zaghini, Andrea, 2010. "Sectoral money demand and the great disinflation in the US," Working Paper Series 1218, European Central Bank.
  22. Trapani, Lorenzo, 2012. "On the asymptotic t-test for large nonstationary panel models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3286-3306.
  23. Fisayo Fagbemi & Babafemi Oladejo & Opeoluwa A. Adeosun, 2020. "The Effectiveness of Poverty Alleviation Policy: Why is the Quality of Institutions the Bane in Nigeria?," Working Papers 20/099, European Xtramile Centre of African Studies (EXCAS).
  24. Randolph Beard, T. & Ford, George S. & Kim, Hyeongwoo, 2014. "Capital investment and employment in the information sector," Telecommunications Policy, Elsevier, vol. 38(4), pages 371-382.
  25. Wang Cindy Shin-Huei & Hafner Christian M., 2018. "A simple solution of the spurious regression problem," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(3), pages 1-14, June.
  26. Tu, Yundong & Wang, Ying, 2022. "Spurious functional-coefficient regression models and robust inference with marginal integration," Journal of Econometrics, Elsevier, vol. 229(2), pages 396-421.
  27. Rodrigo Caputo & Miguel Fuentes, 2012. "Government Spending and the Real Exchange Rate: a Cross - Country Perspective," Working Papers Central Bank of Chile 655, Central Bank of Chile.
  28. repec:hum:wpaper:sfb649dp2013-034 is not listed on IDEAS
  29. Elfarra, Barakat & Yasmeen, Rizwana & Shah, Wasi Ul Hassan, 2024. "The impact of energy security, energy mix, technological advancement, trade openness, and political stability on energy efficiency: Evidence from Arab countries," Energy, Elsevier, vol. 295(C).
  30. Fotis, Panagiotis & Polemis, Michael, 2018. "The impact of market deregulation on milk price: A dynamic panel data approach," MPRA Paper 86542, University Library of Munich, Germany.
  31. Jeong, Minsoo, 2018. "Consistent estimator of nonparametric structural spurious regression model for high frequency data," Economics Letters, Elsevier, vol. 162(C), pages 18-21.
  32. M. de Carvalho & K. F. Turkman & A. Rua, 2013. "Dynamic threshold modelling and the US business cycle," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 62(4), pages 535-550, August.
  33. Bae, Youngsoo, 2010. "Stock prices and demographic structure: A cointegration approach," Economics Letters, Elsevier, vol. 107(3), pages 341-344, June.
  34. Fisayo Fagbemi & Babafemi Oladejo & Opeoluwa Adeniyi Adeosun, 2020. "The Effectiveness of Poverty Alleviation Policy: Why Is the Quality of Institutions the Bane in Nigeria?," Review of Development and Change, , vol. 25(2), pages 215-236, December.
  35. Havi, Emmanuel Dodzi Kutor, 2021. "The impact of exchange rate volatility on foreign direct investment inflows in Ghana," African Journal of Economic Review, African Journal of Economic Review, vol. 9(4), September.
  36. Camacho-Gutiérrez, Pablo, 2010. "Dynamic OLS estimation of the U.S. import demand for Mexican crude oil," MPRA Paper 30608, University Library of Munich, Germany.
  37. Javier Fernandez-Macho, 2013. "A Test for the Null of Multiple Cointegrating Vectors," Economics Series Working Papers 657, University of Oxford, Department of Economics.
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