My bibliography
Save this item
Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- 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.
- Francesca Di Iorio & Stefano Fachin, 2012. "Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test," DSS Empirical Economics and Econometrics Working Papers Series 2012/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Yiguo Sun, 2014. "Semi-Parametric Estimation Of Linear Cointegrating Models With Nonlinear Contemporaneous Endogeneity," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(5), pages 437-461, August.
- Nikolay Gospodinov & Ian Irvine, 2005.
"A `long march' perspective on tobacco use in Canada,"
Canadian Journal of Economics, Canadian Economics Association, vol. 38(2), pages 366-393, May.
- Nikolay Gospodinov & Ian Irvine, 2005. "A ‘long march’ perspective on tobacco use in Canada," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 38(2), pages 366-393, May.
- Shin, Dong Wan & Oh, Man-Suk, 2004. "Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors," Journal of Econometrics, Elsevier, vol. 122(2), pages 247-280, October.
- Hassan B. Ghassan & Hassan R. Alhajhoj, 2016.
"Long-Run Dynamic Relationship between FDI and Domestic Investment in GCC Countries,"
Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 59(2), pages 16-43.
- Hassan B. Ghassan & Hassan R. Alhajhoj, 2016. "Long-Run Dynamic Relationship between FDI and Domestic Investment in GCC Countries," EERI Research Paper Series EERI RP 2016/16, Economics and Econometrics Research Institute (EERI), Brussels.
- Marco Haan & Hans Maks, 1996.
"Stackelberg and Cournot competition under equilibrium limit pricing,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 23(5/6), pages 110-127, December.
- Haan, M. & Maks, J.A.H., 1996. "Stackelberg and Cournot competition under equilibrium limit pricing," Research Memorandum 003, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Moons, Cindy & Hellinckx, Kevin, 2019. "Did monetary policy fuel the housing bubble? An application to Ireland," Journal of Policy Modeling, Elsevier, vol. 41(2), pages 294-315.
- Garcia-Swartz, Daniel D. & Muhamedagić, Mensur & Saenz, Diana, 2019. "The role of prices and network effects in the growth of the iPhone platform," Technological Forecasting and Social Change, Elsevier, vol. 147(C), pages 110-122.
- Edward Nketiah-Amponsah & Bernard Sarpong, 2019. "Effect of Infrastructure and Foreign Direct Investment on Economic Growth in Sub-Saharan Africa," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 11(3), pages 183-201, September.
- Barnett, William A. & de Peretti, Philippe, 2009.
"Admissible Clustering Of Aggregator Components: A Necessary And Sufficient Stochastic Seminonparametric Test For Weak Separability,"
Macroeconomic Dynamics, Cambridge University Press, vol. 13(S2), pages 317-334, September.
- Barnett, William A. & de Peretti, Philippe, 2008. "Admissible clustering of aggregator components: a necessary and sufficient stochastic semi-nonparametric test for weak separability," MPRA Paper 12503, University Library of Munich, Germany.
- William Barnett & Philippe de Peretti, 2009. "Admissible Clustering of Aggregator Components: A Necessary and Sufficient Stochastic Semi-Nonparametric Test for Weak Separability," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200904, University of Kansas, Department of Economics, revised Jan 2009.
- Philippe de Peretti & Barnett William, 2009. "Admissible Clustering Of Aggregator Components: A Necessary And Sufficient Stochastic Seminonparametric Test For Weak Separability," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00646786, HAL.
- Philippe de Peretti & Barnett William, 2009. "Admissible Clustering Of Aggregator Components: A Necessary And Sufficient Stochastic Seminonparametric Test For Weak Separability," Post-Print halshs-00646786, HAL.
- Chan, Hing Lin & Lee, Shu Kam & Woo, Kai-Yin, 2003. "An empirical investigation of price and exchange rate bubbles during the interwar European hyperinflations," International Review of Economics & Finance, Elsevier, vol. 12(3), pages 327-344.
- Antoine, Bertille & Renault, Eric, 2012.
"Efficient minimum distance estimation with multiple rates of convergence,"
Journal of Econometrics, Elsevier, vol. 170(2), pages 350-367.
- Bertille Antoine & Eric Renault, 2012. "Efficient Minimum Distance Estimation with Multiple Rates of Convergence," Discussion Papers dp12-03, Department of Economics, Simon Fraser University.
- Park, Suk K. & Ahn, Sung K. & Cho, Sinsup, 2011. "Generalized method of moments estimation for cointegrated vector autoregressive models," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2605-2618, September.
- Xu Cheng, 2014. "Uniform Inference in Nonlinear Models with Mixed Identification Strength," PIER Working Paper Archive 14-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Dietmar Bauer & Alex Maynard, 2010. "Persistence-robust Granger causality testing," Working Papers 1011, University of Guelph, Department of Economics and Finance.
- Mustapha Baghli, 2004. "Modelling the FF/MM rate by threshold cointegration analysis," Applied Economics, Taylor & Francis Journals, vol. 36(6), pages 533-548.
- P. M. Robinson & M. Gerolimetto, 2006.
"Instrumental variables estimation of stationary and non-stationary cointegrating regressions,"
Econometrics Journal, Royal Economic Society, vol. 9(2), pages 291-306, July.
- Robinson, Peter M. & Gerolimetto, M., 2006. "Instrumental variables estimation of stationary and nonstationary cointegrating regressions," LSE Research Online Documents on Economics 4539, London School of Economics and Political Science, LSE Library.
- M. Gerolimetto & Peter M Robinson, 2006. "Instrumental Variables Estimation of Stationaryand Nonstationary Cointegrating Regressions," STICERD - Econometrics Paper Series 500, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- 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.
- Veronika Nálepová, 2017. "Affects Corporate Taxation Economic Growth? - Dynamic Approach for OECD Countries," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 3(2), pages 132-147.
- Luca Fanelli, 2008.
"Testing the New Keynesian Phillips Curve Through Vector Autoregressive Models: Results from the Euro Area,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(1), pages 53-66, February.
- Fanelli, Luca, 2005. "Testing the New Keynesian Phillips curve through Vector Autoregressive models: Results from the Euro area," MPRA Paper 1617, University Library of Munich, Germany, revised Jan 2007.
- Luca Fanelli, 2006. "Testing the New Keynesian Phillips Curve through Vector Autoregressive models : Results from the Euro area," Quaderni di Dipartimento 0, Department of Statistics, University of Bologna.
- CHEN, Chuanglian & CHEN, Guojin & YAO, Shujie, 2012. "Do imports crowd out domestic consumption? A comparative study of China, Japan and Korea," China Economic Review, Elsevier, vol. 23(4), pages 1036-1050.
- Ghassan, Hassan B. & Alhajhoj, Hassan R., 2012.
"Long Run Relationship between IFDI and Domestic Investment in GCC Countries,"
MPRA Paper
62544, University Library of Munich, Germany, revised Jul 2013.
- Ghassan, Hassan B. & Alhajhoj, Hassan R., 2015. "Long Run Relationship between IFDI and Domestic Investment in GCC Countries," MPRA Paper 72668, University Library of Munich, Germany, revised Jun 2016.
- 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.
- Mutl, Jan & Sögner, Leopold, 2013. "Parameter Estimation and Inference with Spatial Lags and Cointegration," Economics Series 296, Institute for Advanced Studies.
- Bollerslev, Tim & Zhou, Hao, 2002.
"Estimating stochastic volatility diffusion using conditional moments of integrated volatility,"
Journal of Econometrics, Elsevier, vol. 109(1), pages 33-65, July.
- Tim Bollerslev & Hao Zhou, 2001. "Estimating stochastic volatility diffusion using conditional moments of integrated volatility," Finance and Economics Discussion Series 2001-49, Board of Governors of the Federal Reserve System (U.S.).
- Baghli Mustapha, 2005. "Nonlinear Error-Correction Models for the FF/DM Rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(1), pages 1-43, March.
- Bauer, Dietmar & Maynard, Alex, 2012. "Persistence-robust surplus-lag Granger causality testing," Journal of Econometrics, Elsevier, vol. 169(2), pages 293-300.
- Sweta Sen & Narayan Chandra Nayak & William Kumar Mohanty, 2023. "Impact of tropical cyclones on sustainable development through loops and cycles: evidence from select developing countries of Asia," Empirical Economics, Springer, vol. 65(5), pages 2467-2498, November.
- David De La Croix & Jean-Pierre Urbain, 1998.
"Intertemporal substitution in import demand and habit formation,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(6), pages 589-612.
- de la Croix, David & Urbain, Jean-Pierre, 1996. "Intertemporal Substitution in Import Demand and Habit Formation," LIDAM Discussion Papers IRES 1996002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Jae-Young Kim, 2000. "The Generalized Method of Moments in the Bayesian Framework and a Model of Moment Selection Criterion," Econometric Society World Congress 2000 Contributed Papers 1779, Econometric Society.
- Palm, Franz C. & Pfann, Gerard A., 1998. "Sources of asymmetry in production factor dynamics," Journal of Econometrics, Elsevier, vol. 82(2), pages 361-392, February.
- Cheng, Xu, 2015. "Robust inference in nonlinear models with mixed identification strength," Journal of Econometrics, Elsevier, vol. 189(1), pages 207-228.
- Edward Nketiah-Amponsah & Bernard Sarpong, 2020. "Ease of Doing Business and Foreign Direct Investment: Case of Sub-Saharan Africa," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 26(3), pages 209-223, August.
- Shin, Dong Wan & Joon Kim, Han & Jhee, Won-Chul, 2007. "Asymptotic efficiency of the ordinary least-squares estimator for sur models with integrated regressors," Statistics & Probability Letters, Elsevier, vol. 77(1), pages 75-82, January.
- Dutkowsky, Donald H. & McCoskey, Suzanne K., 2001. "Near integration, bank reluctance, and discount window borrowing," Journal of Banking & Finance, Elsevier, vol. 25(6), pages 1013-1036, June.