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An Intersection Test for Panel Unit Roots
Citations
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Cited by:
- Christoph Hanck & Robert Czudaj, 2013. "Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation," Ruhr Economic Papers 0434, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- repec:zbw:rwirep:0434 is not listed on IDEAS
- Antonia Arsova, 2019. "Exchange rate pass-through to import prices in Europe: A panel cointegration approach," Working Paper Series in Economics 384, University of Lüneburg, Institute of Economics.
- Martin C. Arnold & Christoph Hanck, 2019. "On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions," JRFM, MDPI, vol. 12(3), pages 1-22, July.
- Eibinger, Tobias & Deixelberger, Beate & Manner, Hans, 2024. "Panel data in environmental economics: Econometric issues and applications to IPAT models," Journal of Environmental Economics and Management, Elsevier, vol. 125(C).
- Gerdie Everaert & Lorenzo Pozzi, 2022. "Encompassing measures of international consumption risk sharing and their link with trade and financial globalization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 433-449, March.
- Melisa Chanegriha & Chris Stewart & Christopher Tsoukis, 2020.
"Testing for causality between FDI and economic growth using heterogeneous panel data,"
The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 29(5), pages 546-565, July.
- Chanegriha, Melisa & Stewart, Chris & Tsoukis, Christopher, 2018. "Testing for causality between FDI and economic growth using heterogeneous panel data," Economics Discussion Papers 2018-4, School of Economics, Kingston University London.
- Verena Werkmann, 2013. "Performance of unit root tests in unbalanced panels: experimental evidence," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(3), pages 271-285, July.
- Saban Nazlioglu & Cagin Karul, 2024. "Testing for Granger causality in heterogeneous panels with cross-sectional dependence," Empirical Economics, Springer, vol. 67(4), pages 1541-1579, October.
- Arsova, Antonia & Karaman Örsal, Deniz Dilan, 2021.
"A panel cointegrating rank test with structural breaks and cross-sectional dependence,"
Econometrics and Statistics, Elsevier, vol. 17(C), pages 107-129.
- Karaman Örsal, Deniz Dilan & Arsova, Antonia, 2016. "A panel cointegration rank test with structural breaks and cross-sectional dependence," VfS Annual Conference 2016 (Augsburg): Demographic Change 145822, Verein für Socialpolitik / German Economic Association.
- Lan Cheng & Xuguang Simon Sheng, 2017.
"Combination of “combinations of p values”,"
Empirical Economics, Springer, vol. 53(1), pages 329-350, August.
- Xuguang Sheng & Lan Cheng, 2012. "Combination of "Combinations of P-values," Working Papers 2012-11, American University, Department of Economics.
- Marta Simoes & Adelaide Duarte & João Sousa Andrade, 2015.
"Dimensions of the welfare state and economic performance: a comparative analysis,"
Investigaciones de Economía de la Educación volume 10, in: Marta Rahona López & Jennifer Graves (ed.), Investigaciones de Economía de la Educación 10, edition 1, volume 10, chapter 41, pages 811-828,
Asociación de Economía de la Educación.
- João A. S. Andrade & Adelaide P. S. Duarte & Marta C. N. Simões, 2016. "Dimensions of the welfare state and economic performance: a comparative analysis," GEMF Working Papers 2016-03, GEMF, Faculty of Economics, University of Coimbra.
- Sarah Meyer & Mark Trede, 2016. "Explosive earnings dynamics: Whoever has will be given more," CQE Working Papers 4716, Center for Quantitative Economics (CQE), University of Muenster.
- João A. S. ANDRADE & Adelaide P. S. DUARTE & Marta C. N. SIMÕES, 2018. "Education and health: welfare state composition and growth across country groups," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 9, pages 111-144, December.
- Milda Norkute, 2015. "Can the sectoral New Keynesian Phillips curve explain inflation dynamics in the Euro Area?," Empirical Economics, Springer, vol. 49(4), pages 1191-1216, December.
- Floro, Danvee, 2019. "Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 164-181.
- Claudiu Tiberiu Albulescu & Dominique Pépin & Aviral Kumar Tiwari, 2016.
"A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND-GENERATION PANEL UNIT ROOT TESTS,"
Bulletin of Economic Research, Wiley Blackwell, vol. 68(2), pages 133-150, April.
- Claudiu Tiberiu Albulescu & Dominique Pépin & Aviral Kumar Tiwari, 2014. "A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING 'OLD' AND 'NEW' SECOND GENERATION PANEL UNIT ROOT TESTS," Working Papers hal-01089380, HAL.
- Claudiu Tiberiu Albulescu & Dominique Pépin & Aviral Kumar Tiwaric, 2016. "A re-examination of real interest parity in CEECs using 'old' and 'new' second-generation panel unit root tests," Post-Print halshs-01388921, HAL.
- Heylen, Freddy & Mareels, Marthe & Van Langenhove, Christophe, 2024. "Long-run perspectives on r-g in OECD countries: An empirical analysis," Journal of International Money and Finance, Elsevier, vol. 145(C).
- Muhammad Usman Arshad & Muhammad Nadir Shabbir & Momna Niazi, 2023. "Trade Openness and Public Innovation: A Causality Analysis," SAGE Open, , vol. 13(3), pages 21582440231, September.
- Takashi Matsuki, 2016. "Linear and nonlinear comovement in Southeast Asian local currency bond markets: a stepwise multiple testing approach," Empirical Economics, Springer, vol. 51(2), pages 591-619, September.
- Christoph Hanck & Robert Czudaj, 2015.
"Nonstationary-volatility robust panel unit root tests and the great moderation,"
AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 99(2), pages 161-187, April.
- Hanck, Christoph & Czudaj, Robert, 2013. "Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation," Ruhr Economic Papers 434, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Czudaj, Robert & Hanck, Christoph, 2013. "Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79734, Verein für Socialpolitik / German Economic Association.
- Antonia Arsova, 2021. "Exchange rate pass-through to import prices in Europe: a panel cointegration approach," Empirical Economics, Springer, vol. 61(1), pages 61-100, July.
- Antonia Arsova & Deniz Dilan Karaman Örsal, 2016. "An intersection test for the cointegrating rank in dependent panel data," Working Paper Series in Economics 357, University of Lüneburg, Institute of Economics.
- Costantini, Mauro & Lupi, Claudio, 2016. "Identifying stationary series in panels: A Monte Carlo evaluation of sequential panel selection methods," Economics Letters, Elsevier, vol. 138(C), pages 9-14.
- Claudiu Tiberiu Albulescu & Serban Miclea, 2020. "Firm-level total factor productivity convergence in German electricity and gas industry," Working Papers hal-02512939, HAL.
- Thomas Goda & Chris Stewart & Alejandro Torres García, 2016. "Absolute Income Inequality and Rising House Prices," Documentos de Trabajo de Valor Público 15247, Universidad EAFIT.