Pages that link to "Item:Q3023025"
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The following pages link to Some cautions on the use of panel methods for integrated series of macroeconomic data (Q3023025):
Displaying 14 items.
- The effects of cross-section dimension \(n\) in panel co-integration test (Q718202) (← links)
- Which vintage of data to use when there are multiple vintages of data?: Cointegration, weak exogeneity and common factors (Q1583262) (← links)
- Panel cointegration testing in the presence of a time trend (Q1623538) (← links)
- The Balassa-Samuelson hypothesis in the developed and developing countries revisited (Q1668500) (← links)
- Pushing the limit? Fiscal policy in the European Monetary Union (Q1994160) (← links)
- What drives price differentials of consumables in Europe? Size? Affluence? Or both? (Q2316863) (← links)
- Extreme canonical correlations and high-dimensional cointegration analysis (Q2323383) (← links)
- Micro versus macro cointegration in heterogeneous panels (Q2630160) (← links)
- Exchange rate misalignment and economic growth: evidence from nonlinear panel cointegration and Granger causality tests (Q2691756) (← links)
- Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (Q3557574) (← links)
- SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES (Q4443964) (← links)
- An Intersection Test for Panel Unit Roots (Q5080544) (← links)
- A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (Q5466755) (← links)
- New Simple Tests for Panel Cointegration (Q5697354) (← links)
