Exploiting cross section variation for unit root inference in dynamic data

Testing for unit roots in short dynamic panels with serially correlated and heteroscedastic disturbance terms

Kruiniger, H.
Tzavalis, E.
Queen Mary, Univ. of London (United Kingdom). Dept. of Economics

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:9348.962(no 459) / BLDSC - British Li...

Estimation and testing of dynamic econometric models from panel data

Arellano Gomez, M

January 1985

SIGLEAvailable from British Library Document Supply Centre- DSC:DX187284 / BLDSC - British Library D...

The unit root hypothesis in long-term output Evidence from two structural breaks for 16 countries

Papell, D.H
Lumsdaine, R.L.
Ben-David, D.
Centre for Economic Policy Research, London (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1336) / BLDSC - B...

Exploiting Cross Section Variation for Unit Root Inference in Dynamic Data

Quah, Danny

January 1993

This paper considers unit root regressions in data having simultaneously extensive cross-section and...

Exploiting cross section variation for unit root inference in dynamic data

Quah, Danny

January 1993

This paper considers unit root regressions in data having simultaneously extensive cross-section and...

Inference for unit roots in dynamic panels with heteroscedastic and serially correlated errors

Harris, R.D.
Tzavalis, E.
Exeter Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9295(98/06) / BLDSC - British Li...

Empirical cross-section dynamics in economic growth

Quah, D
London School of Economics (United Kingdom). Financial Markets Group

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--154) / BLDSC - ...

Segmented trends and the power of unit root tests A reconsideration of the stochastic properties of U.K. output

Mills, T.C.
Hull Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:4335.954(196) / BLDSC - British Libra...

Testing for unit roots in macroeconomic variables

Sahay, S.N.
Mehta, R
Bristol Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(BU-DE-DP--96/416) / BLDSC - ...

Testing of unit root and other nonstationary hypotheses in macroeconomic time series

Robinson, P.
Gil-Alana, L.
Suntory and Toyota International Centres for Economics and Related Disciplines, London (United Kingdom). Economics of Industry Group

January 1996

Available from British Library Document Supply Centre-DSC:3597.442(STICERD-DP-EM--96/317) / BLDSC - ...

Unit root tests with a break in innovation variance

Kim, T.
Leybourne, S.
Newbold, P.
Nottingham Univ. (United Kingdom). Experian Centre for Economic Modelling (ExCEM)

January 2000

Available from British Library Document Supply Centre-DSC:3597.8105(no 2000/1) / BLDSC - British Lib...

Estimation and inference in short panel vector autoregressions with unit roots and cointegration

Binder, M.
Hsaio, C.
Pesaran, M.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(0003) / BLDSC - British Libr...

Regression-based seasonal unit root tests

Smith, R.J.
Taylor, A.R.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-15) / BLDSC - British Lib...

Estimation and inference in large heterogeneous panels with cross section dependence

Pesaran, M. Hashem
University of Cambridge. Department of Applied Economics (United Kingdom)

January 2003

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:3509. ...

Bayesian graphical inference for unit root and other models for economic time series

Marriot, J.
Naylor, J.
Tremayne, A.
Newcastle upon Tyne Univ. (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:6100.395(no 2000-01) / BLDSC - Britis...

Testing for unit roots in short dynamic panels with serially correlated and heteroscedastic disturbance terms

Kruiniger, H.
Tzavalis, E.
Queen Mary, Univ. of London (United Kingdom). Dept. of Economics

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:9348.962(no 459) / BLDSC - British Li...

Estimation and testing of dynamic econometric models from panel data

Arellano Gomez, M

January 1985

SIGLEAvailable from British Library Document Supply Centre- DSC:DX187284 / BLDSC - British Library D...

The unit root hypothesis in long-term output Evidence from two structural breaks for 16 countries

Papell, D.H
Lumsdaine, R.L.
Ben-David, D.
Centre for Economic Policy Research, London (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1336) / BLDSC - B...

Exploiting Cross Section Variation for Unit Root Inference in Dynamic Data

Quah, Danny

January 1993

This paper considers unit root regressions in data having simultaneously extensive cross-section and...

Exploiting cross section variation for unit root inference in dynamic data

Quah, Danny

January 1993

This paper considers unit root regressions in data having simultaneously extensive cross-section and...

Inference for unit roots in dynamic panels with heteroscedastic and serially correlated errors

Harris, R.D.
Tzavalis, E.
Exeter Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9295(98/06) / BLDSC - British Li...

Empirical cross-section dynamics in economic growth

Quah, D
London School of Economics (United Kingdom). Financial Markets Group

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--154) / BLDSC - ...

Segmented trends and the power of unit root tests A reconsideration of the stochastic properties of U.K. output

Mills, T.C.
Hull Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:4335.954(196) / BLDSC - British Libra...

Testing for unit roots in macroeconomic variables

Sahay, S.N.
Mehta, R
Bristol Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(BU-DE-DP--96/416) / BLDSC - ...

Testing of unit root and other nonstationary hypotheses in macroeconomic time series

Robinson, P.
Gil-Alana, L.
Suntory and Toyota International Centres for Economics and Related Disciplines, London (United Kingdom). Economics of Industry Group

January 1996

Available from British Library Document Supply Centre-DSC:3597.442(STICERD-DP-EM--96/317) / BLDSC - ...

Unit root tests with a break in innovation variance

Kim, T.
Leybourne, S.
Newbold, P.
Nottingham Univ. (United Kingdom). Experian Centre for Economic Modelling (ExCEM)

January 2000

Available from British Library Document Supply Centre-DSC:3597.8105(no 2000/1) / BLDSC - British Lib...

Estimation and inference in short panel vector autoregressions with unit roots and cointegration

Binder, M.
Hsaio, C.
Pesaran, M.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(0003) / BLDSC - British Libr...

Regression-based seasonal unit root tests

Smith, R.J.
Taylor, A.R.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(99-15) / BLDSC - British Lib...

Estimation and inference in large heterogeneous panels with cross section dependence

Pesaran, M. Hashem
University of Cambridge. Department of Applied Economics (United Kingdom)

January 2003

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:3509. ...

Bayesian graphical inference for unit root and other models for economic time series

Marriot, J.
Naylor, J.
Tremayne, A.
Newcastle upon Tyne Univ. (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:6100.395(no 2000-01) / BLDSC - Britis...

Testing for unit roots in short dynamic panels with serially correlated and heteroscedastic disturbance terms

Kruiniger, H.
Tzavalis, E.
Queen Mary, Univ. of London (United Kingdom). Dept. of Economics

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:9348.962(no 459) / BLDSC - British Li...

Estimation and testing of dynamic econometric models from panel data

Arellano Gomez, M

January 1985

SIGLEAvailable from British Library Document Supply Centre- DSC:DX187284 / BLDSC - British Library D...

The unit root hypothesis in long-term output Evidence from two structural breaks for 16 countries

Papell, D.H
Lumsdaine, R.L.
Ben-David, D.
Centre for Economic Policy Research, London (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1336) / BLDSC - B...

Exploiting cross section variation for unit root inference in dynamic data

Abstract

Extracted data

Exploiting cross section variation for unit root inference in dynamic data

Abstract

Extracted data

Related items

Related items