Panel cointegration : asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis
Year of publication: |
2004
|
---|---|
Authors: | Pedroni, Peter Louis |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 20.2004, 3, p. 597-625
|
Subject: | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Theorie | Theory | Schätzung | Estimation | Kaufkraftparität | Purchasing power parity | Welt | World |
-
Pedroni, Peter Louis, (1995)
-
Cointegration test of oil price and us dollar exchange rates for some oil dependent economies
Mensah, Lord, (2017)
-
Nonlinear dynamics of real exchange rates for sectoral data
Kim, Jaebeom, (2011)
- More ...
-
The Relationship Between Illicit Coca Production and Formal Economic Activity in Peru
Pedroni, Peter Louis, (2011)
-
Critical values for cointegration tests in heterogeneous panels with multiple regressors
Pedroni, Peter Louis, (1999)
-
Panel cointegration, endogenous growth and business cycles in open economies
Pedroni, Peter Louis, (1993)
- More ...