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~isPartOf:"Journal of applied econometrics"
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Baltagi, Badi H.
8
MacKinnon, James G.
6
Pesaran, M. Hashem
5
Westerlund, Joakim
5
Davidson, Russell
4
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Kumbhakar, Subal
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2
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2
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Conference on "Cross-Sectional Dependence in Panel Data" <2013, Cambridge>
1
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Journal of applied econometrics
NBER working paper series
939
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853
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807
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780
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734
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704
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207
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204
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ECONIS (ZBW)
195
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1
Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices
Choi, In
;
Chue, Timothy K.
- In:
Journal of applied econometrics
22
(
2007
)
2
,
pp. 233-264
Persistent link: https://www.econbiz.de/10003455445
Saved in:
2
More powerpul
panel
data unit root tests with an application to mean reversion in real exchange rates
Smith, L. Vanessa
;
Leybourne, Stephen James
;
Kim, Tae-hwan
- In:
Journal of applied econometrics
19
(
2004
)
2
,
pp. 147-170
Persistent link: https://www.econbiz.de/10002010349
Saved in:
3
Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís
;
Gadea, María Dolores
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
Saved in:
4
A simple
panel
unit root test in the presence of cross-section dependence
Pesaran, M. Hashem
- In:
Journal of applied econometrics
22
(
2007
)
2
,
pp. 265-312
Persistent link: https://www.econbiz.de/10003455447
Saved in:
5
Dynamic factor extraction of cross-sectional dependence in
panel
unit root tests
Kapetanios, George
- In:
Journal of applied econometrics
22
(
2007
)
2
,
pp. 313-338
Persistent link: https://www.econbiz.de/10003455448
Saved in:
6
Panel
unit root tests and spatial dependence
Baltagi, Badi H.
;
Bresson, Georges
;
Pirotte, Alain
- In:
Journal of applied econometrics
22
(
2007
)
2
,
pp. 339-360
Persistent link: https://www.econbiz.de/10003455449
Saved in:
7
Panicca : panic on cross-section averages
Reese, Simon
;
Westerlund, Joakim
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 961-981
Persistent link: https://www.econbiz.de/10011686167
Saved in:
8
Purchasing power parity and the Taylor rule
Kim, Hyeongwoo
;
Fujiwara, Ippei
;
Hansen, Bruce E.
; …
- In:
Journal of applied econometrics
30
(
2015
)
6
,
pp. 874-903
Persistent link: https://www.econbiz.de/10011431583
Saved in:
9
Detecting periodically collapsing bubbles : a Markov-switching unit root test
Hall, Stephen G.
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 143-154
Persistent link: https://www.econbiz.de/10001387376
Saved in:
10
A new poolability test for cointegrated panels
Westerlund, Joakim
;
Hess, Wolfgang
- In:
Journal of applied econometrics
26
(
2011
)
1
,
pp. 56-88
Persistent link: https://www.econbiz.de/10008936979
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