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Panel unit root tests in the presence of crosssectional dependencies : comparison and implications for modelling
Gengenbach, Christian; Palm, Franz C.; Urbain, Jean-Pierre - 2004
Persistent link: https://www.econbiz.de/10002485609
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Panel cointegration testing in the presence of common factors
Gengenbach, Christian; Palm, Franz C.; Urbain, Jean-Pierre - 2005
Persistent link: https://www.econbiz.de/10003319492
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Cointegration testing in panels with common factors
Gengenbach, Christian; Palm, Franz C.; Urbain, Jean-Pierre - In: Oxford bulletin of economics and statistics 68 (2006), pp. 683-719
Persistent link: https://www.econbiz.de/10003393446
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Panel unit root tests in the presence of cross-sectional dependencies : comparison and implications for modelling
Gengenbach, Christian; Palm, Franz C.; Urbain, Jean-Pierre - In: Econometric reviews 29 (2010) 2, pp. 111-145
Persistent link: https://www.econbiz.de/10003960491
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Alternative representations for cointegrated panels with global stochastic trends
Gengenbach, Christian; Urbain, Jean-Pierre; Westerlund, … - In: Economics letters 118 (2013) 3, pp. 485-488
Persistent link: https://www.econbiz.de/10009729121
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Are panel unit root tests useful for real-time data?
Gengenbach, Christian; Hecq, Alain W. J.; Urbain, … - 2011
Persistent link: https://www.econbiz.de/10008840654
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Error correction testing in panels with common stochastic trends
Gengenbach, Christian; Urbain, Jean-Pierre; Westerlund, … - In: Journal of applied econometrics 31 (2016) 6, pp. 982-1004
Persistent link: https://www.econbiz.de/10011686171
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Panel error correction testing with global stochastic trends
Gengenbach, Christian; Urbain, Jean-Pierre; Westerlund, … - 2008
Persistent link: https://www.econbiz.de/10003921626
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Stock Markets, Banks and Long Run Economic Growth : A Panel Cointegration-Based Analysis
Cavenaile, Laurent - 2013
The aim of this paper is to investigate the long run relationship between the development of banks and stock markets and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence to test the number of cointegrating vectors among these...
Persistent link: https://www.econbiz.de/10013071385
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Stock markets, banks and long run economics growth : a panel cointegration-based analysis
Cavenaile, Laurent; Gengenbach, Christian; Palm, Franz C. - 2013
The aim of this paper is to investigate the long run relationship between the development of banks and stock markets and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence to test the number of cointegrating vectors among these...
Persistent link: https://www.econbiz.de/10010223077