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A necessary and sufficient condition for weak exogeneity in vector error correction models

Rault, Christophe - In: Contemporary issues in economics and econometrics : …, (pp. 92-111). 2004

Persistent link: https://www.econbiz.de/10002544711

Further results on weak exogeneity in vector error correction models

Rault, Christophe - In: Brazilian review of econometrics : the review of the … 25 (2005) 2, pp. 159-172

Persistent link: https://www.econbiz.de/10003360067

Further results on weak-exogeneity in vector error correction models

Rault, Christophe - Econometric Society - 2004

This paper provides a necessary and sufficient condition for weak exogeneity in vector error correction models. An interesting property is that the statistics involved in the sequential procedure for testing this condition are distributed as ?ariables and can therefore easily be calculated with...

Persistent link: https://www.econbiz.de/10005702765

The Balassa-Samuelson effect in Central and Eastern Europe : Myth or reality?

Égert, Balázs; Drine, Imed; Lommatzsch, Kirsten; … - In: Journal of comparative economics : the journal of the … 31 (2003) 3, pp. 552-572

Persistent link: https://www.econbiz.de/10001802085

Do panel data permit the rescue of the Balassa-Samuelson hypothesis for Latin American countries?

Drine, Imed; Rault, Christophe - In: Applied economics 35 (2003) 3, pp. 351-359

Persistent link: https://www.econbiz.de/10001726135

A re-examination of the purchasing power parity using non-stationary dynamic panel methods : a comparative approach for developing and developed countries

Drine, Imed (contributor); Rault, Christophe (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001899696

Does the Balassa-Samuelson hypothesis hold for Asian countries? : An empirical analysis using panel data cointegration tests

Drine, Imed (contributor); Rault, Christophe (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001879175

Exogeneity in vector error correction models with purely exogenous long-run paths

Pradel, Jacqueline; Rault, Christophe - In: Oxford bulletin of economics and statistics 65 (2003) 5, pp. 629-653

Persistent link: https://www.econbiz.de/10001839612

A re-examination of the Balassa-Samuelson hypothesis using recent panel data unit-root and cointegration tests : evidence from MENA countries

Drine, Imed; Rault, Christophe - In: African development review 15 (2003) 2/3, pp. 106-125

Persistent link: https://www.econbiz.de/10001859809

The Balassa-Samuelson effect in Central and Eastern Europe : myth or reality?

Égert, Balázs; Drine, Imed; Lommatzsch, Kirsten; … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001870452