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Empirical size distortions of residual based tests for cointegration under aggregation over time (temporal aggregation, systematic sampling and mixed aggregation) : a Monte Carlo i...

Mamingi, Nlandu - In: Asian African journal of economics and econometrics 21 (2021) 2, pp. 143-156

Persistent link: https://www.econbiz.de/10013463572

Determinants and stability demand for money : a sample of BRIC-T countries

Çinar, Serkan; Başci Nur, Hayriye - In: The empirical economics letters : a monthly … 17 (2018) 7, pp. 851-862

Persistent link: https://www.econbiz.de/10011992791

Improving the Finite-Sample Estimators of Cointegrated Panel Models

Sender, Samuel J. - 2014

which N can grow simultaneously to T for the tests statistics of panel group-mean of time-series estimators to be …

Persistent link: https://www.econbiz.de/10013064659

Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels

Chudik, Alexander; Pesaran, M. Hashem; Smith, Ron P. - 2023

This paper, using the Bewley (1979) transformation of the autoregressive distributed lag model, proposes a novel pooled Bewley (PB) estimator of long-run coefficients for dynamic panels with heterogeneous short-run dynamics, in the same setting as the widely used Pooled Mean Group (PMG)...

Persistent link: https://www.econbiz.de/10014357208