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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

Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors

Bai, Jushan; Carrion i Silvestre, Josep Lluís - In: The econometrics journal 16 (2013) 2, pp. 222-249

Persistent link: https://www.econbiz.de/10009783333

Testing for panel cointegration using common correlated effects estimators

Banerjee, Anindya; Carrion i Silvestre, Josep Lluís - 2015

Persistent link: https://www.econbiz.de/10010494922

Testing for panel cointegration using common correlated effects estimators

Banerjee, Anindya; Carrion i Silvestre, Josep Lluís - 2017

Spurious regression analysis in panel data when the time series are cross-section dependent is analyzed in the paper. We show that consistent estimation of the long-run average parameter is possible once we control for cross-section dependence using cross-section averages in the spirit of the...

Persistent link: https://www.econbiz.de/10012010208

Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending

Carrion i Silvestre, Josep Lluís; Kim, Dukpa - In: Econometric reviews 38 (2019) 8, pp. 881-898

Persistent link: https://www.econbiz.de/10012181371