International R&D spillovers: An application of estimation and inference in panel cointegration

Oxford Bulletin of Economics and Statistics

Volumn 61, Issue SUPPL., 1999, Pages 691-709

  Kao, Chihwa ^a   Chiang, Min Hsien ^b   Chen, Bangtian ^b  

^a SYRACUSE UNIVERSITY   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0038978166     PISSN: 03059049     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0084.0610s1691     Document Type: Article

References (9)

1. Coe, D. and Helpman, E. (1995). 'International R&D Spillovers', European Economic Review, 39, 859-887.
2. Grossman, G. M. and Helpman, E. (1991). Innovation and Growth in the Global Economy, MIT Press, Cambridge, MA.
3. Kao, C. (1999). 'Spurious Regression and Residual-Based Tests for Cointegration in Panel Data', Journal of Econometrics, 90, 1-44.
4. Kao, C. and Chiang, M.-H. (1998). 'On the Estimation and Inference of a Cointegrated Regression in Panel Data', Working Paper, Center for Policy Research, Syracuse University.
5. Keller, W. (1998). 'Are International Spillovers Trade-Related? Analyzing Spillovers among Randomly Matched Trade Partners', European Economic Review, 42, 1469-1481.
6. Lichtenberg, F. and van Pottesberghe de la Potterie, B. (1998). 'International R&D Spillovers: A Re-examination', European Economic Review, 42, 1483-1491.
7. Pedroni, P. (1995). 'Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis', Indiana University Working Paper in Economics No. 95-013.
8. Pedroni P. (1996). 'Fully Modified OLS for Heterogeneous Cointegrated Panels and the Case of Purchasing Power Parity', Indiana University Working Paper in Economics No. 96-020.
9. Phillips, P. C. B. and Moon, H. (1999). 'Linear Regression Limit Theory for Nonstationary Panel Data', Econometrica, 67, 1057-1111.