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Advances in Econometrics

Volumn 15, Issue , 2000, Pages 239-274

Panel data limit theory and asymptotic analysis of a panel regression with near integrated regressors

(1) Kauppi, Heikki a

a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0346348521 PISSN: 07319053 EISSN: None Source Type: Book Series
DOI: None Document Type: Article

Times cited : (9)

References (14)

1
- 0003407041
- Convergence of Probability Measures
- P. Billingsley Convergence of Probability Measures 1968 John Wiley New York
- (1968)
- Billingsley, P.¹

2
- 0003582518
- Stochastic Limit Theory
- J. Davidson Stochastic Limit Theory 1994 Oxford University Press
- (1994)
- Davidson, J.¹

3
- 0000084990
- On The Robustness of Cointegration Methods When Regressors Almost Have Unit Roots
- G. Elliott On The Robustness of Cointegration Methods When Regressors Almost Have Unit Roots Econometrica 66 1 1998 149 158
- (1998) Econometrica , vol.66 , Issue.1 , pp. 149-158
- Elliott, G.¹

4
- 85119555908
- Essays on Econometrics of Cointegration
- H. Kauppi Essays on Econometrics of Cointegration Research Reports Nro 84, Dissertationes Oeconomicae 1999 Department of Economics, University of Helsinki
- (1999)
- Kauppi, H.¹

5
- 85119551378
- Estimation of Autoregressive Roots Near Unity Using Panel Data
- H. Moon P.C.B. Phillips Estimation of Autoregressive Roots Near Unity Using Panel Data Cowles Foundation Discussion Paper No. 1224 1999 Yale University http://cowles.econ.yale.edu/
- (1999)
- Moon, H.¹ Phillips, P.C.B.²

6
- 77956890713
- Towards A Unified Asymptotic Theory for Autoregression
- P.C.B. Phillips Towards A Unified Asymptotic Theory for Autoregression Biometrica 74 3 1987 535 547
- (1987) Biometrica , vol.74 , Issue.3 , pp. 535-547
- Phillips, P.C.B.¹

7
- 0000854436
- Regression Theory for Near-integrated Time Series
- P.C.B. Phillips Regression Theory for Near-integrated Time Series Econometrica 56 5 1988 1021 1043
- (1988) Econometrica , vol.56 , Issue.5 , pp. 1021-1043
- Phillips, P.C.B.¹

8
- 84959818799
- Statistical Inference In Instrumental Variables Regression With I(1) Processes
- P.C.B. Phillips B.E. Hansen Statistical Inference In Instrumental Variables Regression With I(1) Processes Review of Economic Studies 57 1990 99 125
- (1990) Review of Economic Studies , vol.57 , pp. 99-125
- Phillips, P.C.B.¹ Hansen, B.E.²

9
- 0001514642
- Linear Regression Limit Theory for Non-stationary Panel Data
- P.C.B. Phillips H. Moon Linear Regression Limit Theory for Non-stationary Panel Data Econometrica 67 5 1999 1057 1111
- (1999) Econometrica , vol.67 , Issue.5 , pp. 1057-1111
- Phillips, P.C.B.¹ Moon, H.²

10
- 0005688243
- Non-stationary Panel Data Analysis: An Overview of Some Recent Developments
- P.C.B. Phillips H. Moon Non-stationary Panel Data Analysis: An Overview of Some Recent Developments Cowles Foundation Discussion Paper No. 1221 1999 Yale University http://cowles.econ.yale.edu/
- (1999)
- Phillips, P.C.B.¹ Moon, H.²

11
- 0001624219
- Asymptotics for Linear Processes
- P.C.B. Phillips V. Solo Asymptotics for Linear Processes The Annals of Statistics 20 2 1992 971 1001
- (1992) The Annals of Statistics , vol.20 , Issue.2 , pp. 971-1001
- Phillips, P.C.B.¹ Solo, V.²

12
- 0040940608
- Cointegration, Long-run Comovements, and Long Horizon Forecasting
- J.H. Stock Cointegration, Long-run Comovements, and Long Horizon Forecasting D. Kreps K.F. Wallis Advances in Econometrics Proceedings of the Seventh World Congress of the Econometric Society 1997 Cambridge University Press Cambridge
- (1997)
- Stock, J.H.¹

13
- 0004200722
- Almost Sure Convergence
- W.F. Stout Almost Sure Convergence 1974 Academic Press New York
- (1974)
- Stout, W.F.¹

14
- 0003695372
- Asymptotic Theory for Econometricians
- H. White Asymptotic Theory for Econometricians 1984 Academic Press San Diego, California
- (1984)
- White, H.¹

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