SCOPUS 정보 검색 플랫폼

Volumn 17, Issue 2, 2010, Pages 197-200

Simple tests for cointegration in panels with structural breaks

Author keywords

[No Author keywords available]

Indexed keywords

COINTEGRATION ANALYSIS; INVESTMENT; PANEL DATA; SAVINGS; STATISTICAL ANALYSIS;

EID: 70949084972 PISSN: 13504851 EISSN: 14664291 Source Type: Journal
DOI: 10.1080/13504850701720049 Document Type: Article

Times cited : (5)

References (12)

1
- 0000490479
- The Feldstein-Horioka puzzle and exchange rate regimes: Evidence from cointegration tests
- Alexakis, P. and Apergis, N. (1994) The Feldstein-Horioka puzzle and exchange rate regimes: evidence from cointegration tests, Journal of Policy Modeling, 16, 459-72.
- (1994) Journal of Policy Modeling , vol.16 , pp. 459-72
- Alexakis, P.¹ Apergis, N.²

2
- 33745899959
- Bootstrapping cointegrating regressions
- Chang, Y., Park, J.Y. and Song, K. (2006) Bootstrapping cointegrating regressions, Journal of Econometrics, 133,703-39.
- (2006) Journal of Econometrics , vol.133 , pp. 703-39
- Chang, Y.¹ Park, J.Y.² Song, K.³

3
- 0041819800
- Unit root tests for panel data
- Choi, I. (2001) Unit root tests for panel data, Journal of International Money and Finance, 20, 249-72.
- (2001) Journal of International Money and Finance , vol.20 , pp. 249-72
- Choi, I.¹

4
- 84990172291
- Domestic saving and international capital flows
- Feldstein, M. and Horioka, C. (1980). Domestic saving and international capital flows, Economic Journal, 90, 314-29.
- (1980) Economic Journal , vol.90 , pp. 314-29
- Feldstein, M.¹ Horioka, C.²

5
- 0003493777
- Oliver and Boyd, Edinburgh
- Fisher, R.A. (1932) Statistical methods for research workers, Oliver and Boyd, Edinburgh.
- (1932) Statistical Methods for Research Workers
- Fisher, R.A.¹

6
- 0008312427
- Residual based tests for cointegration in models with regime shifts
- Gregory, A.W. and Hansen, B.E. (1996). Residual based tests for cointegration in models with regime shifts, Journal of Econometrics, 70, 99-126.
- (1996) Journal of Econometrics , vol.70 , pp. 99-126
- Gregory, A.W.¹ Hansen, B.E.²

7
- 0037564565
- On the power of panel cointegration tests: A Monte Carlo comparison
- Gutierrez, L. (2003) On the power of panel cointegration tests: a Monte Carlo comparison, Economics Letters, 80,105-11.
- (2003) Economics Letters , vol.80 , pp. 105-11
- Gutierrez, L.¹

8
- 33746634797
- Panel unit root tests for cross-sectional correlated panels: A Monte Carlo comparison
- Gutierrez, L. (2006) Panel unit root tests for cross-sectional correlated panels: a Monte Carlo comparison, Oxford Bulletin of Economics and Statistics, 68, 519-40.
- (2006) Oxford Bulletin of Economics and Statistics , vol.68 , pp. 519-40
- Gutierrez, L.¹

9
- 21344490088
- Approximate asymptotic distribution functions for unit-root and cointegration
- MacKinnon, J.G. (1994). Approximate asymptotic distribution functions for unit-root and cointegration, Journal of Business and Economic Statistics, 12, 167-76.
- (1994) Journal of Business and Economic Statistics , vol.12 , pp. 167-76
- MacKinnon, J.G.¹

10
- 0001187515
- A comparative study of panel data unit root tests and a new simple test
- Maddala, G.S. and Wu, S. (1999). A comparative study of panel data unit root tests and a new simple test, Oxford Bulletin of Economics and Statistics, 61, 631-52.
- (1999) Oxford Bulletin of Economics and Statistics , vol.61 , pp. 631-52
- Maddala, G.S.¹ Wu, S.²

12
- 0000784320
- Asymptotic properties of residual based tests for cointegration
- Phillips, P.C.B. and Ouliaris, S. (1990). Asymptotic properties of residual based tests for cointegration, Econometrica, 58, 165-93.
- (1990) Econometrica , vol.58 , pp. 165-93
- Phillips, P.C.B.¹ Ouliaris, S.²

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.