메뉴 건너뛰기




Volumn 17, Issue 1, 1998, Pages 57-84

A residual-based test of the null of cointegration in panel data

Author keywords

[No Author keywords available]

Indexed keywords


EID: 85066177790     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474939808800403     Document Type: Article
Times cited : (362)

References (27)
  • 15
    • 33745248740 scopus 로고
    • Understanding Spurious Regressions in Econometrics
    • Phillips, P. C. B., 1986. Understanding Spurious Regressions in Econometrics. Journal of Econometrics, 33: 311–340.
    • (1986) Journal of Econometrics , vol.33 , pp. 311-340
    • Phillips, P.C.B.1
  • 16
    • 0000308535 scopus 로고
    • Time Series Regression with a Unit Root
    • Phillips, P. C. B., 1987. Time Series Regression with a Unit Root. Econometrica, 55: 277–302.
    • (1987) Econometrica , vol.55 , pp. 277-302
    • Phillips, P.C.B.1
  • 17
    • 84963015112 scopus 로고
    • Multiple Time Series Regression with Integrated Porcesses
    • Phillips, P. C. B., and Durlauf, S. N., 1986. Multiple Time Series Regression with Integrated Porcesses. Review of Economic Studies, 53: 473–496.
    • (1986) Review of Economic Studies , vol.53 , pp. 473-496
    • Phillips, P.C.B.1    Durlauf, S.N.2
  • 18
    • 84959818799 scopus 로고
    • Statistical Inference in Instrumental Variables Regression with I(1) Processes
    • Phillips, P. C. B., and Hansen, B. E., 1990. Statistical Inference in Instrumental Variables Regression with I(1) Processes. Review of Economic Studies, 57: 99–125.
    • (1990) Review of Economic Studies , vol.57 , pp. 99-125
    • Phillips, P.C.B.1    Hansen, B.E.2
  • 21
    • 21344481029 scopus 로고
    • Exploiting Cross Section Variation for Unit Root Inference in Dynamic Data
    • Quah, D., 1994. Exploiting Cross Section Variation for Unit Root Inference in Dynamic Data. Economics Letters, 44: 9–19.
    • (1994) Economics Letters , vol.44 , pp. 9-19
    • Quah, D.1
  • 22
    • 0000105159 scopus 로고
    • Parameter Constancy in Cointegrating Regressions
    • Quintos, C., and Phillips, P. C. B., 1993. Parameter Constancy in Cointegrating Regressions. Emprical Economics, 18: 675–706.
    • (1993) Emprical Economics , vol.18 , pp. 675-706
    • Quintos, C.1    Phillips, P.C.B.2
  • 23
    • 84971946892 scopus 로고
    • Asymptotically Efficient Estimation of Cointegration Regression
    • Saikkonen, P., 1991. Asymptotically Efficient Estimation of Cointegration Regression. Econometric Theory, 7: 1–21.
    • (1991) Econometric Theory , vol.7 , pp. 1-21
    • Saikkonen, P.1
  • 24
    • 84950451183 scopus 로고
    • Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models
    • Saikkonen, P., and Luukonen, R., 1993. Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models. Journal of the American Statistical Association, 88: 596–601.
    • (1993) Journal of the American Statistical Association , vol.88 , pp. 596-601
    • Saikkonen, P.1    Luukonen, R.2
  • 25
    • 84974450849 scopus 로고
    • A Residual Based Test of the Null of Cointegration Against the Alternative of No Cointegration
    • Shin, Y., 1994. A Residual Based Test of the Null of Cointegration Against the Alternative of No Cointegration. Econometric Theory, 10: 91–115.
    • (1994) Econometric Theory , vol.10 , pp. 91-115
    • Shin, Y.1
  • 26
    • 84971870959 scopus 로고
    • Testing for A Moving Average Unit Root
    • Tanaka, K., 1990. Testing for A Moving Average Unit Root. Econometric Theory, 6: 433–444.
    • (1990) Econometric Theory , vol.6 , pp. 433-444
    • Tanaka, K.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.