MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY | 1990/05/01 | English | 6,580 |
Testing for Error Correction in Panel Data* | 2007/07/25 | English | 3,223 |
A Note on the Theme of Too Many Instruments* | 2009/01/16 | English | 3,096 |
Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors | 1999/11/01 | English | 2,984 |
A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test | 1999/11/01 | English | 2,358 |
A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test | 1999/11/01 | English | 1,699 |
A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 | 1992/08/01 | English | 1,397 |
With or Without U? The Appropriate Test for a U-Shaped Relationship* | 2010/02/01 | English | 1,181 |
DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES | 1986/08/01 | English | 1,176 |
PRACTITIONERS’ CORNER: Computing Robust Standard Errors for Within‐groups Estimators* | 1987/11/01 | English | 819 |
FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION | 1993/08/01 | English | 653 |
THE POWER OF COINTEGRATION TESTS | 1992/08/01 | English | 651 |
Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors | 1999/11/01 | English | 567 |
THE PRODUCT CYCLE HYPOTHESIS IN A NEW INTERNATIONAL ENVIRONMENT | 1979/11/01 | English | 504 |
Elasticities and the Inverse Hyperbolic Sine Transformation | 2019/07/10 | English | 499 |
Easy Estimation Methods for Discrete‐Time Duration Models | 1995/02/01 | English | 489 |
LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS* | 1992/08/01 | English | 487 |
An Omnibus Test for Univariate and Multivariate Normality* | 2008/11/24 | English | 476 |
DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND | 1992/08/01 | English | 461 |
A Simple Test for Cointegration in Dependent Panels with Structural Breaks* | 2008/09/16 | English | 458 |
A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks* | 2011/08/25 | English | 446 |
EXPLAINING CHANGING PATTERNS OF INTERNATIONAL PRODUCTION: IN DEFENCE OF THE ECLECTIC THEORY | 1979/11/01 | English | 415 |
Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand* | 2003/12/01 | English | 412 |
DOES FEMALE INCOME SHARE INFLUENCE HOUSEHOLD EXPENDITURES? EVIDENCE FROM CÔTE D'IVOIRE | 1995/02/01 | English | 399 |
EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE* | 1986/08/01 | English | 386 |
Resources at Marriage and Intrahousehold Allocation: Evidence from Bangladesh, Ethiopia, Indonesia, and South Africa* | 2003/06/04 | English | 339 |
PRACTITIONERS CORNER: Tests for Cointegration in Models with Regime and Trend Shifts | 1996/08/01 | English | 335 |
Absorptive Capacity and Productivity Spillovers from FDI: A Threshold Regression Analysis* | 2005/05/20 | English | 312 |
Monte Carlo Evidence on Cointegration and Causation | 1997/05/01 | English | 290 |
ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW | 1986/08/01 | English | 285 |