This folder holds the following references to publications, sorted by year and author.

There are 26 references in this bibliography folder.

[1] 2

Kejriwal, M (2008).
Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle
JStudies in Nonlinear Dynamics & Econometrics, 12(1).

Westerlund, J and Edgerton, DL (2007).
A Panel Bootstrap Cointegration Test
Economics Letters, 97(3):185-190.

Banerjee, A and Lluis, J (2006).
Cointegration in Panel Data with Breaks and Cross-section Dependence
European Central Bank, Working Paper Series(591).

Di Iorio, F and Fachin, S (2006).
Testing for Breaks in Cointegrated Panels
MPRA, Working Paper.

Westerlund, J (2006).
Testing for Panel Cointegration with Multiple Structural Breaks
Oxford Bulletin of Economics and Statistics, 68(1):101-132.

Emerson, J and Kao, C (2005).
Bootstrapping and Hypothesis Testing in Non-stationary Panel Data
Applied Economics Letters, 12(5):313-318.

Fachin, S (2005).
Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units
EconWPA, Econometrics(0507002).

Bai, J and Ng, S (2004).
A PANIC Attack on Unit Roots and Cointegration
Econometrica, 72(4):1127-1177.

Banerjee, A and Lluis, J (2004).
Breaking Panel Cointegration
European University Institute, mimeo.

Pedroni, P (2004).
Panel Cointegration, Asymptotic and Finite Sample Properties of Pooled Time Series tests with an Application to the PPP hypothesis
Econometric Theory, 20:597-625.

Pesaran, M (2003).
A Simple Panel Unit Root Test in the Presence of Cross Section Dependence
Faculty of Economics, University of Cambridge, Cambridge Working Papers in Economics(0346).

Politis, DN (2003).
Automatic Block-Length Selection for the Dependent Bootstrap
Econometric Reviews, 23:53-70.

Obstfeld, M and Rogoff, K (2001).
The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?
EconWPA, International Trade(0012003).

Paparoditis, E and Politis, D (2001).
The Continuous-Path Block Bootstrap
In: Asymptotics in Statistics and Probability. Papers in Honor of George Roussas, ed. by Madan Puri, Zeist (NL), VSP Publications.

Kao, C (1999).
Spurious Regression and Residual-based Tests for Cointegration in Panel Data
Journal of Econometrics, 90(1):1-44.

Pedroni, P (1999).
Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors
Oxford Bulletin of Economics and Statistics, 61(0):653-70.

Gregory, AW and Hansen, BE (1996).
Residual-based tests for cointegration in models with regime shifts
Journal of Econometrics, 70(1):99-126.

Gregory, AW, Nason, JM, and Watt, DG (1996).
Testing for Structural Breaks in Cointegrated Relationships
Journal of Econometrics, 71(1-2):321-341.

Politis, DR (1994).
The Stationary Bootstrap
Journal of the American Statistical Association, 89:1303-1313.

Frankel, JA (1992).
Measuring International Capital Mobility: A Review
American Economic Review, 82(2):197-202.

Hansen, BE (1992).
Tests for Parameter Instability in Regressions with I(1) Processes
Journal of Business & Economic Statistics, 10(3):321-35.

Engle, RF and Granger, CW (1987).
Co-integration and Error Correction: Representation, Estimation, and Testing
Econometrica, 55(2):251-76.

Feldstein, M and Horioka, C (1980).
Domestic Saving and International Capital Flows
Economic Journal, 90(358):314-29.

Bewley, RA (1979).
The Direct Estimation of the Equilibrium Response in a Linear Dynamic Model
Economics Letters, 3(4):357-361.

No names specified ().

PhD thesis.

No names specified ().


[1] 2