References for Journalarticle economics

Please note: the authoritative source for references in this article is the according PDF file.

Number of references: 24

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

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

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

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

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

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

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

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

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

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

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

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

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

Paparoditis, E., and Politis, D.N. (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.

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

Pedroni, Peter (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.H. (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, D.N., (1994). The Stationary Bootstrap. Journal of the American Statistical Association, 89:1303-1313.

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

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

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