References

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

There are 30 references in this bibliography folder.

Fuertes, A (2008).
Sieve bootstrap-tests on long-run average parameters
Computational Statistics & Data Analysis, 52(7):3354–3370.

Herzer, D (2008).
The long-run relationship between outward FDI and domestic output: Evidence from panel data
Economics Letters, 100(1):146–149.

Westerlund, J (2008).
Panel cointegration tests of the Fisher effect
Journal of Applied Econometrics, 23(2):193–233.

Di Iorio, F and Fachin, S (2007).
Testing for breaks in cointegrated panels - with an application to the Feldstein-Horioka puzzle
Economics: The Open-Access, Open-Assessment E-Journal, 1(2007-14).

Fachin, S (2007).
Long-run trends in internal migrations in italy: A study in panel cointegration with dependent units
Journal of Applied Econometrics, 22(2):401–428.

Chang, Y, Park, J, and Song, K (2006).
Bootstrapping cointegrating regressions
Journal of Econometrics, 133(2):703–739.

Coakley, J, Fuertes, A, and Smith, R (2006).
Unobserved heterogeneity in panel time series models
Computational Statistics & Data Analysis, 50(9):2361–2380.

Pesaran, M (2006).
Estimation and inference in large heterogeneous panels with a multifactor error structure
Econometrica, 74(4):967–1012.

Herwartz, H and Neumann, M (2005).
Bootstrap inference in systems of single equation error correction models
Journal of Econometrics, 128(1):165–193.

Kim, H, Oh, K, and Jeong, C (2005).
Panel cointegration results on international capital mobility in Asian economies
Journal of International Money and Finance, 24(1):71–82.

Mark, N, Ogaki, M, and Sul, D (2005).
Dynamic seemingly unrelated cointegrating regressions
The Review of Economic Studies, 72(3):797–820.

Moon, H and Perron, B (2005).
Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity
Econometric Reviews, 23(4):293–323.

Chang, Y (2004).
Bootstrap unit root tests in panels with cross-sectional dependency
Journal of Econometrics, 120(2):263–293.

Fachin, S (2004).
Bootstrap inference on fully modified estimates of cointegrating coefficients: A comment
Economics Bulletin, 3(3):1–8.

Politis, D and White, H (2004).
Automatic block-length selection for the dependent bootstrap
Econometric Reviews, 23(1):53–70.

Foschi, P, Belsley, D, and Kontoghiorghes, E (2003).
A comparative study of algorithms for solving seemingly unrelated regressions models
Computational Statistics & Data Analysis, 44(12):3–35.

Groen, J and Kleibergen, F (2003).
Likelihood-based cointegration analysis in panels of vector error-correction models
Journal of Business & Economic Statistics, 21(2):295–318.

Paparoditis, E and Politis, D (2003).
Residual-based block bootstrap for unit root testing
Econometrica, 71(3):813–855.

Park, J (2003).
Bootstrap unit root tests
Econometrica, 71(6):1845–1895.

Politis, D (2003).
The impact of bootstrap methods on time series analysis
Statistical Science, 18(2):219–230.

Psaradakis, Z (2001).
On bootstrap inference in cointegrating regressions
Economics Letters, 72(1):1–10.

Kilian, L (1999).
Finite-sample properties of percentile and percentile-t bootstrap confidence intervals for impulse responses
Review of Economics and Statistics, 81(4):652–660.

Moon, H (1999).
A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors
Economics Letters, 65(1):25–31.

Pesaran, M, Shin, Y, and Smith, R (1999).
Pooled mean group estimation of dynamic heterogeneous panels
Journal of the American Statistical Association, 94(446):621–634.

Li, H and Maddala, G (1997).
Bootstrapping cointegrating regressions
Journal of Econometrics, 80(2):297–318.