create a website

The Interplay Between Public and Private External Debt Stocks. (2016). Siwinska-Gorzelak, Joanna ; Brzozowski, Micha ; Siwiska-Gorzelak, Joanna.
In: International Finance.
RePEc:bla:intfin:v:19:y:2016:i:3:p:311-332.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 29

References cited by this document

Cocites: 71

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Sovereign external debt and private sector entry in international financial markets. (2018). Siwinska-Gorzelak, Joanna ; Joanna, Siwiska-Gorzelak ; Micha, Brzozowski.
    In: Economics and Business Review.
    RePEc:vrs:ecobur:v:4:y:2018:i:2:p:24-40:n:2.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. AÄŸca, 2012. Sovereign Debt and Corporate Borrowing Costs in Emerging Markets. In: Journal of International Economics, (88), 198
    Paper not yet in RePEc: Add citation now
  2. Afonso, 2015. Short- and Long-Run Behaviour of Long-Term Sovereign Bond Yields. In: Applied Economics, (47) 37, 3971

  3. Andrews, 2001. Consistent Model and Moment Selection Procedures for GMM Estimation with Application to Dynamic Panel Data Models. In: Journal of Econometrics, (101) 1, 123

  4. Arteta, 2008. Sovereign Debt Crises and Credit to the Private Sector. In: Journal of International Economics, (74), 53

  5. Bernanke, 1990. Financial Fragility and Economic Performance. In: Quarterly Journal of Economics, (105) 1, 87

  6. Bernoth, 2012. Sovereign Risk Premiums in the European Government Bond Market. In: Journal of International Money and Finance, (31) 5, 975

  7. Borensztein, 2013. Sovereign Ceilings “Lite”? The Impact of Sovereign Ratings on Corporate Ratings. In: Journal of Banking & Finance, (37), 4014

  8. Bosworth, 1999. Capital Flows to Developing Economies: Implications for Savings and Investment. In: Brooking Papers on Economic Activity, (30) 1, 143

  9. Cavallo, 2010. The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis. In: International Journal of Finance & Economics, (15), 59

  10. Choi, 2001. Unit Root Tests for Panel Data. In: Journal of International Money and Finance, (20), 249

  11. Dailami, 2011. Sovereign Debt and the Financial Crisis: Will This Time Be Different
    Paper not yet in RePEc: Add citation now
  12. Dittmar, 2008. Do Sovereign Bonds Benefit Corporate Bonds in Emerging Markets. In: Review of Financial Studies, (21), 1983

  13. Eberhardt, 2015. Public Debt and Growth: Heterogeneity and Non-Linearity. In: Journal of International Economics, (97) 1, 45

  14. Edwards, 1996. Why Are Latin America's Savings Rates So Low? An International Comparative Analysis. In: Journal of Development Economics, (51) 1, 5

  15. Friedman, 1987. New Directions in the Relation Between Public and Private Debt. In: Science, (236) 4800, 397

  16. Gorton, 2012. The Safe-Asset Share. In: American Economic Review, (102) 3, 101

  17. Hauner, 2009. Public Debt and Financial Development. In: Journal of Development Economics, (88), 171

  18. Holtz-Eakin, 1988. Estimating Vector Autoregressions with Panel Data. In: Econometrica, (56) 6, 1371

  19. Ismihan, 2012. Public Debt and Financial Development: A Theoretical Exploration. In: Economics Letters, (115), 348

  20. Klein, 2014. Does Sovereign Risk Matter? New Evidence from Eurozone Corporate Bond Ratings and Zero-Volatility Spreads. In: Review of Financial Economics, (23), 64

  21. Laubach, 2009. New Evidence on the Interest Rate Effects of Budget Deficits and Debt. In: Journal of the European Economic Association, (7), 858

  22. Levin, 2002. Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties. In: Journal of Econometrics, (108), 1

  23. Peter, M. M. Grandes 2005
    Paper not yet in RePEc: Add citation now
  24. Reinhart, 1998. Capital Flows and Saving in Latin America and Asia: A Reinterpretation. In: Journal of Development Economics, (57), 45

  25. Reinhart, 2015. The Liquidation of Government Debt. In: Economic Policy, (30) 82, 291

  26. Roley, 1983. The Economic Consequences of Government Deficits
    Paper not yet in RePEc: Add citation now
  27. Sims, 1980. Macroeconomics and Reality. In: Econometrica, (48) 1, 1

  28. Stiglitz, 1981. Credit Rationing in Markets with Imperfect Information. In: American Economic Review, (71) 3, 393

  29. Triandafil, 2008. Does Sovereign Risk Have an Effect on Corporate Rating? Case-Study for Emerging versus Developed Countries. In: Management & Marketing, (3) 2, 3

Cocites

Documents in RePEc which have cited the same bibliography

  1. Echoes of instability: how geopolitical risks shape government debt holdings. (2025). Afonso, Antonio ; Monteiro, Sofia ; Alves, Jos.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:58:y:2025:i:3:d:10.1007_s10644-025-09879-y.

    Full description at Econpapers || Download paper

  2. Fiscal policy and government bond yields: New evidence from the EU. (2025). Rzoca, Andrzej ; Ledchowski, Micha ; Cikowicz, Piotr.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000495.

    Full description at Econpapers || Download paper

  3. New fiscal transparency index and public debt borrowing costs.. (2024). Metz, Tho.
    In: Working Papers of BETA.
    RePEc:ulp:sbbeta:2024-50.

    Full description at Econpapers || Download paper

  4. Assessing Macroeconomic Influences on Indian Sovereign Bond Yields: An Insight from the ARDL Bound Test Approach. (2024). Naik, Pramod Kumar ; Patra, Suresh Kumar.
    In: Gospodarka Narodowa. The Polish Journal of Economics.
    RePEc:sgh:gosnar:y:2024:i:4:p:93-114.

    Full description at Econpapers || Download paper

  5. Ocena wpływów makroekonomicznych na rentowność indyjskich obligacji skarbowych – spostrzeżenia z podejścia opartego na teście granic ARDL. (2024). Patra, Suresh Kumar ; Naik, Pramod Kumar.
    In: Gospodarka Narodowa-The Polish Journal of Economics.
    RePEc:ags:polgne:361246.

    Full description at Econpapers || Download paper

  6. A new look to the tourism and economic growth nexus: A clustering and panel causality analysis. (2023). Segarra, Verónica ; Brida, Juan ; Gonzlezmartnez, Mara Isabel ; Albaladejo, Isabel P.
    In: The World Economy.
    RePEc:bla:worlde:v:46:y:2023:i:9:p:2835-2856.

    Full description at Econpapers || Download paper

  7. Does the Twin-Deficits doctrine apply to the Gulf Cooperation Council? A dynamic panel VAR-X model approach. (2021). AL-JAHWARI, SALIM ; Said, Salim Ahmed.
    In: MPRA Paper.
    RePEc:pra:mprapa:111232.

    Full description at Econpapers || Download paper

  8. Economic volatility and sovereign yields’ determinants: a time-varying approach. (2020). Jalles, Joao ; Afonso, Antonio.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:2:d:10.1007_s00181-018-1540-6.

    Full description at Econpapers || Download paper

  9. The Driving Factors of EMU Government Bond Yields: The Role of Debt, Liquidity and Fiscal Councils. (2020). Pappas, Anastasios ; Kostakis, Ioannis.
    In: IJFS.
    RePEc:gam:jijfss:v:8:y:2020:i:3:p:53-:d:407343.

    Full description at Econpapers || Download paper

  10. Pulled-to-Par Returns for Zero Coupon Bonds Historical Simulation Value at Risk. (2019). Gaspar, Raquel ; Esquivel, Manuel L ; Sousa, Beleza J.
    In: Working Papers REM.
    RePEc:ise:remwps:wp0932019.

    Full description at Econpapers || Download paper

  11. Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence. (2019). Jalles, Joao ; Afonso, Antonio.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:58:y:2019:i:c:p:208-224.

    Full description at Econpapers || Download paper

  12. A new test for fiscal sustainability with endogenous sovereign bond yields: Evidence for EU economies. (2019). Mackiewicz-Łyziak, Joanna ; Mackiewicz-Yziak, Joanna.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:82:y:2019:i:c:p:136-151.

    Full description at Econpapers || Download paper

  13. The Leverage Ratio and Its Impact on Capital Regulation. (2018). Pikhart, Zdeněk ; Pfeifer, Lukáš ; Hodula, Martin ; Holub, Libor.
    In: Working Papers.
    RePEc:cnb:wpaper:2018/15.

    Full description at Econpapers || Download paper

  14. Quantitative Easing and Exuberance in Government Bond Markets: Evidence from the ECBs Expanded Assets Purchase Program. (2017). Mattheussens, Simona ; van Lamoen, Ryan ; Droes, Martijn.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20170080.

    Full description at Econpapers || Download paper

  15. Exploring the causal relationship between carbon emissions and land urbanization quality in China using a panel data analysis. (2017). Zhang, Wenjing ; Xu, Hengzhou.
    In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development.
    RePEc:spr:endesu:v:19:y:2017:i:4:d:10.1007_s10668-016-9813-8.

    Full description at Econpapers || Download paper

  16. Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence. (2017). Jalles, Joao ; Afonso, Antonio.
    In: Working Papers REM.
    RePEc:ise:remwps:wp0202017.

    Full description at Econpapers || Download paper

  17. Sovereign yield spreads in the EMU: crisis and structural determinants. (2017). Leal, Frederico ; Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp092017.

    Full description at Econpapers || Download paper

  18. Quantitative easing and exuberance in government bond markets: Evidence from the ECBs expanded asset purchase program. (2017). Mattheussens, Simona ; van Lamoen, Ryan ; Droes, Martijn.
    In: Working Papers.
    RePEc:dnb:dnbwpp:548.

    Full description at Econpapers || Download paper

  19. The Size of Fiscal Multipliers and the Stance of Monetary Policy in Developing Economies. (2017). Ojeda-Joya, Jair ; Guzman, Oscar E.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1010.

    Full description at Econpapers || Download paper

  20. Revisiting Sovereign Bond Spreads’Determinants in the EMU. (2016). Reis, Manuel ; Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp082016.

    Full description at Econpapers || Download paper

  21. Economic Volatility and Sovereign Yields’ Determinants: a Time-Varying Approach. (2016). Jalles, Joao ; Afonso, Antonio.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp042016.

    Full description at Econpapers || Download paper

  22. Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy. (2016). DOGAN, Eyup ; Seker, Fahri.
    In: Renewable Energy.
    RePEc:eee:renene:v:94:y:2016:i:c:p:429-439.

    Full description at Econpapers || Download paper

  23. The Interplay Between Public and Private External Debt Stocks. (2016). Siwinska-Gorzelak, Joanna ; Brzozowski, Micha ; Siwiska-Gorzelak, Joanna.
    In: International Finance.
    RePEc:bla:intfin:v:19:y:2016:i:3:p:311-332.

    Full description at Econpapers || Download paper

  24. Model selection of M-estimation models using least squares approximation. (2015). Mao, Guangyu.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:99:y:2015:i:c:p:238-243.

    Full description at Econpapers || Download paper

  25. Don’t Stand So Close to Me: The role of supervisory style in banking stability. (2015). Stentella Lopes, Francesco Saverio ; Fiordelisi, Franco ; Farina, Vincenzo ; Carretta, Alessandro ; Schwizer, Paola ; Stentella Lopes, Francesco Saverio, .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:52:y:2015:i:c:p:180-188.

    Full description at Econpapers || Download paper

  26. The determinants of sovereign bond yield spreads in the EMU. (2015). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151781.

    Full description at Econpapers || Download paper

  27. Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version. (2014). DiTraglia, Francis.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:14-045.

    Full description at Econpapers || Download paper

  28. Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM. (2014). DiTraglia, Francis.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:14-037.

    Full description at Econpapers || Download paper

  29. Determinants of market beta: the impacts of firm-specific accounting figures and market conditions. (2014). Schlueter, Tobias ; Sievers, Soenke.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:42:y:2014:i:3:p:535-570.

    Full description at Econpapers || Download paper

  30. A simple parametric model selection test. (2014). Wilhelm, Daniel ; Schennach, Susanne.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:10/14.

    Full description at Econpapers || Download paper

  31. Unfair Pay and Health. (2014). Kosse, Fabian ; Falk, Armin ; Verde, Pablo Emilio ; Siegrist, Johannes ; Menrath, Ingo.
    In: SOEPpapers on Multidisciplinary Panel Data Research.
    RePEc:diw:diwsop:diw_sp715.

    Full description at Econpapers || Download paper

  32. THE INTERNAL DYNAMIC OF INDIAN ECONOMIC GROWTH. (2014). Das, Mausumi ; Balakrishnan, Pulapre ; Parameswaran, M.
    In: Working papers.
    RePEc:cde:cdewps:239.

    Full description at Econpapers || Download paper

  33. Parametric and Nonparametric Frequentist Model Selection and Model Averaging. (2013). Ullah, Aman ; Wang, Huansha .
    In: Econometrics.
    RePEc:gam:jecnmx:v:1:y:2013:i:2:p:157-179:d:28948.

    Full description at Econpapers || Download paper

  34. Bayesian model selection based on parameter estimates from subsamples. (2013). Shao, Xiaofeng ; Jiang, Wenxin ; Zhang, Jingsi.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:83:y:2013:i:4:p:979-986.

    Full description at Econpapers || Download paper

  35. The impact of development aid on education and health: Survey and new evidence from dynamic models. (2012). Ziesemer, Thomas.
    In: MERIT Working Papers.
    RePEc:unm:unumer:2012057.

    Full description at Econpapers || Download paper

  36. Endogeneity in ultrahigh dimension. (2012). Liao, Yuan ; Fan, Jianqing.
    In: MPRA Paper.
    RePEc:pra:mprapa:38698.

    Full description at Econpapers || Download paper

  37. Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments. (2012). Liao, Zhipeng ; Cheng, Xu.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:12-045.

    Full description at Econpapers || Download paper

  38. Is customer satisfaction a relevant metric for financial analysts?. (2012). CASTA, Jean-Francois ; Ngobo, Paul-Valentin ; Ramond, Olivier.
    In: Post-Print.
    RePEc:hal:journl:halshs-00680003.

    Full description at Econpapers || Download paper

  39. How the Subprime Crisis went global: Evidence from bank credit default swap spreads. (2012). Sarno, Lucio ; Mody, Ashoka ; Eichengreen, Barry ; Nedeljkovic, Milan.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:5:p:1299-1318.

    Full description at Econpapers || Download paper

  40. Model selection in the presence of nonstationarity. (2012). Kim, Jae-Young.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:169:y:2012:i:2:p:247-257.

    Full description at Econpapers || Download paper

  41. Bayesian averaging, prediction and nonnested model selection. (2012). Preston, Bruce ; Hong, Han.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:167:y:2012:i:2:p:358-369.

    Full description at Econpapers || Download paper

  42. A GEL-based AIC for model selection. (2012). Feng, Qiang.
    In: Economics Letters.
    RePEc:eee:ecolet:v:116:y:2012:i:3:p:637-639.

    Full description at Econpapers || Download paper

  43. Detection of structural breaks in linear dynamic panel data models. (2012). Tzavalis, Elias ; de Wachter, Stefan.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:56:y:2012:i:11:p:3020-3034.

    Full description at Econpapers || Download paper

  44. Which model to match?. (2012). Veredas, David ; Halbleib, Roxana ; Barigozzi, Matteo.
    In: Working Papers.
    RePEc:bde:wpaper:1229.

    Full description at Econpapers || Download paper

  45. Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model. (2011). Tsangarides, Charalambos ; Chen, Huigang ; Mirestean, Alin T.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/230.

    Full description at Econpapers || Download paper

  46. Inflation and real sectoral output shares: Dynamic panel model evidence from seven OECD countries. (2011). Kanago, Bryce ; Davis, George ; Hineline, David .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:33:y:2011:i:4:p:607-619.

    Full description at Econpapers || Download paper

  47. Banks regulatory capital buffer and the business cycle: Evidence for Germany. (2011). Wedow, Michael ; Stolz, Stephanie.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:7:y:2011:i:2:p:98-110.

    Full description at Econpapers || Download paper

  48. Tax Competition Among U.S. States: Racing to the Bottom or Riding on a Seesaw?. (2011). Wilson, Daniel ; Chirinko, Bob.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3535.

    Full description at Econpapers || Download paper

  49. Estimating Gravity Models of International Trade with Correlated Time-Fixed Regressors: To IV or not IV?. (2010). Mitze, Timo.
    In: MPRA Paper.
    RePEc:pra:mprapa:23540.

    Full description at Econpapers || Download paper

  50. What Drives Gasoline Prices?. (2010). Proost, Stef ; Glazer, Amihai ; Dunkerley, Fay .
    In: Working Papers.
    RePEc:irv:wpaper:091005.

    Full description at Econpapers || Download paper

  51. Do economic, financial and institutional developments matter for environmental degradation? Evidence from transitional economies. (2010). Rao, Bhaskara B. ; Tamazian, Artur.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:1:p:137-145.

    Full description at Econpapers || Download paper

  52. How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads. (2009). Sarno, Lucio ; Mody, Ashoka ; Eichengreen, Barry ; Nedeljkovic, Milan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14904.

    Full description at Econpapers || Download paper

  53. Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods. (2009). Tsangarides, Charalambos ; Chen, Huigang ; Mirestean, Alin T.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2009/074.

    Full description at Econpapers || Download paper

  54. The irreversibility premium. (2009). Chirinko, Bob ; Schaller, Huntley.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:56:y:2009:i:3:p:390-408.

    Full description at Econpapers || Download paper

  55. The optimal choice of moments in dynamic panel data models. (2009). Okui, Ryo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:151:y:2009:i:1:p:1-16.

    Full description at Econpapers || Download paper

  56. Do Economic, Financial and Institutional Developments Matter for Environmental Degradation? Evidence from Transitional Economies. (2008). Tamazian, Artur.
    In: MPRA Paper.
    RePEc:pra:mprapa:13015.

    Full description at Econpapers || Download paper

  57. Bayesian Averaging, Prediction and Nonnested Model Selection. (2008). Preston, Bruce ; Hong, Han.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14284.

    Full description at Econpapers || Download paper

  58. Nearly-singular design in GMM and generalized empirical likelihood estimators. (2008). Caner, Mehmet.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:144:y:2008:i:2:p:511-523.

    Full description at Econpapers || Download paper

  59. The Irreversibility Premium. (2008). Chirinko, Bob ; Schaller, Huntley.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2265.

    Full description at Econpapers || Download paper

  60. Tax competition among U.S. states: racing to the bottom or riding on a seesaw?. (2007). Wilson, Daniel ; Chirinko, Bob.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2008-03.

    Full description at Econpapers || Download paper

  61. Estimation and inference in the case of competing sets of estimating equations. (2007). Mittelhammer, Ron ; Judge, George.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:138:y:2007:i:2:p:513-531.

    Full description at Econpapers || Download paper

  62. Least Squares Model Averaging. (2007). Hansen, Bruce.
    In: Econometrica.
    RePEc:ecm:emetrp:v:75:y:2007:i:4:p:1175-1189.

    Full description at Econpapers || Download paper

  63. Liberalization and Stock Market Co-Movement between Emerging Economies. (2007). Candelon, Bertrand ; Beine, Michel.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2131.

    Full description at Econpapers || Download paper

  64. Banks regulatory buffers, liquidity networks and monetary policy transmission. (2006). Stolz, Stephanie ; Merkl, Christian.
    In: Discussion Paper Series 2: Banking and Financial Studies.
    RePEc:zbw:bubdp2:4771.

    Full description at Econpapers || Download paper

  65. GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model. (2006). Schmidt, Peter ; Doran, Howard E..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:133:y:2006:i:1:p:387-409.

    Full description at Econpapers || Download paper

  66. Banks regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks. (2005). Wedow, Michael ; Stolz, Stephanie.
    In: Discussion Paper Series 2: Banking and Financial Studies.
    RePEc:zbw:bubdp2:4262.

    Full description at Econpapers || Download paper

  67. Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models. (2005). Kiviet, Jan.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050112.

    Full description at Econpapers || Download paper

  68. Effects of trade liberalisation, environmental and labour regulations on employment in Indias organised textile sector. (2005). Narayanan, Badri G.
    In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
    RePEc:ind:igiwpp:2005-005.

    Full description at Econpapers || Download paper

  69. Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models. (2005). Tzavalis, Elias ; de Wachter, Stefan.
    In: Economics Letters.
    RePEc:eee:ecolet:v:88:y:2005:i:1:p:91-96.

    Full description at Econpapers || Download paper

  70. Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity. (2004). Kao, Chihwa ; Hong, Yongmiao.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:753.

    Full description at Econpapers || Download paper

  71. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-21 04:44:27 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.