create a website

A panel cointegrating rank test with structural breaks and cross-sectional dependence. (2021). Karaman Örsal, Deniz ; Arsova, Antonia.
In: Econometrics and Statistics.
RePEc:eee:ecosta:v:17:y:2021:i:c:p:107-129.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 34

References cited by this document

Cocites: 54

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Does FDI encourage female labor force participation? Evidence from Arab countries. (2024). Irandoust, Manuchehr.
    In: Business Economics.
    RePEc:pal:buseco:v:59:y:2024:i:3:d:10.1057_s11369-024-00365-3.

    Full description at Econpapers || Download paper

  2. An exploration of linkage between climate-related financial policies and natural rents: Evidence from the global database. (2024). Lan, Tran Thi ; Thanh, To Trung ; van Song, Nguyen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011613.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Arsova, A. ; Örsal, D.D.K. Intersection tests for the cointegrating rank in dependent panel data. 2020 Commun. Stat. - Simul. Comput.. 4 918-941
    Paper not yet in RePEc: Add citation now
  2. Arsova, A. ; Örsal, D.D.K. Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence. 2018 Econom. Rev.. 37 1033-1050

  3. Banerjee, A. ; Carrion-i Silvestre, J.L. Cointegration in panel data with structural breaks and cross-section dependence. 2015 J. Appl. Econom.. 30 1-23

  4. Choi, I. Unit root tests for panel data. 2001 J. Int. Money Financ.. 20 249-272

  5. Costantini, M. ; Lupi, C. A simple panel-CADF test for unit roots. 2013 Oxf. Bull. Econ. Stat.. 75 276-296

  6. Demetrescu, M. ; Hanck, C. Unit root testing in heteroscedastic panels using the cauchy estimator. 2012 J. Bus. Econ. Stat.. 30 256-264

  7. Demetrescu, M. ; Hassler, U. ; Tarcolea, A.I. Combining significance of correlated statistics with application to panel data. 2006 Oxf. Bull. Econ. Stat.. 68 647-663

  8. Dolado, J.J. ; Lütkepohl, H. Making wald tests work for cointegrated VAR systems. 1996 Econ. Rev.. 15 369-386
    Paper not yet in RePEc: Add citation now
  9. Gallin, J. The long run relationship between house prices and income: evidence from local housing markets. 2006 Real Estate Econ.. 34 417-438

  10. Glaeser, E.L. ; Gottlieb, J.D. ; Gyourko, J. Can Cheap Credit Explain the Housing Boom?. 2010 The National Bureau of Economic Research Working Paper:

  11. Hanck, C. An intersection test for panel unit roots. 2013 Econ. Rev.. 32 183-203

  12. Hartung, J. A note on combining dependent tests of significance. 1999 Biometr. J.. 41 849-855
    Paper not yet in RePEc: Add citation now
  13. Holly, S. ; Pesaran, H.M. ; Yamagata, T. A spatio-temporal model of house prices in the USA. 2010 J. Econom.. 158 160-173

  14. Hu, Y. ; Oxley, L. Bubbles in US regional house prices: evidence from house price-income ratios at the State level. 2018 Appl. Econ.. 50 3196-3229

  15. Huang, H. ; Tang, Y. Residential land use regulation and the us housing price cycle between 2000 and 2009. 2012 J. Urban Econ.. 71 93-99

  16. Huang, M. A nationwide or localized housing crisis? evidence from structural instability in US housing price and volume cycles. 2019 Comput. Econ.. 53 1547-1563

  17. Johansen, S. ; Mosconi, R. ; Nielsen, B. Cointegration analysis in the presence of structural breaks in the deterministic trend. 2000 Econom. J.. 3 216-249

  18. McDonald, J.F. ; Stokes, H.H. Monetary policy, mortgage rates and the housing bubble. 2013 Econ. Financ. Res.. 1 82-91

  19. Neudecker, H. ; Wesselman, A.M. The asymptotic variance matrix of the sample correlation matrix. 1990 Linear Algebra Appl.. 127 589-599
    Paper not yet in RePEc: Add citation now
  20. Örsal, D.D.K. ; Arsova, A. Meta-analytic cointegrating rank tests for dependent panels. 2017 Econ. Stat.. 2 61-72

  21. Perron, P. The great crash, the oil price shock, and the unit root hypothesis. 1989 Econometrica. 57 1361-1401

  22. Pesaran, M.H. Testing weak cross-sectional dependence in large panels. 2015 Econ. Rev.. 34 1089-1117

  23. Popp, S. New innovational outlier unit root test with a break at an unknown time. 2008 J. Stat. Comput. Simul.. 78 1145-1161
    Paper not yet in RePEc: Add citation now
  24. Qu, Z. ; Perron, P. A modified information criterion for cointegration tests based on a VAR approximation. 2007 Econ. Theory. 23 638-685

  25. Saikkonen, P. ; Lütkepohl, H. Trend adjustment prior to testing for the cointegrating rank of a vector autoregressive process. 2000 J. Time Ser. Anal.. 21 435-456

  26. Sarkar, S.K. Some probability inequalities for ordered MTP2 random variables: a proof of the simes conjecture. 1998 Ann. Stat.. 26 494-504
    Paper not yet in RePEc: Add citation now
  27. Simes, R.J. An improved Bonferroni procedure for multiple tests of significance. 1986 Biometrika. 73 751-754
    Paper not yet in RePEc: Add citation now
  28. Stouffer, S. ; DeVinney, L. ; Suchmen, E. The American Soldier: Adjustment During Army Life. 1949 Princeton University Press: Princeton, NJ
    Paper not yet in RePEc: Add citation now
  29. Toda, H.Y. Finite sample performance of likelihood ratio tests for cointegrating ranks in vector autoregressions. 1995 Econ. Theory. 11 1015-1032

  30. Trenkler, C. ; Saikkonen, P. ; Lütkepohl, H. Testing for the cointegrating rank of a VAR process with level shift and trend break. 2008 J. Time Ser. Anal.. 29 331-358

  31. Tsagris, M. ; Beneki, C. ; Hassani, H. On the folded normal distribution. 2014 Mathematics. 2 12-28
    Paper not yet in RePEc: Add citation now
  32. Wagner, M. ; Hlouskova, J. The performance of panel cointegration methods: results from a large scale simulation study. 2010 Econom. Rev.. 29 182-223

  33. Westerlund, J. Testing for panel cointegration with multiple structural breaks. 2006 Oxf. Bull. Econ. Stat.. 68 101-132

  34. Westerlund, J. ; Edgerton, D.L. A simple test for cointegration in dependent panels with structural breaks. 2008 Oxf. Bull. Econ. Stat.. 70 665-704

Cocites

Documents in RePEc which have cited the same bibliography

  1. A source of funding for illicit activities or a solution to crime? Evidence from remittance inflows to Jamaica. (2024). Kufuor, Nana Kwabena ; Williams, Kevin.
    In: Journal of International Development.
    RePEc:wly:jintdv:v:36:y:2024:i:1:p:3-25.

    Full description at Econpapers || Download paper

  2. Does FDI encourage female labor force participation? Evidence from Arab countries. (2024). Irandoust, Manuchehr.
    In: Business Economics.
    RePEc:pal:buseco:v:59:y:2024:i:3:d:10.1057_s11369-024-00365-3.

    Full description at Econpapers || Download paper

  3. Economic volatility and financial deepening in Sub-Saharan Africa: evidence from panel cointegration with cross-sectional heterogeneity and endogenous structural breaks. (2023). Fakih, Ali ; Abosedra, Salah ; Ghosh, Sajal ; Kanjilal, Kakali ; Singh, Vinay Kumar.
    In: Empirical Economics.
    RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02415-9.

    Full description at Econpapers || Download paper

  4. Unemployment and Suicide in the United States: The Import of Addressing Cross-Sectional Dependence. (2023). Kunce, Mitch.
    In: Bulletin of Applied Economics.
    RePEc:rmk:rmkbae:v:10:y:2023:i:1:p:1-19.

    Full description at Econpapers || Download paper

  5. Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001216.

    Full description at Econpapers || Download paper

  6. Impact of financial development on CO2 emissions: improved empirical results. (2022). Petrovi, Predrag ; Lobanov, Mikhail M.
    In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development.
    RePEc:spr:endesu:v:24:y:2022:i:5:d:10.1007_s10668-021-01721-5.

    Full description at Econpapers || Download paper

  7. Which are the long-run determinants of US outward FDI? Evidence using large long-memory panels. (2022). Tamarit, Cecilio ; Camarero, Mariam ; Moliner, Sergi.
    In: Working Papers.
    RePEc:inf:wpaper:2022.08.

    Full description at Econpapers || Download paper

  8. Re-investigating the insurance-growth nexus using common factors. (2022). Basse, Tobias ; Gonzalez, Miguel Rodriguez ; Wegener, Christoph.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321002907.

    Full description at Econpapers || Download paper

  9. Energy consumption and GDP: a panel data analysis with multi-level cross-sectional dependence. (2022). Rodriguez Caballero, Carlos ; Rodriguez-Caballero, Carlos Vladimir.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:23:y:2022:i:c:p:128-146.

    Full description at Econpapers || Download paper

  10. The rise and fall of global financial flows in EU 15: new evidence using dynamic panels with common correlated effects. (2022). Tamarit, Cecilio ; Camarero, Mariam ; Muoz, Silviano Alejandro.
    In: Working Papers.
    RePEc:eec:wpaper:2212.

    Full description at Econpapers || Download paper

  11. Which are the long-run determinants of US outward FDI? Evidence using large long-memory panels. (2022). Tamarit, Cecilio ; Camarero, Mariam ; Moliner, Silviano Sergi.
    In: Working Papers.
    RePEc:eec:wpaper:2210.

    Full description at Econpapers || Download paper

  12. Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports. (2021). Fantazzini, Dean ; Kolesnikova, Anna.
    In: MPRA Paper.
    RePEc:pra:mprapa:109297.

    Full description at Econpapers || Download paper

  13. Differences in wage determination in the Eurozone: A challenge to the resilience of the common currency. (2021). Tamarit, Cecilio ; D'Adamo, Gaetano ; Camarero, Mariam ; Dadamo, Gaetano.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:43:y:2021:i:1:p:183-199.

    Full description at Econpapers || Download paper

  14. Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports. (2021). Fantazzini, Dean ; Kolesnikova, Anna.
    In: Energy Policy.
    RePEc:eee:enepol:v:157:y:2021:i:c:s0301421521003360.

    Full description at Econpapers || Download paper

  15. Does the shale gas boom change the natural gas price-production relationship? Evidence from the U.S. market. (2021). Chu, Yin ; Wang, Quan-Jing ; Wen, Jun ; Feng, Gen-Fu ; Chang, Chun-Ping.
    In: Energy Economics.
    RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319300799.

    Full description at Econpapers || Download paper

  16. Dynamics of energy poverty: Evidence from nonparametric estimates across the ASEAN+6 region. (2021). Yan, Eric ; Inekwe, John ; Bhattacharya, Mita.
    In: Energy Economics.
    RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004254.

    Full description at Econpapers || Download paper

  17. A panel cointegrating rank test with structural breaks and cross-sectional dependence. (2021). Karaman Örsal, Deniz ; Arsova, Antonia.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:17:y:2021:i:c:p:107-129.

    Full description at Econpapers || Download paper

  18. Financial inclusion and economic growth in India amid demonetization: A case study based on panel cointegration and causality. (2021). Singh, Vinay Kumar ; Ghosh, Sajal.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:71:y:2021:i:c:p:674-693.

    Full description at Econpapers || Download paper

  19. Behavioural​ equilibrium real exchange rates and misalignments: Evidence from large emerging markets. (2021). Goyal, Ashima ; Banerjee, Krittika.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:70:y:2021:i:c:p:414-436.

    Full description at Econpapers || Download paper

  20. Commodity Prices in Empirical Research. (2020). Carpantier, Jean-François.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02497404.

    Full description at Econpapers || Download paper

  21. Human capital and CO2 emissions in the long run. (2020). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Yao, Yao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302474.

    Full description at Econpapers || Download paper

  22. The Environmental Kuznets Curve across Australian states and territories. (2020). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Awaworyi Churchill, Sefa.
    In: Energy Economics.
    RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302097.

    Full description at Econpapers || Download paper

  23. “Global factors, international spillovers, and the term structure of interest rates: New evidence for Asian Countries”. (2020). Tronzano, Marco ; Guerello, Chiara.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300166.

    Full description at Econpapers || Download paper

  24. Stock Prices, Exchange Rates and Portfolio Equity Flows: A Toda-Yamamoto Panel Causality Test. (2019). Messinis, George ; Andriansyah, Andriansyah.
    In: MPRA Paper.
    RePEc:pra:mprapa:97992.

    Full description at Econpapers || Download paper

  25. Exchange rate pass-through to import prices in Europe: A panel cointegration approach. (2019). Arsova, Antonia.
    In: Working Paper Series in Economics.
    RePEc:lue:wpaper:384.

    Full description at Econpapers || Download paper

  26. Human capital and energy consumption: Evidence from OECD countries. (2019). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Yao, Yao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303299.

    Full description at Econpapers || Download paper

  27. R&D intensity and carbon emissions in the G7: 1870–2014. (2019). Zhang, Xibin ; Smyth, Russell ; Inekwe, John ; Awaworyi Churchill, Sefa.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:30-37.

    Full description at Econpapers || Download paper

  28. Commodity Prices In Empirical Research. (2019). Carpantier, Jean-François.
    In: LIDAM Discussion Papers IRES.
    RePEc:ctl:louvir:2020021.

    Full description at Econpapers || Download paper

  29. The long-run impact of monetary policy uncertainty and banking stability on inward FDI in EU countries. (2018). Albulescu, Claudiu ; Ionescu, Adrian Marius.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:45:y:2018:i:c:p:72-81.

    Full description at Econpapers || Download paper

  30. The Environmental Kuznets Curve in the OECD: 1870–2014. (2018). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Awaworyi Churchill, Sefa.
    In: Energy Economics.
    RePEc:eee:eneeco:v:75:y:2018:i:c:p:389-399.

    Full description at Econpapers || Download paper

  31. Testing for breaks in the weighting matrix. (2017). Burridge, Peter ; Mur, Jesus ; Angulo, Ana.
    In: Documentos de Trabajo.
    RePEc:zar:wpaper:dt2017-01.

    Full description at Econpapers || Download paper

  32. Human capital, energy, and economic development – Evidence from Chinese provincial data. (2017). Fang, Zheng ; Chen, Yang.
    In: RIEI Working Papers.
    RePEc:xjt:rieiwp:2017-03.

    Full description at Econpapers || Download paper

  33. Testing for a structural break in the weight matrix of the spatial error or spatial lag model. (2017). Burridge, Peter ; Mur, Jesus ; Angulo, Ana.
    In: Spatial Economic Analysis.
    RePEc:taf:specan:v:12:y:2017:i:2-3:p:161-181.

    Full description at Econpapers || Download paper

  34. The long-run impact of monetary policy uncertainty and banking stability on inward FDI in EU countries. (2017). Albulescu, Claudiu ; Ionescu, Adrian .
    In: Working Papers.
    RePEc:hal:wpaper:hal-01503950.

    Full description at Econpapers || Download paper

  35. Price relationships between crude oil and transport fuels in the European Union before and after the 2008 financial crisis. (2017). Hajko, Vladimir ; Cerdeira Bento, João ; Moutinho, Victor.
    In: Utilities Policy.
    RePEc:eee:juipol:v:45:y:2017:i:c:p:76-83.

    Full description at Econpapers || Download paper

  36. Fiscal sustainability in EMU countries: A continued fiscal commitment?. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:50:y:2017:i:c:p:85-97.

    Full description at Econpapers || Download paper

  37. Impact of International capital flows on emerging markets’ sovereign risk premium – demand vs. vulnerability effect. (2017). Konopczak, Micha.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:23:y:2017:i:c:p:239-245.

    Full description at Econpapers || Download paper

  38. Human capital and energy in economic growth – Evidence from Chinese provincial data. (2017). Fang, Zheng ; Chen, Yang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:68:y:2017:i:c:p:340-358.

    Full description at Econpapers || Download paper

  39. Does human capital matter for energy consumption in China?. (2017). Salim, Ruhul ; Chen, George ; Yao, Yao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:67:y:2017:i:c:p:49-59.

    Full description at Econpapers || Download paper

  40. An empirical analysis of the nexus between investment, fiscal balances and current account balances in Greece, Portugal and Spain. (2017). Pilbeam, Keith ; Litsios, Ioannis.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:63:y:2017:i:c:p:143-152.

    Full description at Econpapers || Download paper

  41. Testing for Panel Cointegration Using Common Correlated Effects Estimators. (2017). Carrion-i-Silvestre, Josep ; Banerjee, Anindya.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:38:y:2017:i:4:p:610-636.

    Full description at Econpapers || Download paper

  42. A panel cointegration rank test with structural breaks and cross-sectional dependence. (2016). Karaman Örsal, Deniz ; Arsova, Antonia.
    In: VfS Annual Conference 2016 (Augsburg): Demographic Change.
    RePEc:zbw:vfsc16:145822.

    Full description at Econpapers || Download paper

  43. Productivity, Infrastructure and Human Capital in the Spanish Regions. (2016). Carrion-i-Silvestre, Josep ; Surdeanu, Laura.
    In: Spatial Economic Analysis.
    RePEc:taf:specan:v:11:y:2016:i:4:p:365-391.

    Full description at Econpapers || Download paper

  44. Fiscal Deficit Sustainability of the Spanish Regions. (2016). Carrion-i-Silvestre, Josep.
    In: Regional Studies.
    RePEc:taf:regstd:v:50:y:2016:i:10:p:1702-1713.

    Full description at Econpapers || Download paper

  45. The influence of sovereign bond yields on bank lending rates: the pass-through in Europe. (2016). Eller, Markus ; Reininger, Thomas.
    In: Focus on European Economic Integration.
    RePEc:onb:oenbfi:y:2016:i:2:b:1.

    Full description at Econpapers || Download paper

  46. An intersection test for the cointegrating rank in dependent panel data. (2016). Karaman Örsal, Deniz ; Arsova, Antonia.
    In: Working Paper Series in Economics.
    RePEc:lue:wpaper:357.

    Full description at Econpapers || Download paper

  47. Breaking down world trade elasticities: a panel ECM approach. (2016). Martinez-Martin, Jaime.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:275.

    Full description at Econpapers || Download paper

  48. Retail bank interest rate pass-through in the euro area: An empirical survey. (2016). Billon, Steve ; Andries, Natalia.
    In: Economic Systems.
    RePEc:eee:ecosys:v:40:y:2016:i:1:p:170-194.

    Full description at Econpapers || Download paper

  49. The Balassa–Samuelson hypothesis in the developed and developing countries revisited. (2016). Wang, Weiguo ; Xue, Jing ; Du, Chonghua .
    In: Economics Letters.
    RePEc:eee:ecolet:v:146:y:2016:i:c:p:33-38.

    Full description at Econpapers || Download paper

  50. Fiscal Sustainability in EMU contries: A continued Fiscal commitment?. (2016). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan.
    In: Working Papers.
    RePEc:eec:wpaper:1608.

    Full description at Econpapers || Download paper

  51. Trade Openness and Income: A Tale of Two Regions. (2016). Tamarit, Cecilio ; Martínez-Zarzoso, Inmaculada ; Camarero, Mariam ; Martinez-Zarzoso, Inmaculada ; Nowak-Lehmann, Felicitas.
    In: The World Economy.
    RePEc:bla:worlde:v:39:y:2016:i:3:p:386-408.

    Full description at Econpapers || Download paper

  52. Breaking down world trade elasticities: a panel ECM approach. (2016). Martinez-Martin, Jaime.
    In: Working Papers.
    RePEc:bde:wpaper:1614.

    Full description at Econpapers || Download paper

  53. Relaciones regionales en los precios de vivienda nueva en Colombia. (2015). Enriquez, Hernan ; Campo Robledo, Jacobo ; Sierra, Hernan Enriquez ; Arosemena, Antonio Avendao .
    In: Revista Ecos de Economía.
    RePEc:col:000442:013824.

    Full description at Econpapers || Download paper

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

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-20 20:23:10 || 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.