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3. IV-BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME-VARYING VARIANCE. (2014). Demetrescu, Matei ; Hanck, Christoph ; Tarcolea, Adina I..
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4. IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance. (2012). Demetrescu, Matei ; Hanck, Christoph ; Tarcolea, Adina .
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5. A note on the estimation of long-run relationships in panel equations with cross-section linkages. (2012). Fachin, Stefano ; Di Iorio, Francesca.
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6. Real exchanges rates in commodity producing countries: A reappraisal. (2012). Carpantier, Jean-François ; Candelon, Bertrand ; Bodart, Vincent ; Carpantier, J.-F., .
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7. Testing the Neoclassical Migration Model: Overall and Age-Group Specific Results for German Regions. (2010). Reinkowski, Janina ; Mitze, Timo.
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8. Internal Migration, Regional Labour Market Dynamics and Implications for German East-West Disparities – Results from a Panel VAR. (2009). Untiedt, Gerhard ; Mitze, Timo ; Alecke, Björn.
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9. Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle. (2007). Fachin, Stefano ; Di Iorio, Francesca.
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10. Long-run real exchange rate determinants: Evidence from eight new EU member states, 1993-2003. (2007). Raabe, Katharina ; Kool, Clemens ; Candelon, Bertrand ; van Veen, Tom.
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1. Asymmetricity in the Effect of Economic and Environmental Factors on Social Sustainability: Empirical Evidence from Eastern European Economies using Dynamic Analysis with CCEMG & D-H Causality Approaches. (2022). Kirikkaleli, Dervis ; Addai, Kwaku ; Serener, Berna.
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2. Improving the Finite Sample Performance of Autoregression Estimators in Dynamic Factor Models: A Bootstrap Approach. (2015). Shintani, Mototsugu ; Guo, Zi-Yi.
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4. Lindustrialisation de lAfrique: limportance des facteurs structurels et du régime de change.. (2014). KAFANDO, Namalguebzanga.
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5. Regional convergence analysis for skill-specific employment groups. (2013). Werner, Daniel.
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6. Inequality and savings: a reassesment of the relationship in cointegrated panels. (2011). Malinen, Tuomas ; Tuomas, Malinen.
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7. Determinants of Public Debt for middle income and high income group countries using Panel Data regression. (2011). Sinha, Pankaj ; Bansal, Vishakha ; Arora, Varun.
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8. Services growth and convergence: Getting India’s states together. (2010). Shingal, Anirudh.
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9. Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks. (2010). MORANA, CLAUDIO.
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10. Gathering insights on the forest from the trees: a new metric for financial conditions. (2010). Brave, Scott ; Butters, Andrew R..
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11. Forecasting with Factor-augmented Error Correction Models. (2010). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
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12. Hysteresis in the development of unemployment: the EU and US experience. (2009). Reimers, Hans-Eggert ; Dreger, Christian.
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13. Comovements and heterogeneity in the euro area analyzed in a non-stationary dynamic factor model. (2009). Eickmeier, Sandra.
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14. Factor-augmented Error Correction Models. (2008). Marcellino, Massimiliano ; Banerjee, Anindya.
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15. Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend. (2007). Urga, Giovanni ; Trapani, Lorenzo ; Kao, Chihwa.
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16. Panel Cointegration with Global Stochastic Trends. (2007). Ng, Serena ; Kao, Chihwa ; Bai, Jushan.
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17. Purchasing Power Parity for Developing and Developed Countries: What Can We Learn from Non-Stationary Panel Data Models?. (2007). Rault, Christophe ; Drine, Imed.
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18. Another Look at the Null of Stationary RealExchange Rates. Panel Data with Structural Breaks and Cross-section Dependence. (2007). Carrion-i-Silvestre, Josep ; Basher, Syed.
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19. The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study. (2007). Wagner, Martin ; Hlouskova, Jaroslava.
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20. A Note on the Pooling of Individual PANIC Unit Root Tests. (2007). Westerlund, Joakim.
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21. Simple Tests for Cointegration in Dependent Panels with Structural Breaks. (2007). Westerlund, Joakim ; Edgerton, David.
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22. Regional inflation dynamics within and across euro area countries and a comparison with the US. (2006). Marcellino, Massimiliano ; Hubrich, Kirstin ; Beck, Guenter.
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23. Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model. (2006). Eickmeier, Sandra.
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24. Real equilibrium exchange rates. A panel data approach for advanced and emerging economies.. (2006). López Villavicencio, Antonia.
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25. Regional Inflation Dynamics within and across Euro Area and a Comparison with the US. (2006). Marcellino, Massimiliano ; Hubrich, Kirstin ; Beck, Guenter.
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26. Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models. (2006). Westerlund, Joakim ; Basher, Syed.
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27. The Asymptotics for Panel Models with Common Shocks. (2006). Urga, Giovanni ; Trapani, Lorenzo ; Kao, Chihwa.
    In: Center for Policy Research Working Papers.
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28. The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics?. (2006). Wagner, Martin.
    In: Economics Series.
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29. Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation. (2006). Marcellino, Massimiliano ; Kapetanios, George.
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30. Panel Cointegration and the Neutrality of Money. (2006). Westerlund, Joakim ; Costantini, Mauro.
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31. Regional inflation dynamics within and across euro area countries and a comparison with the US. (2006). Marcellino, Massimiliano ; Hubrich, Kirstin ; Beck, Guenter.
    In: Working Paper Series.
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32. Cointegration in panel data with breaks and cross-section dependence. (2006). Carrion-i-Silvestre, Josep ; Banerjee, Anindya.
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33. Hysteresis and Persistence in the Course of Unemployment: The EU and US Experience. (2006). Reimers, Hans-Eggert ; Dreger, Christian.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp572.

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34. Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation. (2006). Marcellino, Massimiliano ; Kapetanios, George.
    In: CEPR Discussion Papers.
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35. Testing for multicointegration in panel data with common factors. (2006). Carrion-i-Silvestre, Josep ; Berenguer-Rico, Vanessa.
    In: Working Papers in Economics.
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36. New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks. (2006). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam.
    In: Working Papers in Economics.
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37. Common stationary and non-stationary factors in the euro area analyzed in a large-scale factor model. (2005). Eickmeier, Sandra.
    In: Discussion Paper Series 1: Economic Studies.
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38. Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units. (2005). Fachin, Stefano.
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39. New Panel Unit Root Tests under Cross Section Dependence for Practitioners. (2005). Sul, Donggyu.
    In: Econometrics.
    RePEc:wpa:wuwpem:0506010.

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40. The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2005). Wagner, Martin ; Hlouskova, Jaroslava.
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp0503.

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41. Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?. (2005). Wei, Min ; Bekaert, Geert ; Ang, Andrew.
    In: NBER Working Papers.
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42. On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence. (2005). Kao, Chihwa ; Bai, Jushan.
    In: Center for Policy Research Working Papers.
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43. On PPP, Unit Roots and Panels. (2005). Wagner, Martin.
    In: Economics Series.
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44. Pooled Unit Root Tests in Panels with a Common Factor. (2005). Westerlund, Joakim.
    In: Working Papers.
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45. Natural volatility, welfare and taxation. (2005). Wälde, Klaus ; Klaus, WAELDE.
    In: Discussion Papers (ECON - Département des Sciences Economiques).
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46. The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics?. (2004). Wagner, Martin ; Muller-Furstenberger, Georg.
    In: Diskussionsschriften.
    RePEc:ube:dpvwib:dp0418.

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47. Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated. (2004). Jönsson, Kristian.
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48. Structural changes, common stochastic trends and unit roots in panel data. (2004). Carrion-i-Silvestre, Josep ; Bai, Jushan.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:345.

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49. Stochastic Trends, Demographics and Demand Systems. (2004). Attfield, Clifford.
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:04/563.

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50. Unobserved Heterogeneity in Panel Time Series Models. (2004). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0403.

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