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2. Structural breaks, cointegration and the Fisher effect. (2009). Haug, Alfred ; Beyer, Andreas ; Dewald, William G..
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3. Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors. (2006). Kurozumi, Eiji ; Hayakawa, Kazuhiko.
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4. The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes. (2006). Perron, Pierre ; Kejriwal, Mohitosh.
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1. Regression-based analysis of cointegration systems. (2015). Gómez Biscarri, Javier ; Hualde, Javier ; Gomez-Biscarri, Javier.
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2. A Panel Cointegration study of the long-run relationship between Savings and Investments in the OECD economies, 1970-2007. (2010). Fachin, Stefano ; Di Iorio, Francesca.
   In: MPRA Paper.
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3. Residual-based tests for cointegration and multiple deterministic structural breaks: A Monte Carlo study. (2010). Mogliani, Matteo.
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4. Oil Exports and the Iranian Economy. (2009). Pesaran, Mohammad ; Mohaddes, Kamiar ; Esfahani, Hadi.
   In: IZA Discussion Papers.
   RePEc:iza:izadps:dp4537.

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5. Structural breaks, cointegration and the Fisher effect. (2009). Haug, Alfred ; Beyer, Andreas ; Dewald, William G..
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20091013.

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6. Oil Exports and the Iranian Economy. (2009). Pesaran, Mohammad ; Mohaddes, Kamiar ; Esfahani, Hadi.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_2843.

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7. Exchange rate volatility and United Kingdom trade: evidence from Canada, Japan and New Zealand. (2008). Choudhry, Taufiq.
   In: Empirical Economics.
   RePEc:spr:empeco:v:35:y:2008:i:3:p:607-619.

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8. Exchange Rate Regime and Demand for Reserves: Evidence from Kenya, Mexico and Philippines. (2008). Choudhry, Taufiq ; Hasan, Mohammad.
   In: Open Economies Review.
   RePEc:kap:openec:v:19:y:2008:i:2:p:167-181.

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9. In search of FDI-led growth in developing countries. (2007). Nowak-Lehmann D., Felicitas ; Herzer, Dierk ; Danzinger, Felicitas Nowak-Lehmann .
   In: Proceedings of the German Development Economics Conference, Göttingen 2007.
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10. Fragmentation and East Asias information technology trade. (2007). Gangnes, Byron ; Bonham, Carl ; van Assche, Ari.
    In: Applied Economics.
    RePEc:taf:applec:v:39:y:2007:i:2:p:215-228.

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11. M1 demand and volatility. (2007). Schmidt, Martin.
    In: Empirical Economics.
    RePEc:spr:empeco:v:32:y:2007:i:1:p:85-104.

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12. Simple Tests for Cointegration in Dependent Panels with Structural Breaks. (2007). Westerlund, Joakim ; Edgerton, David.
    In: Working Papers.
    RePEc:hhs:lunewp:2006_013.

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13. African terms of trade and the commodity terms of trade: close cousins or distant relatives?. (2006). Cashin, Paul ; Pattillo, Catherine.
    In: Applied Economics.
    RePEc:taf:applec:v:38:y:2006:i:8:p:845-859.

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14. The equilibrium relationship among money, income, prices, and interest rates: evidence from a threshold cointegration test. (2006). Kitasaka, Shin-ichi ; Maki, Daiki.
    In: Applied Economics.
    RePEc:taf:applec:v:38:y:2006:i:13:p:1585-1592.

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15. Non-linear adjustment in the term structure of interest rates: a cointegration analysis in the non-linear STAR framework. (2006). Maki, Daiki.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:17:p:1301-1307.

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16. New Improved Tests for Cointegration with Structural Breaks. (2006). Westerlund, Joakim ; Edgerton, David.
    In: Working Papers.
    RePEc:hhs:lunewp:2006_003.

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17. In search of FDI-led growth in developing countries. (2006). Nowak-Lehmann D., Felicitas ; Herzer, Dierk.
    In: Ibero America Institute for Econ. Research (IAI) Discussion Papers.
    RePEc:got:iaidps:150.

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18. Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators. (2006). Anderson, Richard ; Qian, Hailong.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-050.

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19. Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression. (2006). Perron, Pierre ; Kejriwal, Mohitosh.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2006-035.

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20. A Gaussian IV estimator of cointegrating relations. (2006). Haldrup, Niels ; Bårdsen, Gunnar.
    In: Economics Working Papers.
    RePEc:aah:aarhec:2006-03.

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21. Testing Cointegration Rank in Large Systems. (2005). Hsiao, Chih-Ying ; Chen, Pu.
    In: Econometrics.
    RePEc:wpa:wuwpem:0504002.

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22. Test for cointegration based on two-stage least squares. (2005). Al-Ballaa, Norah.
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:32:y:2005:i:7:p:707-713.

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23. Panel Cointegration Tests with Deterministic Trends and Structural Breaks. (2005). Westerlund, Joakim ; Edgerton, David.
    In: Working Papers.
    RePEc:hhs:lunewp:2005_042.

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24. Testing for Error Correction in Panel Data. (2005). Westerlund, Joakim.
    In: Working Papers.
    RePEc:hhs:lunewp:2005_011.

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25. Indirect Utility Maximization under Risk: A Heterogeneous Panel Application. (2005). Shumway, C. ; Liu, Yucan.
    In: 2005 Annual Meeting, July 6-8, 2005, San Francisco, California.
    RePEc:ags:waeasa:36307.

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26. Rice World Market Prices. (2005). OUTLAW, JOE ; Anderson, David ; Bryant, Henry.
    In: 2005 Annual meeting, July 24-27, Providence, RI.
    RePEc:ags:aaea05:19178.

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27. Mixed signals among tests for cointegration. (2004). Haug, Alfred ; Gregory, Allan ; Lomuto, Nicoletta.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:19:y:2004:i:1:p:89-98.

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28. Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods. (2004). Österholm, Pär.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2004_013.

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29. Fragmentation and East Asia’s Information Technology Trade. (2004). Gangnes, Byron ; Bonham, Carl ; van Assche, Ari.
    In: Working Papers.
    RePEc:hai:wpaper:200409.

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30. On the power of panel cointegration tests: A Monte Carlo comparison. Economics Letters, 80(1):105-111.. (2003). Gutierrez, Luciano.
    In: Econometrics.
    RePEc:wpa:wuwpem:0211003.

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31. Manufactured Exports, Capital Good Imports, and Economic Growth: Experience of Mexico and Brazil. (2003). Alam, Md..
    In: International Economic Journal.
    RePEc:taf:intecj:v:17:y:2003:i:4:p:85-105.

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32. Monetary dynamics: a market approach. (2003). Schmidt, Martin.
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:2:p:139-152.

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33. Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems. (2003). Omtzigt, Pieter ; Cubadda, Gianluca.
    In: Economics & Statistics Discussion Papers.
    RePEc:mol:ecsdps:esdp03012.

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34. Testing for Cointegration in Misspecified Systems –A Monte Carlo Study of Size Distortions. (2003). Österholm, Pär.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2003_021.

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35. Bootstrapping and Bartlett corrections in the cointegrated VAR model. (2002). Omtzigt, Pieter ; Fachin, Stefano.
    In: Economics and Quantitative Methods.
    RePEc:ins:quaeco:qf0212.

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36. A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models. (2002). johansson, Martin W ; Hjelm, Goran.
    In: Working Papers.
    RePEc:hhs:lunewp:2002_003.

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37. Retail Interest Rate Pass-Through - The Irish Experience. (2002). O'Reilly, Gerard ; Fitzpatrick, Trevor ; Bredin, Don.
    In: The Economic and Social Review.
    RePEc:eso:journl:v:33:y:2002:i:2:p:223-246.

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38. A REVIEW OF SYSTEMS COINTEGRATION TESTS. (2001). Saikkonen, Pentti ; Lütkepohl, Helmut ; Hubrich, Kirstin.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:20:y:2001:i:3:p:247-318.

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39. Trade Liberalisation and Industrial Growth in Pakistan: A Cointegration Analysis. (2001). Dutta, Dilip ; Ahmed, Nasiruddin.
    In: ASARC Working Papers.
    RePEc:pas:asarcc:2001-01.

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40. Tests for the Null Hypothesis of Cointegration: a Monte Carlo Comparison. (2001). Gabriel, Vasco.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:7/2001.

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41. Employment Adjustment in Portugal: Evidence from Aggregate and Firm Data. (2001). Teixeira, Paulino ; Addison, John.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp391.

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42. A long run structural macroeconometric model of the UK. (2001). shin, yongcheol ; Pesaran, Mohammad ; Lee, Kevin ; Garratt, Anthony.
    In: Edinburgh School of Economics Discussion Paper Series.
    RePEc:edn:esedps:35.

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43. Retail Interest Rate Pass-Through: The Irish Experience. (2001). O'Reilly, Gerard ; Fitzpatrick, Trevor ; Bredin, Don.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:6/rt/01.

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44. Should the Law of One Price be Pushed Away? Evidence from International Commodity Markets. (2000). Vataja, Juuso.
    In: Open Economies Review.
    RePEc:kap:openec:v:11:y:2000:i:4:p:399-415.

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45. Some Pretesting Issues on Testing for Granger Noncausality. (1999). Clarke, Judith ; Mirza, Sadaf ; Giles, Judith A..
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46. Simulating competing cointegration tests in a bivariate system. (1999). RALF OSTERMARK, RUNE HOGLUND, .
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:26:y:1999:i:7:p:831-846.

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47. Spurious Regression and Residual-Based Tests for Cointegration in Panel Data When the Cross-Section and Time-Series Dimensions are Comparable. (1997). Kao, Chihwa.
    In: Econometrics.
    RePEc:wpa:wuwpem:9703002.

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48. Labor market dynamics when effort depends on wage growth comparisons. (1996). Palm, Franz ; de la Croix, David.
    In: LIDAM Discussion Papers IRES.
    RePEc:ctl:louvir:1996019.

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49. Intertemporal Substitution in Import Demand and Habit Formation. (1996). de la Croix, David.
    In: LIDAM Discussion Papers IRES.
    RePEc:ctl:louvir:1996002.

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50. Does the PPP need the UIP?. (). Serati, Massimiliano ; Helg, Rodolfo.
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    RePEc:igi:igierp:97.

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