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by DDK Örsal - Cited by 1

http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2007-029.pdf

by A Bénassy-Quéré - Cited by 2

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http://www.ijeb.com/Issues/data/Dec05_3_cmiacefpdct.pdf

Fully modified OLS for heterogeneous cointegrated panels+ Advances in Econo- metrics 15, 93–130+. Pedroni, P+ ~2001a! Panel Cointegration; Asymptotic and ...

http://www.williams.edu/Economics/wp/pedronipanelcointegration.pdf

cointegration in heterogeneous panels based on Pedroni (1995, 1997a) have ... Applications of the panel cointegration tests developed in Pedroni (1995, ...

http://www.williams.edu/Economics/wp/pedronicriticalvalues.pdf

by BB Rao - Cited by 4

http://mpra.ub.uni-muenchen.de/6565/1/MPRA_paper_6565.pdf

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Parameter estimates of normalized cointegrating vectors ................................................ 10. 3. Results from Pedroni's panel cointegration ...

http://papers.ssrn.com/sol3/Delivery.cfm/wp07287.pdf?abstractid=1078792&mirid=1

Specifically, Pedroni (1997) proposes seven panel cointegration .... continue with the panel cointegration tests presented by Pedroni (1997). The Pedroni ...

http://papers.ssrn.com/sol3/Delivery.cfm/rode_276.pdf?abstractid=712955&mirid=1

by SA Basher - Cited by 27

http://www.uoit.ca/sas/Macroeconomic Issues/ppptests.pdf

two panel cointegration techniques as Pedroni (1999) tests and Westerlund .... The results of Pedroni panel cointegration tests are demonstrated in Table 2. ...

http://meeaweb.org/meeapapers/ASSA10ArticleConsumerConfidenceEmergingMarkets.pdf

Pedroni panel unit root to test whether the cointegration relationship exists or not. .... This paper employs the Pedroni (1999) panel cointegration test. ...

http://ageconsearch.umn.edu/bitstream/50927/2/Estimation of Agricultural Total Factor Productivity in China -IAAE.pdf

Pedroni (1999) procedure. Evidence of no cointegration is found from both individual and panel cointegration tests. So, the PPP does not hold in the long ...

http://www.informaworld.com/index/TR9V1BBHEKHTXFVQ.pdf

and Sri Lanka, using Pedroni's panel cointegration technique for the period 1980–2002. ...... Pedroni panel cointegration test-dependent variable: RGDP ...

http://www.informaworld.com/index/778895668.pdf

Panel Cointegration Analysis. To determine whether a cointegrating relationship exits, the recently developed methodology proposed by Pedroni (1999a) is ...

http://www.springerlink.com/index/E715GR4353LJ382M.pdf

multivariate panel co-integration technique developed by Pedroni (1999) and ...... Pedroni P (2001) Purchasing power parity tests in cointegrated panels. ...

http://www.springerlink.com/index/q6r4087853601573.pdf

by SA Basher - Cited by 27

http://129.3.20.41/eps/mac/papers/0310/0310013.pdf

by P Pedroni - 2001 - Cited by 230

http://www.bilkent.edu.tr/~tyigit/gradmetr/pedroni.pdf

McCoskey S and Kao C (1998) A residual-based test of the null of cointegration in panel data, Economet Rev 17, 57-84. Pedroni P (2004) Panel cointegration; ...

http://www.nek.lu.se/nekded/Research/Projects/Panel/Description.pdf

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- All 2 versions

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by K Örsal - 2008 - Cited by 1

http://www.accessecon.com/pubs/EB/2008/Volume3/EB-07C10009A.pdf

by G Hondroyiannis - 2002 - Cited by 10

http://www.accessecon.com/pubs/eb/2002/volume10/EB-02J10001A.pdf

Palm and Urbain (2005) discuss the implications of common factors for Pedroni's panel cointegration tests. 14 Holly et al (2009) specify unobserved common ...

http://pluto.huji.ac.il/~msdfels/pdf/SPATIAL ERROR CORRECTION SpECM4.pdf

by J ASHWORTH - Cited by 4

http://www.unipv.it/websiep/wp/530.pdf

by I DRINE - Cited by 3

http://membres.lycos.fr/drineimed/hpbimg/papier10.pdf

by I DRINE - Cited by 1

http://membres.lycos.fr/drineimed/hpbimg/papier12.pdf

by C Hanck - 2006 - Cited by 3

http://www.statistik.tu-dortmund.de/fileadmin/user_upload/Lehrstuehle/MSind/SFB_475/2006/tr44-06.pdf

by E Gaffeo - Cited by 6

http://www-econo.economia.unitn.it/new/eventi/wstn/gaffeosantoro.pdf

by I DRINE - Cited by 20

http://membres.multimania.fr/drineimed/hpbimg/papier6.pdf

Tests were executed using RATS codes for panel co-integration provided by Peter Pedroni. Table 3: DOLS Estimation. Dependent Variable: y ...

http://www.lsf.lu/eng/content/download/586/3110/file/H1_Aslan.pdf

by P Pedroni - Cited by 894

http://www.arts.cornell.edu/econ/CAE/multi-pc-7-25-99.pdf

Pedroni, P., (1995), Panel cointegration: asymptotic and finite sample prop- ... Pedroni, P., 2001, Purchasing power parity tests in cointegrated panels, ...

http://www.u-paris2.fr/ermes/doctrav/trav0209.pdf

The cointegration regression is given by: Based on the cointegration residuals, Pedroni develops seven panel cointegration statistics. ...

http://www.ciaonet.org/wps/ker03/ker03.pdf

by A Hatemi-Jarabad - Related articles

http://www98.griffith.edu.au/dspace/bitstream/10072/21661/1/50754_1.pdf

first is the average-based FMOLS estimator proposed by Pedroni (2001). The second is a pooled-based panel co-integration estimator suggested by Breitung ...

http://imf.org/external/pubs/ft/wp/2005/wp05164.pdf

by JL Wu - 2001 - Cited by 29

http://economic.ccu.edu.tw/publications/Hsiu-Yun Lee/chinese/15. Jyh-Lin Wu, Show-Lin Chen and Hsiu-Yun Lee (2001).pdf

The various residual-based panel cointegration tests provide solutions to this .... Pedroni's panel CI tests. Denoting by ρi the autoregressive coefficient ...

http://www.eui.eu/Personal/Banerjee/courses/AdvBlock2-2006/BertinoroSlides.pdf

PPP HYPOTHESIS. PETER PEDRONI. Williams College. We examine properties of residual-based tests for the null of no cointegration for dynamic panels in which ...

http://www.eui.eu/Personal/Banerjee/courses/spring2007/Topics in Integrated Panel Data Econom/pedroni - ET.pdf

by K Funke - Cited by 3

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by M BILDIRICI - 2004 - Cited by 3

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by C Dreger - Cited by 3

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Panel co-integration tests ^ Pedroni test, Kao test, Fisher test and other panel co-integration tests. 10.00am^10.30am : Tea Break ...

http://www.mfa.com.my/DAW2009_MFA.pdf

by H Ma - Related articles

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