Small Sample Properties of Panel Time-Series Estimators with I(1) Errors-Reference-Cited by-同舟云学术

Small Sample Properties of Panel Time-Series Estimators with I(1) Errors

Published:2001 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Coakley Jerry,Fuertes Ana-Maria,Smith Ron P.

Publisher

Elsevier BV

Reference11 articles.

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2. Testing for Purchasing Power Parity: Econometric Issues and an Application to Developing Countries;B H Baltagi;Advances in Econometrics,1999

3. Some Econometric Issues in Measuring the Monetary Transmission Mechanism, with an Application to Developing Countries, Birkbeck College Discussion Paper in Economics 15/2000;D Boyd;International Journal of Finance and Economics,2000

4. Nonparametric Cointegration Analysis of Real Exchange Rates;J Coakley;Applied Financial Economics,2001

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