Affiliation:
1. Institute for Statistics and Econometrics; Christian-Albrechts-Universität zu Kiel; Olshausenstraße 40-60 24118 Kiel Germany
2. Faculty of Economics; Universität Duisburg-Essen; Universitätstraße 12 45117 Essen Germany
Funder
Deutsche Forschungsgemeinschaft
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Reference68 articles.
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2. A panic attack on unit roots and cointegration’,;Bai;Econometrica,2004
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4. Some cautions on the use of panel methods for integrated series of macroeconomic data’,;Banerjee;The Econometrics Journal,2004
5. Testing for PPP: should we use panel methods?’,;Banerjee;Empirical Economics,2005