Concepedia
Statistics
Publications
59
Citations
9.1K
H-Index
30
Active since
1986
Affiliations
European University Institute(Current)
University of Oxford
Bocconi University
Centre for Economic Policy Research
University of Dundee
Anindya Banerjee is an author at European University Institute specializing in economics, econometrics, and social sciences.
Publications per year
1986–2023
Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework
Anindya Banerjee, Juan J. Dolado, Ricardo Mestre · Journal of Time Series Analysis · 1998 · 2.3K citations · Full text
Social Sciences, Economics, Econometrics +8
Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.
Anindya Banerjee, Juan J. Dolado, John W. Galbraith · The Economic Journal · 1996 · 1.6K citations
Social Sciences, Business Economics, Economics +12
EXPLORING EQUILIBRIUM RELATIONSHIPS IN ECONOMETRICS THROUGH STATIC MODELS: SOME MONTE CARLO EVIDENCE<sup>*</sup>
Anindya Banerjee, Juan J. Dolado, David F. Hendry et al. · Oxford Bulletin of Economics and Statistics · 1986 · 800 citations · Full text
Social Sciences, Business Economics, Economics +8
Panel Data Unit Roots and Cointegration: An Overview
Anindya Banerjee · Oxford Bulletin of Economics and Statistics · 1999 · 509 citations
Social Sciences, Economics, Econometrics +16
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence
Anindya Banerjee, Robin L. Lumsdaine, James H. Stock · Journal of Business and Economic Statistics · 1992 · 406 citations
Computing, Economics, Econometrics +13
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