Concepedia

Does PPP hold between Asian and Japanese economies? Evidence using panel unit root and panel cointegration

M. Azali, Muzafar Shah Habibullah, Ahmad Zubaidi Baharumshah

Japan and the World Economy · 2001 · 65 citations · 19 references

DOI

Concepts

References

19

Co-Integration and Error Correction: Representation, Estimation, and Testing

Robert F. Engle, C. W. J. Granger · Econometrica · 1987 · 31.9K citations

, , +9

Testing for a unit root in time series regression

Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations

, , +16

MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY

Søren Johansen, Katarina Jusélius · Oxford Bulletin of Economics and Statistics · 1990 · 14.1K citations

, , +6

PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS

Peter Pedroni · Econometric Theory · 2004 · 6.5K citations

, , +16

Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors

Peter Pedroni · Oxford Bulletin of Economics and Statistics · 1999 · 4.6K citations

, , +9