Concepedia

Causality between energy consumption and output growth in the Indian cement industry: An application of the panel vector error correction model (VECM)

Sabuj Kumar Mandal, S. Madheswaran

Energy Policy · 2010 · 41 citations · 27 references

DOI

Concepts

References

27

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

Robert F. Engle, C. W. J. Granger · Econometrica · 1987 · 31.6K citations

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Testing for unit roots in heterogeneous panels

Kyung So Im, M. Hashem Pesaran, Yongcheol Shin · Journal of Econometrics · 2003 · 14.7K citations

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A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test

G. S. Maddala, Shaowen Wu · Oxford Bulletin of Economics and Statistics · 1999 · 6.7K citations · Full text

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

Peter Pedroni · Econometric Theory · 2004 · 6.3K citations

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Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors

Peter Pedroni · Oxford Bulletin of Economics and Statistics · 1999 · 4.5K citations

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