Concepedia
SN Business & Economics · 2023 · 26 citations · 77 references
Open access
EconomicsEconomic ComplexityInformation SocietyTechnology ComplexityBusinessInformation ManagementDigital EconomyTechnology Transfer
77
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 · 14K citations
Econometric Model, Monetary Policy, Economics +11
A simple panel unit root test in the presence of cross‐section dependence
M. Hashem Pesaran · Journal of Applied Econometrics · 2007 · 11.4K citations · Full text
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
Trevor Breusch, A. R. Pagan · The Review of Economic Studies · 1980 · 8.5K citations
Econometric Model, Economics, Applied Economics +14
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
Econometric Model, Economics, Lining Wan +15
Testing slope homogeneity in large panels
M. Hashem Pesaran, Takashi Yamagata · Journal of Econometrics · 2007 · 5.1K citations · Full text
Geotechnical Engineering, Engineering, Rock Slope +6