| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Factor Analytical Approach to Price Discovery |
0 |
0 |
0 |
1 |
0 |
1 |
8 |
34 |
| A Factor Analytical Approach to the Efficient Futures Market Hypothesis |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
66 |
| A Factor‐Augmented New Keynesian Phillips Curve for the European Union Countries |
0 |
0 |
1 |
1 |
0 |
1 |
4 |
4 |
| A GARCH model for testing market efficiency |
0 |
0 |
3 |
79 |
2 |
5 |
16 |
298 |
| A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS |
0 |
0 |
1 |
33 |
6 |
9 |
14 |
114 |
| A Panel CUSUM Test of the Null of Cointegration |
0 |
1 |
3 |
10 |
0 |
2 |
8 |
37 |
| A Random Coefficient Approach to the Predictability of Stock Returns in Panels |
0 |
0 |
0 |
12 |
1 |
1 |
2 |
73 |
| A Simple Test for Cointegration in Dependent Panels with Structural Breaks* |
1 |
5 |
10 |
194 |
3 |
8 |
28 |
484 |
| A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending |
0 |
1 |
1 |
12 |
1 |
2 |
2 |
43 |
| A cross‐section average‐based principal components approach for fixed‐T panels |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
24 |
| A modified LLC panel unit root test of the PPP hypothesis |
0 |
0 |
0 |
12 |
5 |
7 |
10 |
177 |
| A new poolability test for cointegrated panels |
0 |
0 |
0 |
36 |
2 |
2 |
2 |
118 |
| A note on the use of the LLC panel unit root test |
0 |
0 |
0 |
63 |
0 |
0 |
2 |
186 |
| A panel bootstrap cointegration test |
0 |
8 |
26 |
564 |
3 |
14 |
58 |
1,391 |
| A sequential purchasing power parity test for panels of large cross-sections and implications for investors |
0 |
0 |
2 |
4 |
0 |
0 |
4 |
23 |
| A simple test for nonstationarity in mixed panels with incidental trends |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
30 |
| Alternative representations for cointegrated panels with global stochastic trends |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
59 |
| An IV Test for a Unit Root in Generally Trending and Correlated Panels |
1 |
1 |
1 |
2 |
2 |
2 |
6 |
35 |
| Are Islamic stock returns predictable? A global perspective |
0 |
0 |
0 |
19 |
2 |
3 |
5 |
78 |
| Are state–local government expenditures converging? New evidence based on sequential unit root tests |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
108 |
| Asymptotic collinearity in CCE estimation of interactive effects models |
0 |
0 |
1 |
9 |
1 |
1 |
6 |
56 |
| Breaks in persistence in fixed-T panel data |
0 |
1 |
1 |
5 |
0 |
1 |
3 |
14 |
| CCE estimation of factor‐augmented regression models with more factors than observables |
0 |
0 |
0 |
6 |
2 |
2 |
5 |
40 |
| CCE in fixed‐T panels |
0 |
0 |
1 |
19 |
1 |
2 |
5 |
57 |
| CCE in heterogenous fixed-T panels |
0 |
0 |
1 |
7 |
1 |
2 |
3 |
19 |
| CCE in panels with general unknown factors |
0 |
0 |
1 |
8 |
1 |
1 |
2 |
27 |
| CCE under nonrandom heterogeneity |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Can panel data really improve the predictability of the monetary exchange rate model? |
0 |
0 |
0 |
40 |
0 |
0 |
2 |
160 |
| Class size and student evaluations in Sweden |
0 |
0 |
1 |
40 |
1 |
1 |
3 |
199 |
| Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data |
0 |
0 |
0 |
5 |
2 |
2 |
4 |
15 |
| Cross-sectional averages versus principal components |
0 |
0 |
1 |
120 |
2 |
2 |
9 |
312 |
| Data Dependent Endogeneity Correction in Cointegrated Panels |
0 |
0 |
0 |
76 |
1 |
2 |
2 |
204 |
| Do oil prices predict economic growth? New global evidence |
1 |
2 |
4 |
95 |
1 |
3 |
8 |
275 |
| Do order imbalances predict Chinese stock returns? New evidence from intraday data |
1 |
1 |
2 |
48 |
1 |
5 |
9 |
156 |
| Does cash flow predict returns? |
0 |
0 |
1 |
44 |
1 |
1 |
3 |
136 |
| Does the choice of estimator matter when forecasting returns? |
0 |
1 |
7 |
95 |
4 |
7 |
24 |
314 |
| Effects of rent dependency on quality of government |
0 |
0 |
0 |
19 |
1 |
1 |
2 |
118 |
| Efficient but getting wet feet: A not-entirely-frivolous note on the side-effects of growth-promoting institutions |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
84 |
| Error Correction Testing in Panels with Common Stochastic Trends |
0 |
0 |
0 |
28 |
1 |
1 |
8 |
78 |
| Error-correction–based cointegration tests for panel data |
2 |
2 |
14 |
1,576 |
6 |
12 |
49 |
3,002 |
| Essays in honor of Professor Badi H Baltagi |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
15 |
| Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis |
0 |
0 |
2 |
23 |
1 |
1 |
3 |
48 |
| Estimating the Speed of Adjustment of Leverage in the Presence of Interactive Effects* |
0 |
0 |
0 |
6 |
1 |
3 |
5 |
18 |
| Estimating the gravity model without gravity using panel data |
0 |
0 |
2 |
99 |
2 |
3 |
15 |
261 |
| Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed |
0 |
0 |
3 |
8 |
0 |
2 |
8 |
21 |
| Estimation of factor-augmented panel regressions with weakly influential factors |
0 |
1 |
1 |
7 |
0 |
1 |
4 |
33 |
| Farmland prices, structural breaks and panel data |
0 |
0 |
0 |
64 |
2 |
2 |
2 |
145 |
| Financial systems and mechanisms of growth in different conditions of country risk |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
81 |
| Fiscal stringency and fiscal sustainability: Panel evidence from the American state and local governments |
1 |
1 |
1 |
68 |
1 |
3 |
8 |
336 |
| Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere |
0 |
0 |
0 |
13 |
0 |
0 |
7 |
41 |
| Forecasting using cross-section average–augmented time series regressions |
0 |
0 |
1 |
2 |
1 |
1 |
4 |
7 |
| Heteroscedasticity Robust Panel Unit Root Tests |
0 |
0 |
0 |
9 |
2 |
3 |
5 |
62 |
| Indirect Estimation of Semiparametric Binary Choice Models |
0 |
0 |
1 |
3 |
0 |
1 |
2 |
30 |
| Is there really a unit root in the inflation rate? More evidence from panel data models |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
62 |
| Islamic spot and index futures markets: Where is the price discovery? |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
57 |
| Lag truncation and the local asymptotic distribution of the ADF test for a unit root |
0 |
0 |
1 |
2 |
1 |
1 |
5 |
31 |
| Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
77 |
| Lessons from a Decade of IPS and LLC |
0 |
0 |
0 |
57 |
0 |
0 |
5 |
204 |
| Mixed signals among tests for panel cointegration |
0 |
0 |
1 |
21 |
1 |
2 |
6 |
120 |
| Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions |
1 |
1 |
3 |
17 |
1 |
1 |
7 |
57 |
| Multiple Structural Breaks in Interactive Effects Panel Data Models |
1 |
2 |
2 |
2 |
2 |
10 |
18 |
18 |
| New Improved Tests for Cointegration with Structural Breaks |
0 |
0 |
0 |
196 |
0 |
0 |
5 |
397 |
| New Simple Tests for Panel Cointegration |
1 |
3 |
14 |
300 |
6 |
12 |
36 |
667 |
| New tools for understanding the local asymptotic power of panel unit root tests |
0 |
0 |
0 |
10 |
0 |
1 |
4 |
62 |
| Nonparametric rank tests for non-stationary panels |
0 |
0 |
3 |
39 |
0 |
0 |
5 |
148 |
| On CCE estimation of factor-augmented models when regressors are not linear in the factors |
0 |
0 |
1 |
8 |
1 |
1 |
4 |
40 |
| On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects |
0 |
0 |
1 |
6 |
0 |
0 |
1 |
16 |
| On the Importance of the First Observation in GLS Detrending in Unit Root Testing |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
43 |
| On the Use of GLS Demeaning in Panel Unit Root Testing |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
26 |
| On the choice of test for a unit root when the errors are conditionally heteroskedastic |
0 |
0 |
0 |
2 |
1 |
2 |
4 |
23 |
| On the determination of the number of factors using information criteria with data-driven penalty |
0 |
0 |
0 |
7 |
1 |
3 |
3 |
28 |
| On the estimation and inference in factor-augmented panel regressions with correlated loadings |
0 |
0 |
2 |
55 |
0 |
1 |
8 |
184 |
| On the estimation and testing of predictive panel regressions |
0 |
0 |
0 |
9 |
0 |
1 |
2 |
41 |
| On the implementation and use of factor-augmented regressions in panel data |
0 |
0 |
3 |
27 |
1 |
2 |
8 |
104 |
| On the robustness of the pooled CCE estimator |
0 |
0 |
1 |
10 |
0 |
0 |
5 |
32 |
| On the role of the rank condition in CCE estimation of factor-augmented panel regressions |
0 |
0 |
3 |
24 |
0 |
0 |
7 |
83 |
| On the use of panel cointegration tests in energy economics |
0 |
0 |
0 |
53 |
1 |
1 |
3 |
179 |
| Optimal panel unit root testing with covariates |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
26 |
| PANIC in the Presence of Uncertainty about the Deterministic Trend |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
36 |
| Panel bootstrap tests of slope homogeneity |
0 |
0 |
1 |
26 |
2 |
3 |
11 |
105 |
| Panel cointegration and the monetary exchange rate model |
0 |
0 |
0 |
186 |
3 |
4 |
5 |
425 |
| Panel cointegration and the neutrality of money |
0 |
0 |
2 |
107 |
1 |
1 |
8 |
278 |
| Panel cointegration tests of the Fisher effect |
0 |
1 |
7 |
576 |
3 |
8 |
26 |
1,358 |
| Panel cointegration tests of the sustainability hypothesis in rich OECD countries |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
240 |
| Panel data measures of price discovery |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
7 |
| Panel evidence on the ability of oil returns to predict stock returns in the G7 area |
0 |
0 |
0 |
21 |
0 |
1 |
14 |
86 |
| Panel multi-predictor test procedures with an application to emerging market sovereign risk |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
44 |
| Panel stationary tests against changes in persistence |
0 |
0 |
1 |
2 |
0 |
0 |
2 |
17 |
| Panel versus GARCH information in unit root testing with an application to financial markets |
0 |
0 |
0 |
16 |
1 |
2 |
4 |
54 |
| Panicca: Panic on Cross‐Section Averages |
0 |
0 |
0 |
34 |
1 |
2 |
9 |
86 |
| Pooled Panel Unit Root Tests and the Effect of Past Initialization |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
22 |
| Price discovery and asset pricing |
0 |
0 |
1 |
20 |
3 |
4 |
7 |
92 |
| Reducing the size distortions of the panel LM Test for cointegration |
0 |
1 |
2 |
17 |
0 |
1 |
3 |
61 |
| Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
67 |
| Robust block bootstrap panel predictability tests |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
7 |
| Simple unit root testing in generally trending data with an application to precious metal prices in Asia |
0 |
0 |
0 |
5 |
1 |
1 |
1 |
57 |
| Some preliminary evidence of price discovery in Islamic banks |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
75 |
| Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 |
4 |
7 |
11 |
19 |
6 |
13 |
32 |
57 |
| Subnational government tax revenue capacity and effort convergence: New evidence from sequential unit root tests |
1 |
1 |
5 |
23 |
1 |
2 |
8 |
148 |
| TESTING FOR UNIT ROOTS IN PANEL TIME-SERIES MODELS WITH MULTIPLE LEVEL BREAKS |
0 |
0 |
0 |
7 |
1 |
1 |
1 |
37 |
| Testing additive versus interactive effects in fixed-T panels |
0 |
0 |
3 |
12 |
0 |
0 |
6 |
66 |
| Testing and estimating structural breaks in time series and panel data in Stata |
1 |
4 |
4 |
4 |
4 |
11 |
11 |
11 |
| Testing factors in CCE |
1 |
1 |
1 |
2 |
1 |
3 |
3 |
5 |
| Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data |
0 |
1 |
1 |
76 |
1 |
5 |
6 |
233 |
| Testing for Error Correction in Panel Data* |
3 |
12 |
45 |
952 |
14 |
44 |
149 |
2,214 |
| Testing for Panel Cointegration with Multiple Structural Breaks* |
0 |
0 |
2 |
477 |
0 |
0 |
7 |
1,047 |
| Testing for Predictability in Conditionally Heteroskedastic Stock Returns |
0 |
0 |
8 |
104 |
1 |
4 |
17 |
369 |
| Testing for Predictability in panels with General Predictors |
0 |
0 |
0 |
9 |
0 |
1 |
2 |
32 |
| Testing for a unit root in a random coefficient panel data model |
0 |
0 |
0 |
18 |
2 |
2 |
5 |
122 |
| Testing for panel cointegration with a level break |
0 |
0 |
0 |
77 |
4 |
4 |
4 |
197 |
| Testing for predictability in panels of any time series dimension |
0 |
0 |
0 |
5 |
1 |
2 |
2 |
43 |
| Testing for stock return predictability in a large Chinese panel |
0 |
0 |
1 |
19 |
1 |
1 |
2 |
90 |
| Testing slope homogeneity in large panels with serial correlation |
3 |
8 |
34 |
138 |
8 |
26 |
121 |
491 |
| Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets |
0 |
0 |
1 |
32 |
0 |
0 |
1 |
208 |
| Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors* |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
4 |
| The Local Power of the CADF and CIPS Panel Unit Root Tests |
0 |
0 |
2 |
24 |
0 |
0 |
9 |
107 |
| The effect of recursive detrending on panel unit root tests |
0 |
0 |
0 |
17 |
1 |
2 |
4 |
77 |
| The factor analytical approach in near unit root interactive effects panels |
1 |
1 |
1 |
4 |
1 |
1 |
1 |
11 |
| The factor analytical approach in trending near unit root panels |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
5 |
| The factor analytical method for interactive effects dynamic panel models with moving average errors |
0 |
0 |
0 |
2 |
1 |
2 |
2 |
20 |
| The power of PANIC |
0 |
0 |
1 |
37 |
1 |
1 |
5 |
125 |
| The tax-spending nexus: Evidence from a panel of US state-local governments |
0 |
0 |
2 |
62 |
0 |
2 |
8 |
225 |
| Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels |
0 |
0 |
0 |
4 |
2 |
2 |
2 |
22 |
| Using Panel Data to Test for Fiscal Sustainability within the European Union |
0 |
0 |
0 |
110 |
1 |
1 |
2 |
294 |
| Using information criteria to select averages in CCE |
0 |
0 |
1 |
1 |
3 |
3 |
4 |
5 |
| Why is Chinese provincial output diverging? |
0 |
0 |
0 |
39 |
0 |
1 |
2 |
193 |
| Total Journal Articles |
24 |
68 |
266 |
7,908 |
153 |
328 |
1,050 |
22,046 |
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