| 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 |
3 |
7 |
11 |
41 |
| A Factor Analytical Approach to the Efficient Futures Market Hypothesis |
0 |
0 |
0 |
16 |
3 |
4 |
4 |
70 |
| A Factor‐Augmented New Keynesian Phillips Curve for the European Union Countries |
0 |
0 |
0 |
1 |
4 |
6 |
7 |
10 |
| A GARCH model for testing market efficiency |
0 |
0 |
1 |
79 |
7 |
14 |
26 |
312 |
| A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS |
0 |
0 |
1 |
33 |
8 |
11 |
24 |
125 |
| A Panel CUSUM Test of the Null of Cointegration |
0 |
0 |
2 |
10 |
4 |
7 |
13 |
44 |
| A Random Coefficient Approach to the Predictability of Stock Returns in Panels |
0 |
0 |
0 |
12 |
3 |
4 |
5 |
77 |
| A Simple Test for Cointegration in Dependent Panels with Structural Breaks* |
0 |
1 |
9 |
195 |
9 |
17 |
40 |
501 |
| A computationally convenient unit root test with covariates, conditional heteroskedasticity and efficient detrending |
0 |
0 |
1 |
12 |
4 |
5 |
7 |
48 |
| A cross‐section average‐based principal components approach for fixed‐T panels |
0 |
0 |
0 |
2 |
3 |
5 |
7 |
29 |
| A modified LLC panel unit root test of the PPP hypothesis |
0 |
0 |
0 |
12 |
7 |
11 |
21 |
188 |
| A new poolability test for cointegrated panels |
0 |
0 |
0 |
36 |
4 |
6 |
8 |
124 |
| A note on the use of the LLC panel unit root test |
0 |
0 |
0 |
63 |
1 |
4 |
6 |
190 |
| A panel bootstrap cointegration test |
0 |
2 |
21 |
566 |
4 |
14 |
54 |
1,405 |
| A sequential purchasing power parity test for panels of large cross-sections and implications for investors |
0 |
0 |
2 |
4 |
0 |
0 |
3 |
23 |
| A simple test for nonstationarity in mixed panels with incidental trends |
0 |
0 |
0 |
5 |
6 |
12 |
12 |
42 |
| Alternative representations for cointegrated panels with global stochastic trends |
0 |
0 |
0 |
15 |
2 |
4 |
6 |
63 |
| An IV Test for a Unit Root in Generally Trending and Correlated Panels |
0 |
0 |
1 |
2 |
2 |
3 |
9 |
38 |
| Are Islamic stock returns predictable? A global perspective |
1 |
1 |
1 |
20 |
3 |
7 |
11 |
85 |
| Are state–local government expenditures converging? New evidence based on sequential unit root tests |
0 |
1 |
1 |
6 |
5 |
7 |
9 |
115 |
| Asymptotic collinearity in CCE estimation of interactive effects models |
0 |
0 |
1 |
9 |
2 |
4 |
8 |
60 |
| Breaks in persistence in fixed-T panel data |
0 |
0 |
1 |
5 |
1 |
2 |
5 |
16 |
| CCE estimation of factor‐augmented regression models with more factors than observables |
1 |
1 |
1 |
7 |
5 |
6 |
10 |
46 |
| CCE in fixed‐T panels |
0 |
0 |
0 |
19 |
0 |
1 |
5 |
58 |
| CCE in heterogenous fixed-T panels |
0 |
0 |
1 |
7 |
4 |
4 |
7 |
23 |
| CCE in panels with general unknown factors |
0 |
0 |
1 |
8 |
6 |
8 |
10 |
35 |
| CCE under nonrandom heterogeneity |
1 |
1 |
1 |
1 |
6 |
7 |
7 |
7 |
| Can panel data really improve the predictability of the monetary exchange rate model? |
0 |
0 |
0 |
40 |
2 |
3 |
5 |
163 |
| Class size and student evaluations in Sweden |
0 |
0 |
1 |
40 |
2 |
5 |
7 |
204 |
| Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data |
0 |
0 |
0 |
5 |
2 |
2 |
6 |
17 |
| Cross-sectional averages versus principal components |
0 |
2 |
3 |
122 |
5 |
10 |
17 |
322 |
| Data Dependent Endogeneity Correction in Cointegrated Panels |
0 |
0 |
0 |
76 |
5 |
6 |
8 |
210 |
| Do oil prices predict economic growth? New global evidence |
0 |
0 |
3 |
95 |
3 |
6 |
13 |
281 |
| Do order imbalances predict Chinese stock returns? New evidence from intraday data |
0 |
0 |
2 |
48 |
4 |
6 |
15 |
162 |
| Does cash flow predict returns? |
1 |
1 |
2 |
45 |
5 |
6 |
9 |
142 |
| Does the choice of estimator matter when forecasting returns? |
1 |
1 |
6 |
96 |
6 |
8 |
28 |
322 |
| Effects of rent dependency on quality of government |
0 |
0 |
0 |
19 |
4 |
8 |
10 |
126 |
| Efficient but getting wet feet: A not-entirely-frivolous note on the side-effects of growth-promoting institutions |
0 |
0 |
0 |
8 |
3 |
7 |
7 |
91 |
| Error Correction Testing in Panels with Common Stochastic Trends |
0 |
1 |
1 |
29 |
6 |
9 |
14 |
87 |
| Error-correction–based cointegration tests for panel data |
1 |
4 |
11 |
1,580 |
15 |
29 |
62 |
3,031 |
| Essays in honor of Professor Badi H Baltagi |
0 |
0 |
0 |
5 |
4 |
5 |
7 |
20 |
| Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis |
0 |
0 |
0 |
23 |
4 |
5 |
6 |
53 |
| Estimating the Speed of Adjustment of Leverage in the Presence of Interactive Effects* |
0 |
0 |
0 |
6 |
1 |
4 |
9 |
22 |
| Estimating the gravity model without gravity using panel data |
0 |
1 |
2 |
100 |
6 |
9 |
19 |
270 |
| Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed |
0 |
0 |
1 |
8 |
3 |
6 |
10 |
27 |
| Estimation of factor-augmented panel regressions with weakly influential factors |
0 |
0 |
1 |
7 |
3 |
4 |
7 |
37 |
| Farmland prices, structural breaks and panel data |
0 |
0 |
0 |
64 |
3 |
3 |
5 |
148 |
| Financial systems and mechanisms of growth in different conditions of country risk |
0 |
0 |
0 |
20 |
3 |
5 |
5 |
86 |
| Fiscal stringency and fiscal sustainability: Panel evidence from the American state and local governments |
0 |
0 |
1 |
68 |
1 |
2 |
9 |
338 |
| Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere |
0 |
1 |
1 |
14 |
5 |
8 |
13 |
49 |
| Forecasting using cross-section average–augmented time series regressions |
0 |
0 |
1 |
2 |
6 |
8 |
11 |
15 |
| Heteroscedasticity Robust Panel Unit Root Tests |
0 |
0 |
0 |
9 |
3 |
3 |
8 |
65 |
| Indirect Estimation of Semiparametric Binary Choice Models |
0 |
0 |
1 |
3 |
7 |
9 |
11 |
39 |
| Is there really a unit root in the inflation rate? More evidence from panel data models |
0 |
0 |
0 |
14 |
4 |
5 |
6 |
67 |
| Islamic spot and index futures markets: Where is the price discovery? |
0 |
0 |
0 |
6 |
1 |
4 |
6 |
61 |
| Lag truncation and the local asymptotic distribution of the ADF test for a unit root |
0 |
0 |
0 |
2 |
2 |
3 |
6 |
34 |
| Least Squares Asymptotics in Spurious and Cointegrated Panel Regressions with Common and Idiosyncratic Stochastic Trends |
0 |
0 |
0 |
0 |
4 |
9 |
9 |
86 |
| Lessons from a Decade of IPS and LLC |
0 |
0 |
0 |
57 |
2 |
6 |
7 |
210 |
| Mixed signals among tests for panel cointegration |
0 |
0 |
1 |
21 |
6 |
10 |
16 |
130 |
| Modified CADF and CIPS Panel Unit Root Statistics with Standard Chi-squared and Normal Limiting Distributions |
1 |
1 |
2 |
18 |
2 |
2 |
7 |
59 |
| Multiple Structural Breaks in Interactive Effects Panel Data Models |
0 |
5 |
7 |
7 |
6 |
19 |
37 |
37 |
| New Improved Tests for Cointegration with Structural Breaks |
0 |
0 |
0 |
196 |
6 |
6 |
10 |
403 |
| New Simple Tests for Panel Cointegration |
2 |
2 |
12 |
302 |
9 |
19 |
48 |
686 |
| New tools for understanding the local asymptotic power of panel unit root tests |
0 |
0 |
0 |
10 |
3 |
6 |
10 |
68 |
| Nonparametric rank tests for non-stationary panels |
0 |
0 |
2 |
39 |
3 |
6 |
10 |
154 |
| On CCE estimation of factor-augmented models when regressors are not linear in the factors |
0 |
0 |
1 |
8 |
4 |
7 |
10 |
47 |
| On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects |
0 |
0 |
0 |
6 |
5 |
6 |
6 |
22 |
| On the Importance of the First Observation in GLS Detrending in Unit Root Testing |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
44 |
| On the Use of GLS Demeaning in Panel Unit Root Testing |
0 |
0 |
0 |
3 |
2 |
4 |
6 |
30 |
| On the choice of test for a unit root when the errors are conditionally heteroskedastic |
0 |
0 |
0 |
2 |
3 |
4 |
6 |
27 |
| On the determination of the number of factors using information criteria with data-driven penalty |
0 |
0 |
0 |
7 |
2 |
5 |
8 |
33 |
| On the estimation and inference in factor-augmented panel regressions with correlated loadings |
0 |
1 |
1 |
56 |
0 |
2 |
8 |
186 |
| On the estimation and testing of predictive panel regressions |
0 |
0 |
0 |
9 |
1 |
3 |
5 |
44 |
| On the implementation and use of factor-augmented regressions in panel data |
0 |
0 |
0 |
27 |
0 |
1 |
3 |
105 |
| On the robustness of the pooled CCE estimator |
0 |
2 |
3 |
12 |
4 |
7 |
9 |
39 |
| On the role of the rank condition in CCE estimation of factor-augmented panel regressions |
0 |
2 |
5 |
26 |
2 |
5 |
9 |
88 |
| On the use of panel cointegration tests in energy economics |
0 |
1 |
1 |
54 |
4 |
7 |
10 |
186 |
| Optimal panel unit root testing with covariates |
0 |
0 |
0 |
5 |
2 |
6 |
7 |
32 |
| PANIC in the Presence of Uncertainty about the Deterministic Trend |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
36 |
| Panel bootstrap tests of slope homogeneity |
1 |
1 |
2 |
27 |
10 |
16 |
25 |
121 |
| Panel cointegration and the monetary exchange rate model |
1 |
1 |
1 |
187 |
4 |
5 |
10 |
430 |
| Panel cointegration and the neutrality of money |
0 |
0 |
1 |
107 |
3 |
5 |
12 |
283 |
| Panel cointegration tests of the Fisher effect |
1 |
2 |
7 |
578 |
4 |
18 |
38 |
1,376 |
| Panel cointegration tests of the sustainability hypothesis in rich OECD countries |
0 |
0 |
0 |
60 |
2 |
3 |
4 |
243 |
| Panel data measures of price discovery |
0 |
0 |
0 |
1 |
3 |
3 |
4 |
10 |
| Panel evidence on the ability of oil returns to predict stock returns in the G7 area |
0 |
0 |
0 |
21 |
3 |
5 |
19 |
91 |
| Panel multi-predictor test procedures with an application to emerging market sovereign risk |
0 |
0 |
0 |
6 |
4 |
6 |
6 |
50 |
| Panel stationary tests against changes in persistence |
0 |
0 |
1 |
2 |
3 |
6 |
8 |
23 |
| Panel versus GARCH information in unit root testing with an application to financial markets |
0 |
0 |
0 |
16 |
4 |
6 |
10 |
60 |
| Panicca: Panic on Cross‐Section Averages |
0 |
2 |
2 |
36 |
4 |
9 |
16 |
95 |
| Pooled Panel Unit Root Tests and the Effect of Past Initialization |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
24 |
| Price discovery and asset pricing |
0 |
0 |
1 |
20 |
2 |
2 |
9 |
94 |
| Reducing the size distortions of the panel LM Test for cointegration |
0 |
0 |
2 |
17 |
1 |
2 |
5 |
63 |
| Rethinking the Univariate Approach to Panel Unit Root Testing: Using Covariates to Resolve the Incidental Trend Problem |
0 |
0 |
0 |
6 |
3 |
3 |
4 |
70 |
| Robust block bootstrap panel predictability tests |
0 |
0 |
0 |
1 |
1 |
3 |
3 |
10 |
| Simple unit root testing in generally trending data with an application to precious metal prices in Asia |
0 |
0 |
0 |
5 |
3 |
3 |
4 |
60 |
| Some preliminary evidence of price discovery in Islamic banks |
0 |
0 |
0 |
4 |
2 |
4 |
6 |
79 |
| Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 |
0 |
0 |
10 |
19 |
5 |
12 |
42 |
69 |
| Subnational government tax revenue capacity and effort convergence: New evidence from sequential unit root tests |
0 |
0 |
4 |
23 |
3 |
9 |
15 |
157 |
| TESTING FOR UNIT ROOTS IN PANEL TIME-SERIES MODELS WITH MULTIPLE LEVEL BREAKS |
0 |
0 |
0 |
7 |
2 |
2 |
3 |
39 |
| Testing additive versus interactive effects in fixed-T panels |
0 |
0 |
3 |
12 |
1 |
6 |
11 |
72 |
| Testing and estimating structural breaks in time series and panel data in Stata |
0 |
3 |
7 |
7 |
5 |
16 |
27 |
27 |
| Testing factors in CCE |
0 |
1 |
2 |
3 |
2 |
7 |
10 |
12 |
| Testing for Convergence in Carbon Dioxide Emissions Using a Century of Panel Data |
0 |
0 |
1 |
76 |
3 |
4 |
10 |
237 |
| Testing for Error Correction in Panel Data* |
12 |
25 |
61 |
977 |
35 |
73 |
198 |
2,287 |
| Testing for Panel Cointegration with Multiple Structural Breaks* |
0 |
0 |
0 |
477 |
3 |
3 |
7 |
1,050 |
| Testing for Predictability in Conditionally Heteroskedastic Stock Returns |
0 |
0 |
3 |
104 |
5 |
9 |
18 |
378 |
| Testing for Predictability in panels with General Predictors |
0 |
0 |
0 |
9 |
4 |
5 |
7 |
37 |
| Testing for a unit root in a random coefficient panel data model |
0 |
0 |
0 |
18 |
4 |
6 |
11 |
128 |
| Testing for panel cointegration with a level break |
0 |
0 |
0 |
77 |
3 |
7 |
11 |
204 |
| Testing for predictability in panels of any time series dimension |
0 |
0 |
0 |
5 |
2 |
4 |
6 |
47 |
| Testing for stock return predictability in a large Chinese panel |
0 |
1 |
2 |
20 |
6 |
12 |
14 |
102 |
| Testing slope homogeneity in large panels with serial correlation |
3 |
6 |
29 |
144 |
10 |
28 |
112 |
519 |
| Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets |
0 |
0 |
0 |
32 |
5 |
7 |
7 |
215 |
| Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors* |
0 |
0 |
0 |
1 |
2 |
3 |
4 |
7 |
| The Local Power of the CADF and CIPS Panel Unit Root Tests |
0 |
0 |
0 |
24 |
5 |
8 |
14 |
115 |
| The effect of recursive detrending on panel unit root tests |
0 |
0 |
0 |
17 |
5 |
9 |
13 |
86 |
| The factor analytical approach in near unit root interactive effects panels |
0 |
0 |
1 |
4 |
2 |
3 |
4 |
14 |
| The factor analytical approach in trending near unit root panels |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
6 |
| The factor analytical method for interactive effects dynamic panel models with moving average errors |
0 |
1 |
1 |
3 |
1 |
3 |
5 |
23 |
| The power of PANIC |
0 |
0 |
1 |
37 |
2 |
2 |
7 |
127 |
| The tax-spending nexus: Evidence from a panel of US state-local governments |
0 |
1 |
3 |
63 |
7 |
10 |
18 |
235 |
| Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels |
0 |
0 |
0 |
4 |
4 |
4 |
6 |
26 |
| Using Panel Data to Test for Fiscal Sustainability within the European Union |
0 |
0 |
0 |
110 |
6 |
9 |
10 |
303 |
| Using information criteria to select averages in CCE |
1 |
1 |
2 |
2 |
6 |
6 |
10 |
11 |
| Why is Chinese provincial output diverging? |
0 |
0 |
0 |
39 |
4 |
5 |
6 |
198 |
| Total Journal Articles |
28 |
77 |
265 |
7,985 |
493 |
883 |
1,712 |
22,929 |
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