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      Testing for Error Correction in Panel Data

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      Journal: Oxford Bulletin of Economics and Statistics
      Publisher: Wiley-Blackwell

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          Automatic Lag Selection in Covariance Matrix Estimation

          W K Newey, K. West (1994)
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            Dynamic panel estimation and homogeneity testing under cross section dependence*

            Peter C. B. Phillips, Donggyu Sul (2003)
            Article 0 comments Cited 183 times – based on 0 reviews     Review now
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              A PANIC Attack on Unit Roots and Cointegration

              Jushan Bai, Serena Ng (2004)
              Article 0 comments Cited 159 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Oxford Bulletin of Economics and Statistics
                Abbreviated Title: Oxford Bull Econ & Stats
                Publisher: Wiley-Blackwell
                ISSN (Print): 0305-9049
                ISSN (Electronic): 1468-0084
                Publication date Created: December 2007
                Publication date (Print): December 2007
                Volume: 69
                Issue: 6
                Pages: 709-748
                Article
                DOI: 10.1111/j.1468-0084.2007.00477.x
                SO-VID: d8480e4a-2c83-40fe-b4a9-9c1c47a5b2de
                Copyright © © 2007
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                http://doi.wiley.com/10.1002/tdm_license_1.1

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