Topics in Integrated Panel Data Econometrics |
Week 4-Week 5 |
| Measuring Long Run Exchange Rate Pass-Through (Olivier de Bandt, Anindya Banerjee and Tomasz Kozluk) |
| Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (Peter Pedroni) |
| Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis (Peter Pedroni) |
Cointegration in Panel Data with Breaks and Cross-Section
Dependence |
| Some Cautions on the Use of Panel Methods for Integrated Series of Macroeconomic Data (Anindya Banerjee, Massimiliano Marcellino and Chiara Osbat) |
Purchasing Power Parity Tests in Cointegrated Panels |