Matches in SemOpenAlex for { <https://semopenalex.org/work/W2134956854> ?p ?o ?g. }
- W2134956854 endingPage "99" @default.
- W2134956854 startingPage "82" @default.
- W2134956854 abstract "This paper studies estimation of panel cointegration models with cross-sectional dependence generated by unobserved global stochastic trends. The standard least squares estimator is, in general, inconsistent owing to the spuriousness induced by the unobservable I(1) trends. We propose two iterative procedures that jointly estimate the slope parameters and the stochastic trends. The resulting estimators are referred to respectively as CupBC (continuously-updated and bias-corrected) and the CupFM (continuously-updated and fully-modified) estimators. We establish their consistency and derive their limiting distributions. Both are asymptotically unbiased and (mixed) normal and permit inference to be conducted using standard test statistics. The estimators are also valid when there are mixed stationary and non-stationary factors, as well as when the factors are all stationary." @default.
- W2134956854 created "2016-06-24" @default.
- W2134956854 creator A5000908702 @default.
- W2134956854 creator A5056976753 @default.
- W2134956854 creator A5065511428 @default.
- W2134956854 date "2009-04-01" @default.
- W2134956854 modified "2023-10-18" @default.
- W2134956854 title "Panel cointegration with global stochastic trends" @default.
- W2134956854 cites W1539422778 @default.
- W2134956854 cites W1969886729 @default.
- W2134956854 cites W1976801657 @default.
- W2134956854 cites W1981020475 @default.
- W2134956854 cites W1989672512 @default.
- W2134956854 cites W2017330260 @default.
- W2134956854 cites W2017836547 @default.
- W2134956854 cites W2025161033 @default.
- W2134956854 cites W2037331515 @default.
- W2134956854 cites W2040869098 @default.
- W2134956854 cites W2079563517 @default.
- W2134956854 cites W2110002822 @default.
- W2134956854 cites W2110457202 @default.
- W2134956854 cites W2110603299 @default.
- W2134956854 cites W2125331782 @default.
- W2134956854 cites W2125928818 @default.
- W2134956854 cites W2145351609 @default.
- W2134956854 cites W2156339602 @default.
- W2134956854 cites W2159706540 @default.
- W2134956854 cites W2174053180 @default.
- W2134956854 cites W2235799657 @default.
- W2134956854 cites W2569100544 @default.
- W2134956854 cites W3121418714 @default.
- W2134956854 cites W3121722945 @default.
- W2134956854 cites W3121755234 @default.
- W2134956854 cites W3122205792 @default.
- W2134956854 cites W3123353535 @default.
- W2134956854 cites W3126117251 @default.
- W2134956854 doi "https://doi.org/10.1016/j.jeconom.2008.10.012" @default.
- W2134956854 hasPublicationYear "2009" @default.
- W2134956854 type Work @default.
- W2134956854 sameAs 2134956854 @default.
- W2134956854 citedByCount "302" @default.
- W2134956854 countsByYear W21349568542012 @default.
- W2134956854 countsByYear W21349568542013 @default.
- W2134956854 countsByYear W21349568542014 @default.
- W2134956854 countsByYear W21349568542015 @default.
- W2134956854 countsByYear W21349568542016 @default.
- W2134956854 countsByYear W21349568542017 @default.
- W2134956854 countsByYear W21349568542018 @default.
- W2134956854 countsByYear W21349568542019 @default.
- W2134956854 countsByYear W21349568542020 @default.
- W2134956854 countsByYear W21349568542021 @default.
- W2134956854 countsByYear W21349568542022 @default.
- W2134956854 countsByYear W21349568542023 @default.
- W2134956854 crossrefType "journal-article" @default.
- W2134956854 hasAuthorship W2134956854A5000908702 @default.
- W2134956854 hasAuthorship W2134956854A5056976753 @default.
- W2134956854 hasAuthorship W2134956854A5065511428 @default.
- W2134956854 hasBestOaLocation W21349568542 @default.
- W2134956854 hasConcept C105795698 @default.
- W2134956854 hasConcept C145162277 @default.
- W2134956854 hasConcept C149782125 @default.
- W2134956854 hasConcept C154945302 @default.
- W2134956854 hasConcept C185429906 @default.
- W2134956854 hasConcept C2524010 @default.
- W2134956854 hasConcept C2776214188 @default.
- W2134956854 hasConcept C2776436953 @default.
- W2134956854 hasConcept C2780695315 @default.
- W2134956854 hasConcept C33923547 @default.
- W2134956854 hasConcept C41008148 @default.
- W2134956854 hasConcept C65778772 @default.
- W2134956854 hasConcept C9936470 @default.
- W2134956854 hasConceptScore W2134956854C105795698 @default.
- W2134956854 hasConceptScore W2134956854C145162277 @default.
- W2134956854 hasConceptScore W2134956854C149782125 @default.
- W2134956854 hasConceptScore W2134956854C154945302 @default.
- W2134956854 hasConceptScore W2134956854C185429906 @default.
- W2134956854 hasConceptScore W2134956854C2524010 @default.
- W2134956854 hasConceptScore W2134956854C2776214188 @default.
- W2134956854 hasConceptScore W2134956854C2776436953 @default.
- W2134956854 hasConceptScore W2134956854C2780695315 @default.
- W2134956854 hasConceptScore W2134956854C33923547 @default.
- W2134956854 hasConceptScore W2134956854C41008148 @default.
- W2134956854 hasConceptScore W2134956854C65778772 @default.
- W2134956854 hasConceptScore W2134956854C9936470 @default.
- W2134956854 hasIssue "1" @default.
- W2134956854 hasLocation W21349568541 @default.
- W2134956854 hasLocation W21349568542 @default.
- W2134956854 hasLocation W21349568543 @default.
- W2134956854 hasOpenAccess W2134956854 @default.
- W2134956854 hasPrimaryLocation W21349568541 @default.
- W2134956854 hasRelatedWork W1993902673 @default.
- W2134956854 hasRelatedWork W2046449706 @default.
- W2134956854 hasRelatedWork W2099081348 @default.
- W2134956854 hasRelatedWork W2117780630 @default.
- W2134956854 hasRelatedWork W2950820198 @default.
- W2134956854 hasRelatedWork W3122358149 @default.
- W2134956854 hasRelatedWork W3123454173 @default.
- W2134956854 hasRelatedWork W3125897357 @default.