articleTop 1% cited
Spurious regression and residual-based tests for cointegration in panel data
Journal of Econometrics · 1999 · Vol. 90(1) · pp. 1–44
Chihwa Kao✉(Syracuse University)
Monetary Policy and Economic ImpactMarket Dynamics and VolatilityItaly: Economic History and Contemporary IssuesCointegrationSpurious relationshipResidualEstimatorMathematicsStatisticsNull (SQL)EconometricsMonte Carlo methodAsymptotic distribution
Funding
- Syracuse University
- University of Hong Kong
- Hong Kong University of Science and Technology
Citations
5,526
FWCI
40.36
field-weighted impact
References
21
Percentile
100%
vs. same field & year
Citations per year
Cited by
The impact of trade openness and FDI on brain drain in developing countries
International Journal of Foreign Trade and International Business · 2019 · 0 citations
CO2 emissions, energy consumption and economic growth in China: A panel data analysis
Energy Policy · 2011 · 772 citations
CO2 emissions, electricity consumption and output in ASEAN
Applied Energy · 2010 · 796 citations
Testing environmental Kuznets curve hypothesis: The role of renewable and non-renewable energy consumption and trade in OECD countries
Ecological Indicators · 2015 · 898 citations
CO2 emissions, energy consumption and economic growth in BRIC countries
Energy Policy · 2010 · 877 citations
The effect of renewable energy consumption on economic growth: Evidence from top 38 countries
Applied Energy · 2015 · 1,453 citations
Testing Environmental Kuznets Curve hypothesis in Asian countries
Ecological Indicators · 2014 · 1,024 citations
Renewable, non-renewable energy consumption, economic growth, trade openness and ecological footprint: Evidence from organisation for economic Co-operation and development countries
Journal of Cleaner Production · 2019 · 1,098 citations
References
Estimating long-run relationships from dynamic heterogeneous panels
Journal of Econometrics · 1995 · 5,346 citations
Five alternative methods of estimating long-run equilibrium relationships
Journal of Econometrics · 1994 · 1,108 citations
Probability and Measure.
Journal of the American Statistical Association · 1996 · 6,656 citations
Testing for a unit root in time series regression
Biometrika · 1988 · 17,746 citations
Co-Integration and Error Correction: Representation, Estimation, and Testing
Econometrica · 1987 · 31,692 citations
Citation Network
How this paper connects to the literature. Drag to explore, click any node to open that paper.