Pesaran, M.H., Y. Shin and R. Smith (1999), Pooled Mean Group Es-
timation of Dynamic Heterogeneous Panels, Journal of the American
Statistical Association, 1999, 94, 621-634.
Phillips, P.C.B. (1991), Optimal Inference in Co-integrated Systems, Econo-
metrica, 59, 282-306.
Phillips, P.C.B. (1995), Fully Modified Least Squares and Vector Autore-
gressions, Econometrica, 1023-1078.
Phillips, P.C.B. and B.E. Hansen (1990), Statistical Inference in Instru-
mental Variable Regression with I(1) Processes, Review of Economic
Studies, 57, 99-125.
Phillips, P.C.B. and H.R. Moon (1999), Linear Regression Limit The-
ory for Nonstationary Panel Data, Econometrica, 67, 1057-1111.
Reinsel, G.C. (1993), Elements of Multivariate Time Series Analysis, New
York: Springer.
Saikkonen, P. (1999), Testing the Normalization and Overidentification of
Cointegrating Vectors in Vector Autoregressive Processes, Econometric
Reviews, 18, 235-257.
Schwert, G.W. (1989), Tests for Unit Roots: A Monte Carlo Investigation,
Journal of Business and Economic Statistics, 7, 147-159.
Wu, J.-L. and S. Wu (2001), Is Purchasing Power Parity Overvalued, Jour-
nal of Money, Credit, and Banking, 33, 804-812
21
More intriguing information
1. Ronald Patterson, Violinist; Brooks Smith, Pianist2. The name is absent
3. EDUCATIONAL ACTIVITIES IN TENNESSEE ON WATER USE AND CONTROL - AGRICULTURAL PHASES
4. Nonlinear Production, Abatement, Pollution and Materials Balance Reconsidered
5. The name is absent
6. Reputations, Market Structure, and the Choice of Quality Assurance Systems in the Food Industry
7. The name is absent
8. MULTIPLE COMPARISONS WITH THE BEST: BAYESIAN PRECISION MEASURES OF EFFICIENCY RANKINGS
9. Langfristige Wachstumsaussichten der ukrainischen Wirtschaft : Potenziale und Barrieren
10. Restructuring of industrial economies in countries in transition: Experience of Ukraine