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Statistical Inference in Instrumental Variables. (1989). Phillips, Peter ; Hansen, Bruce.
In: Cowles Foundation Discussion Papers.
RePEc:cwl:cwldpp:869r.

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  17. Integration et cointegration : les prix dans les secteurs canadien et americain de la fabrication obeissent-ils a la loi du prix unique?. (2005). Yan, Beiling ; Bernard, Andre ; Warren, Paul .
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  19. On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence. (2005). Kao, Chihwa ; Bai, Jushan.
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  20. (How) Do Stock Market Returns React to Monetary Policy? - An ARDL Cointegration Analysis for Germany. (2005). Belke, Ansgar ; Polleit, Thorsten .
    In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim.
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  21. Testing for Panel Cointegration with Multiple Structural Breaks. (2005). Westerlund, Joakim.
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  22. Panel Cointegration Tests of the Fisher Hypothesis. (2005). Westerlund, Joakim.
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  23. On the Predictability of Global Stock Returns. (2005). Hjalmarsson, Erik.
    In: Working Papers in Economics.
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  24. Predictive regressions with panel data. (2005). Hjalmarsson, Erik.
    In: Working Papers in Economics.
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  25. Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE. (2005). Kouretas, Georgios ; Kazandjian, Avo ; Tahmazian, Vera ; Constantinou, Eleni.
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  26. Modelling transmission mechanism of monetary policy in the Czech Republic. (2004). Smidkova, Katerina ; Mahadeva, Lavan.
    In: Macroeconomics.
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  27. The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics?. (2004). Wagner, Martin ; Muller-Furstenberger, Georg .
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  28. Whats Really the Story with this Balassa-Samuelson Effect in the CEECs?. (2004). Wagner, Martin ; Hlouskova, Jaroslava.
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  29. A LONG-RUN ANALYSIS OF DEFENCE SPENDING IN THE NATO COUNTRIES (1960-99). (2004). Perez-Fornies, Claudia ; Pardos, Eva ; Gadea, María ; CLAUDIA PÉREZ-FORNIÉS, .
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  30. Modelling the FF/MM rate by threshold cointegration analysis. (2004). Baghli, Mustapha .
    In: Applied Economics.
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  33. Exploring consumption-based asset pricing model with stochastic-trend forcing processes. (2004). Wirjanto, Tony.
    In: Applied Economics.
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  34. The Impact of FDI on Economic Growth under Foreign Trade Regimes: A Case Study of Pakistan. (2004). AHMAD, MOHSIN ; Atique, Zeshan ; Azhar, Usman.
    In: The Pakistan Development Review.
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  35. Dynamic Seemingly Unrelated Cointegrating Regression. (2004). Sul, Donggyu ; Ogaki, Masao ; Mark, Nelson.
    In: Working Papers.
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  36. Kenya’s Development Path and Factor Prices 1964-2000. (2004). Durevall, Dick ; Bigsten, Arne.
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  37. Fragmentation and East Asia’s Information Technology Trade. (2004). Gangnes, Byron ; Bonham, Carl ; van Assche, Ari.
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  38. Nonlinear estimators with integrated regressors but without exogeneity. (2004). de jong, Robert.
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  39. Fixed Bandwidth Asymptotics in Single Equation Models of Cointegration with an Application to Money Demand. (2004). Bunzel, Helle.
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  40. Nonstationary Nonlinear Heteroskedasticity in Regression. (2004). Park, Joon ; Chung, Heetaik.
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  41. Nominal Exchange Rates Adjustment and Long-Run Competitiveness in Less Developed Countries. (2004). Holmes, Mark.
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  43. ESTIMATION OF THE CYCLICAL COMPONENT OF ECONOMIC TIME SERIES. (2004). Evans, Charles ; DIAS, JOILSON.
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  45. A Generalised Version of the Balance-of-Payments Growth Model: An application to neighbouring regions. (2003). Nell, Kevin.
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  46. Instability in cointegration regressions: a brief review with an application to money demand in Portugal. (2003). Silva Lopes, Artur ; Nunes, Luis ; Gabriel, Vasco ; Lopes, Arthur C B da Silva, .
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  48. Does federally financed business R&D matter for US productivity growth?. (2003). Bönte, Werner ; Bonte, Werner.
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  49. Fixed-B Asymptotics in Single Equation Cointegration Models with Endogenous Regressors. (2003). Bunzel, Helle.
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  50. The Equilibrium Rate of Unemployment and the Real Exchange Rate: An Unobserved Components System Approach. (2003). Lindblad, Hans ; Sellin, Peter.
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  51. Estimating risk premia in money market rates. (2003). Durré, Alain ; Pilegaard, Rasmus ; Evjen, Snorre ; Durre, Alain.
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  53. Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics. (2002). Nielsen, Morten.
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  54. PPP-based analysis of New Zealands equilibrium exchange rate. (2001). Hargreaves, David ; Brook, Anne-Marie .
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  55. Evaluating the dynamics of fiscal policy in Spain: patterns of interdependence and consistency of public expenditure and revenues. (2001). Hernández de Cos, Pablo ; de Castro Fernández, Francisco ; Gonzalez-Paramo, Jose M..
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  56. Does Inflation Variability Affect the Demand for Money in China? Evidence from Error-Correction Models. (2000). Arize, A. C. ; Malindretos, John.
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  57. Supply Shocks and Real Exchange Rates. (2000). Alexius, Annika.
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  58. A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986-1990. (2000). Sosvilla-Rivero, Simon ; Bajo-Rubio, Oscar.
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  59. Temporal Aggregation and Ordinary Least Squares Estimation of Cointegrating Regressions. (2000). Pons Rotger, Gabriel.
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  60. Hysteresis in West German Unemployment Reconsidered. (2000). Reutter, Michael .
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  61. There Was Monetary Autonomy In Europe On the Eve Of Emu? The German Dominance Hypothesis Re-Examined. (1999). Bajo-Rubio, Oscar ; Montavez, Maria Dolores.
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  62. Foreign Direct Investment and Trade: A Causality Analysis. (1999). Bajo-Rubio, Oscar ; Muoz, Maria Montero .
    In: Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra.
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  63. A simple approach to robust inference in a cointegrating system. (1999). Wright, Jonathan.
    In: International Finance Discussion Papers.
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  64. Nonstationary Panel Data Analysis: An Overview of Some Recent Developments. (1999). Phillips, Peter ; Moon, Hyungsik.
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  65. Intraperiod and Intertemporal Substitution in Import Demand. (1999). Wirjanto, Tony ; Ho, Wai-Ming ; Amano, Robert.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
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  66. Government Expenditures and the Permanent-Income Model. (1998). Wirjanto, Tony ; Amano, Robert.
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  67. Are UK inflation expectations rational?. (1998). yates, anthony ; Bakhshi, Hasan.
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  68. On the Estimation and Inference of a Cointegrated Regression in Panel Data. (1997). Kao, Chihwa ; Chiang, Min-Hsien .
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  69. Information asymmetry, long-run relationship and price discovery in property investment markets. (1997). Wang, Peijie ; Lizieri, Colin.
    In: The European Journal of Finance.
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  70. Violations of the `Rules of the Game and the Credibility of the Classical Gold Standard, 1880-1914. (1997). MacDonald, Ronald ; Bordo, Michael.
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  71. Relative Labor Productivity and the Real Exchange Rate in the Long Run: Evidence for a Panel of OECD Countries. (1996). Diba, Behzad ; Cumby, Robert ; Canzoneri, Matthew.
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  76. Exchange Rates and Oil Prices. (1995). van Norden, Simon ; Amano, Robert.
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  77. Impulse Response and Forecast Error Variance Asymptotics in Nonstationary VARs. (1995). Phillips, Peter.
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  78. Empirical Evidence on the Cost of Adjustment and Dynamic Labour Demand. (1995). Amano, Robert.
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  81. Fully Modified IV, GIVE and GMM Estimation with Possibly Non-Stationary Regressions and Instruments. (1994). Phillips, Peter ; Kitamura, Yuichi.
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  82. Robust Tests of Forward Exchange Market Efficiency with Empirical Evidence from the 1920s. (1994). Phillips, Peter ; McFarland, James W. ; McMahon, Patrick C..
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  83. An Empirical Investigation into Government Spending and Private Sector Behaviour. (1994). Wirjanto, Tony ; Amano, Robert.
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  86. Robust Nonstationary Regression. (1993). Phillips, Peter.
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  88. Fully Modified Least Squares and Vector Autoregression. (1993). Phillips, Peter.
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  90. Analysis of U.S. Real GNP and Unemployment Interactions: State Space Approach. (1992). Fiorito, Riccardo ; Aoki, Masanao.
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  101. Instability in cointegration regressions:Evidence from inflation rate convergence in EU countries. (). Sosvilla-Rivero, Simon ; Olloqui, Irene .
    In: Studies on the Spanish Economy.
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  102. There was monetary autonomy in Europe on the eve of EMU?. The German dominance hypothesis re-examined. (). Bajo-Rubio, Oscar ; M. Dolores Montávez-Garcés, .
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    RePEc:fda:fdaeee:52.

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  103. Another look at long-horizon uncovered interest parity. (). Montañés, Antonio ; Montaes, Antonio ; Sanso-Navarro, Marcos.
    In: Studies on the Spanish Economy.
    RePEc:fda:fdaeee:221.

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  104. Foreign direct investment and trade: A causality analysis. (). María Montero, ; Bajo, Oscar .
    In: Studies on the Spanish Economy.
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