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Original Articles

PPP tests in cointegrated panels: evidence from Asian developing countries

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Pages 163-166 | Published online: 23 Aug 2006

References

References

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  • Mark N Sul D 1999 A computationally simple cointegration vector estimator for panel data, Manuscript Ohio State University OH
  • Pedroni P 1996 Fully modified OLS for heterogeneous cointegrated panels and the case of purchasing power parity Working paper 96-020 Department of Economics, Indiana University IN
  • Pedroni P 1999 Critical values for cointegration tests in heterogeneous panels with multiple regressors Oxford Bulletin of Economics and Statistics S1 61 653 70
  • Pedroni P 2000 Fully modified OLS for heterogeneous cointegrated panels Nonstationary Panels, Panel Cointegration, and Dynamic Panels, Advances in Econometrics 15 (Ed.) B. H. Baltagi, (JAI) pp. 93–130
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  • Pedroni , P . 2001b . Purchasing power parity in cointegrated panels . The Review of Economics and Statistics , 83 : 727 – 31 .
  • Qian H Strauss J 2001 Panel PPP tests with unknown cross-sectional dependence and heteroscedasticity Unpublished manuscript

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