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Econometrics Theory Is The Refusal Research Proposal

Bibliography

1) Analysis of Heterogeneous Panels with Unobserved Common Effects

a) Baltagi, Badi H. 2010. Narrow Replication of Serlenga and Shin (2007) gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors. Journal of Applied Econometrics 25 (3): 505-506.

2) Panel unit root tests.

a) Pesaran, M. Hashem. 2007. A simple panel root test in the presence of cross-section dependence. Journal of Applied Econometrics 22: 265-312.

b) Chang Y. 2004. Bootstrap unit root tests in panels with cross-sectional dependency. Journal of Econometrics 120: 263 -- 293.

c) Choi I. 2001. Unit root tests for panel data. Journal of International Money and Banking 20: 249 -- 272.

d) Choi I. 2002. Combination unit root tests for cross-sectionally correlated panels. Mimeo, Hong Kong University of Science and Technology.

e) Im K, Pesaran H, Shin Y. 1995. Testing for unit roots in heterogeneous panels. DAE Working Papers Amalgamated Series No. 9526, University of Cambridge.

f) Im K, Pesaran H, Shin Y. 2003. Testing for unit roots in heterogeneous panels. Journal of Econometrics 115: 53 -- 74.

3) Analysis of Panel Vector Autoregressive Models...

Hashem, Schuermann, Til, Weiner, Scott M. 2003. Modeling regional interdependencies using a global error-correcting macroeconomic model. Journal of Business and Economic Statistics. 22 (2): 129-162.
b) Pesaran, M. Hashem and Shin, Yongcheol. 2002. Long-run structural modeling. Econometric Reviews 21 (1): 49-87.

5) Global Vector Autoregressive Modelling (GVAR).

6) Economic and Financial Forecasting in the Presence of Structural Breaks.

a) Pesaran, M. Hashem., Pettenuzzo, Davide, and Timmerman, Allan. 2006. Forecasting time series subject to multiple subject breaks. Review of Economic Studies 73: 1057-1084.

7) Econometric Analysis of Non-nested Models.

a) McAleer, Michael. 1995. The significance of testing empirical non-nested models. Journal of Econometrics 67: 149-171.

8) Empirics of Growth

a) Makinw, N. Gregory, Romer, David, Weil, David N. 1992. A contribution to the empirics of economic growth. The Quarterly Journal of Economics 107 (2): 407-437.

b) Solow, Robert M. 1956. A contribution to the theory of economic growth. The Quarterly Journal of Economics 60 (1): 65-94.

9) Financial Econometrics - credit…

Sources used in this document:
10) Other

a) Whittle, P. 1954. On stationary processes in the plane. Quarterly Economic Review.

Ibid.
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