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Dec 03 2013 Alexander Ludwig
  Testing the null of cointegration with a structural break: optimal kernel and bandwidth selection
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Oct 24 2013 Nidhaleddine Ben Cheikh and Hamidou Mohamed Cheik
  A panel cointegration analysis of the exchange rate pass-through
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Jun 24 2013 Md. Sharif Hossain and Rajarshi Mitra
  A Dynamic Panel Analysis of the Determinants of FDI in Africa
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Mar 04 2013 Ben Zaied Younes
  A long-run analysis of residential water consumption
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Sep 16 2012 Cosimo Magazzino
  The Nexus between Disaggregated Public Spending and GDP in the Euro Area
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Mar 13 2012 Tobias Heinrich
  Education, growth and technology diffusion
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Nov 21 2011 Munic Boungnarasy
  Health care expenditures in Asia countries: Panel data analysis
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Sep 16 2011 Yuki Toyoshima and Shigeyuki Hamori
  Panel cointegration analysis of the Fisher effect: Evidence from the US, the UK, and Japan
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May 11 2010 Venus khim-sen Liew , Chin-hong Puah , Chee-keong Choong and Evan Lau
  Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests
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Nov 13 2009 Manish Kumar
  A Bivariate Linear and Nonlinear Causality between Stock Prices and Exchange Rates
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Sep 28 2009 Reginaldo Pinto Nogueira Jr.
  Is monetary policy really neutral in the long-run? Evidence for some emerging and developed economies
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Jun 06 2008 Tsangyao Chang and Wen-Chi Liu
  Rational Bubbles in the Korea Stock Market? Further Evidence based on Nonlinear and Nonparametric Cointegration Tests
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Apr 08 2008 Jamel JOUINI and Karim BARHOUMI
  Revisiting the decline in the exchange rate pass-through: further evidence from developing countries
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Jan 27 2008 Deniz Dilan Karaman Örsal
  Comparison of Panel Cointegration Tests
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Sep 19 2007 Tsangyao Chang , Yu-Chen Wei and Yang-Cheng Lu
  An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan
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May 11 2007 Marcelo Mello and Roberto Guimaraes-Filho
  A note on fractional stochastic convergence
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Mar 27 2007 Chi-Wei Su , Yahn-Shir Chen and Hsu-Ling Chang
  Stock Prices and Dividends in Taiwan's Stock Market: Evidence Based on Time-Varying Present Value Model
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Apr 03 2006 Tsangyao Chang and Yang-Cheng Lu
  Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle
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Dec 07 2005 Steven Cook
  Threshold autoregressive testing procedures and structural change in cointegrating relationships
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Aug 29 2005 Tsangyao Chang , Chi-Wei Su , Hsiao-Ping Chu and Hsu-Ling Chang
  Does Rational Bubbles Exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test
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Jul 28 2003 Olivier Darné
  Maximum likelihood seasonal cointegration tests for daily data
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Jun 19 2003 Carsten Trenkler
  A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms
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Oct 11 2001 Efthymios Tsionas and Dimitris Christopoulos
  Efficiency measurement with nonstationary variables: an application of panel cointegration techniques
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