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Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effe...
In their influential work Grier et al.(The asymmetric effects of uncertainty on inflation and output growth. Journal of Applied Econometrics 2004; 19: 551-565) examine the... -
Cointegration in Panel Data with Structural Breaks and Cross-Section Dependen...
The power of standard panel cointegration statistics may be affected by misspecification errors if structural breaks in the parameters generating the process are not considered....
