<br><br>
<P>面板单位根和协整检验是近年来经济计量的一个热点，上面其中一些是入门的文献，其他一些是该领域重要的论文，对于面板单位根和协整检验的感兴趣的朋友可以看看。</P>
<P>大家还可以参考我的另一篇帖子：《<STRONG>面板单位根检验(LL,IPS和Maddala and Wu)经典论文》</STRONG></P>
<P><a href="http://www.pinggu.org/bbs/thread-163596-1-1.html&page=1" target="_blank" ><STRONG>http://www.pinggu.org/bbs/thread-163596-1-1.html&page=1</STRONG></A></P>
<P>面板单位根和协整检验的一些资料（中、英文，Pdf、Doc）</P>
<P>1 A Panel Bootstrap Cointegration Test.pdf</P>
<P>2 Asymptotically Normal Unit Root Testing_Extensions to Panel Data and </P>
<P>Structural Breaks.pdf</P>
<P>3 Cointegration versus Spurious Regression in Heterogeneous Panels.pdf</P>
<P>4 Comparison of Panel Cointegration Tests.pdf</P>
<P>5 Mixed Signals Among Tests for Panel Cointegration.pdf</P>
<P>6 Nonlinear IV Panel Unit Root Tests.pdf</P>
<P>7 Nonparametric Tests for Unit Roots and Cointegration.pdf</P>
<P>8 Panel Cointegration Testing using Nonlinear Instruments.pdf</P>
<P>9 Panel Data Unit Root Tests with an Application.pdf</P>
<P>10 Panel unit root and panel cointegration methods.pdf</P>
<P>11 Panel Unit Roots and Cointegration_Evidence for OECD Energy .pdf</P>
<P>12 Panel Data Unit Roots Tests Using Various Estimation Methods.pdf</P>
<P>13 Spurious Regression and Residual-Based Tests for Cointegration in Panel Data.pdf</P>
<P>14 Taking a New Contour A Novel Approach to Panel Unit Root Tests.pdf</P>
<P>15 Testing for Unit Roots in Panel Data An Exploration Using Rea and Simulated Datal.pdf</P>
<P>16 Testing for Unit Roots in Panel Data.pdf</P>
<P>17 The Local Power of Some Unit Root Tests for Panel Data.pdf</P>
<P>18 Unit roots and cointegration in panels.pdf</P>
<P>19 单位根检验新进展.doc</P>
<P>20 面板单位根检验理论及其应用研究综述.doc</P>
<P> </P>
<P><br> </P>

[此贴子已经被作者于2007-4-9 18:53:35编辑过]