Peter L. Pedroni
Williams College
1 paper in the Anchorcite directory, published in 2004, cited 6,731 times in total.
Research topics
- Monetary Policy and Economic Impact · 1 paper
- Market Dynamics and Volatility · 1 paper
- Global Financial Crisis and Policies · 1 paper
Papers
- PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESISEconometric Theory · 2004 · 6,731 citations
We examine properties of residual-based tests for the null of no cointegration for dynamic panels in which both the short-run dynamics and the long-run slope coefficients are permitted to be heterogeneous across individual members of the panel. The tests also…
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