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Oxford Bulletin of Economics and Statistics is a peer-reviewed journal published by Wiley, covering Monetary Policy and Economic Impact, Fiscal Policy and Economic Growth, Labor market dynamics and wage inequality.
| Publisher | Wiley |
|---|---|
| Reference style | Author–year (Chicago) Author–year — (Smith, 2023) in the text Smith, Ada, Ben Jones, and Cara Lee. 2023. "A Representative Article Title." Oxford Bulletin of Economics and Statistics 12 (3): 45–58.
Formats any DOI in Oxford Bulletin of Economics and Statistics style. No sign-up. |
| Publishes research in | Monetary Policy and Economic Impact Fiscal Policy and Economic Growth Labor market dynamics and wage inequality Market Dynamics and Volatility Economic Growth and Productivity |
| ISSN | 0305-9049 |
| Citation impact (2-yr) | 1.33 |
| h-index | 138 |
| i10-index | 1,194 |
| Total citations | 140,311 |
| Article processing charge | $3,550 |
| Top institutions publishing here | University of Oxford |
| Journal website | onlinelibrary.wiley.com |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Citations each year’s papers have accumulated so far — the most recent years are still building up.
This paper gives a systematic application of maximum likelihood inference concerning cointegration vectors in non-stationary vector valued autoregressive time series models with Gaussian errors, where the model includes a constant term and seasonal dummies. The hypothesis of cointegration is given a simple parametric form in terms of cointegration vectors and their weights. The relation between…
The panel data unit root test suggested by Levin and Lin (LL) has been widely used in several applications, notably in papers on tests of the purchasing power parity hypothesis. This test is based on a very restrictive hypothesis which is rarely ever of interest in practice. The Im–Pesaran–Shin (IPS) test relaxes the restrictive assumption…
Abstract This paper proposes new error correction‐based cointegration tests for panel data. The limiting distributions of the tests are derived and critical values provided. Our simulation results suggest that the tests have good small‐sample properties with small size distortions and high power relative to other popular residual‐based panel cointegration tests. In our empirical application, we…
Abstract The difference and system generalized method of moments (GMM) estimators are growing in popularity. As implemented in popular software, the estimators easily generate instruments that are numerous and, in system GMM, potentially suspect. A large instrument collection overfits endogenous variables even as it weakens the Hansen test of the instruments’ joint validity. This paper…
In this paper we describe a method for testing the null of no cointegration in dynamic panels with multiple regressors and compute approximate critical values for these tests. Methods for non-stationary panels, including panel unit root and panel cointegration tests, have been gaining increased acceptance in recent empirical research. To date, however, tests for the…
