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Christian Gengenbach

Observed names: C Christian Gengenbach, C. Gengenbach, Christian Carl Gengenbach, Gengenbach, C., Gengenbach, Christian
Observed institution: Maastricht University
OpenAlex ID: A5025237760
Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling
2009 · Christian Gengenbach, Franz C. Palm, et al. · Econometric Reviews · 216
Error Correction Testing in Panels with Common Stochastic Trends
2015 · Christian Gengenbach, Jean‐Pierre Urbain, et al. · Journal of Applied Econometrics · 132
Cointegration Testing in Panels with Common Factors*
2006 · Christian Gengenbach, Franz C. Palm, et al. · Oxford Bulletin of Economics and Statistics · 128
Panel Error Correction Testing with Global Stochastic Trends
2008 · Christian Gengenbach, Jean‐Pierre Urbain, et al. · RePEc: Research Papers in Economics · 47
Panel cointegration testing in the presence of common factors
2005 · Gengenbach, C., Palm, F.C., et al. · Research Publications (Maastricht University) · 28
Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis
2013 · Laurent Cavenaile, Christian Gengenbach, et al. · De Economist · 27
A panel cointegration study of the Euro effect on trade
2010 · Christian Gengenbach · Econstor (Econstor) · 10
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Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis
2013 · Laurent Cavenaile, Christian Gengenbach, et al. · SSRN Electronic Journal · 6
Alternative representations for cointegrated panels with global stochastic trends
2013 · Christian Gengenbach, Jean-Pierre Urbain, et al. · Economics Letters · 5
Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling
2004 · Christian Gengenbach, Franz C. Palm, et al. · RePEc: Research Papers in Economics · 4
Stock Markets, Banks and Long Run Economic Growth: A Panel Cointegration-Based Analysis
2013 · Laurent Cavenaile, Christian Gengenbach, et al. · RePEc: Research Papers in Economics
Are panel unit root tests useful for real-time data?
2011 · Hecq, A.W., Urbain, J.R.Y.J., et al. · RePEc: Research Papers in Economics
Are Panel Unit Root Tests Useful for Real-Time Data?
2011 · Christian Gengenbach, Alain Hecq, et al. · RePEc: Research Papers in Economics
Testing non-stationary panel data with persistent cross-sectional dependence
2009 · C. Gengenbach
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The behavior of panel cointegration tests in the presence of common factors
2005 · Christian Gengenbach, Franz C. Palm, et al. · Research Publications (Maastricht University)
Panel Cointegration Testing in the Presence of Common Factors
2005 · Christian Gengenbach, Franz C. Palm, et al. · RePEc: Research Papers in Economics
Works count: 25
Citation count: 604
H-index: 7
I10-index: 7
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