Results 131 to 140 of about 3,084 (160)

A panel bootstrap cointegration test

Economics Letters, 2007
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Westerlund, Joakim, Edgerton, David L.
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Genetic structure, consanguineous marriages and economic development: Panel cointegration and panel cointegration neural network analyses

Expert Systems with Applications, 2011
Consanguineous marriages and their effects on human beings in light of biological effects of genetic sicknesses are discussed in many studies. Among many, the likelihood of sicknesses such as phenylketonuria, thalassemia, Landsteiner-Fanconi-Anderson's syndrome, hemophilia and many neuro system anomalies increase drastically in countries with ...
Melike Bildirici, Özgür Ömer Ersin, Meltem Kökdener   +2 more
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Decentralization as a constraint to Leviathan: a panel cointegration analysis

Public Choice, 2012
This paper extends the empirical literature about the effects of fiscal decentralization on the growth of government along three dimensions. It distinguishes between the effects of the level of decentralization from the way local governments finance their expenditures (common pool versus own resources); it uses a panel cointegration approach to ...
John Ashworth, GALLI, EMMA, Fabio Padovano   +2 more
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Likelihood‐based cointegration tests in heterogeneous panels

The Econometrics Journal, 2001
Summary: This paper presents a maximum likelihood panel test of the cointegrating rank in heterogeneous panel models based on the mean of the individual rank trace statistics. The existence of the first two moments of the asymptotic distribution of the individual trace statistic is established.
Larsson, Rolf, Lyhagen, Johan, Löthgren, Mickael   +2 more
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Testing for breaks in cointegrated panels [PDF]

, 2006
Stability tests for cointegrating coefficients are known to have very low power with small to medium sample sizes. In this paper we propose to solve this problem by extending the tests to dependent cointegrated panels through the stationary bootstrap.
Di Iorio, Francesca, Fachin, Stefano
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Fully modified OLS for heterogeneous cointegrated panels [PDF]

, 2004
This chapter uses fully modified OLS principles to develop new methods for estimating and testing hypotheses for cointegrating vectors in dynamic panels in a manner that is consistent with the degree of cross sectional heterogeneity that has been permitted in recent panel unit root and panel cointegration studies.
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Do Panel Cointegration Tests Produce "Mixed Signals"?

Annals of Economics and Statistics, 2012
It was recently shown that time series cointegration tests, even in the presence of large sample sizes, often yield conicting conclusions (\mixed signals") as measured by, inter alia, a low correlation of empirical p-values. We present evidence suggesting that the problem of mixed signals persists for popular panel cointegration tests.
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A Panel CUSUM Test of the Null of Cointegration*

Oxford Bulletin of Economics and Statistics, 2005
AbstractThis paper proposes a simple residual‐based panel CUSUM test of the null hypothesis of cointegration. The test has a limiting normal distribution that is free of nuisance parameters, it is robust to heteroskedasticity and it allows for mixtures of cointegrated and spurious alternatives.
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Cointegration testing in dependent panels with breaks [PDF]

, 2007
In this paper we propose panel cointegration tests allowing for breaks and cross-section dependence based on the Continuos-Path Block bootstrap. Simulation evidence shows that the proposed panel tests have satisfactory size and power properties, hence improving considerably on asymptotic tests applied to individual series.
Di Iorio, Francesca, Fachin, Stefano
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Panel Cointegration Tests : A Survey

Rivista internazionale di scienze sociali : 1, 2008, 2008
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