Results 151 to 160 of about 52,481 (289)

Essays on panel cointegration testing

open access: yes, 2009
Diese Dissertation beinhaltet vier Aufsätze, die zur Literatur der Panelkointegrationsmethodik beitragen. Der erste Aufsatz vergleicht die Eigenschaften der vier Residuen-basierten Panelkointegrationstests von Pedroni (1995, 1999) mit dem Likelihood-basierten Panelkointegrationstest von Larsson et al. (2001) in endlichen Stichproben.
openaire   +1 more source

The empirics of the Solow growth model: Long-term evidence [PDF]

open access: yes
In this paper we reassess the standard Solow growth model, using a dynamic panel data approach. A new methodology is chosen to deal with this problem. First, unit root tests for individual country time series were run.
Eliezer Martins Diniz   +2 more
core  

Money Demand and Disinflation in Selected CEECs during the Accession to the EU [PDF]

open access: yes
A panel data set for six countries (Czech Republic, Hungary, Poland, Romania, Slovakia, and Slovenia) is used to estimate money demand with panel cointegration methods over the recent disinflation period.
Fidrmuc, Jarko
core  

Energy Consumption and Economic Growth Revisited in African Countries [PDF]

open access: yes
The aim of this paper is to provide new empirical evidence on the relationship between energy consumption and economic growth for 21 African countries over the period from 1970 to 2006, using recently developed panel cointegration and causality tests ...
Christophe Rault   +2 more
core  

Atlantic Review of Economics (ARoEc) – 1st Volume ‐ 2018 Revista Atlántica de Economía – Volumen 1 ‐ 2018 Higher education and economic growth: the importance of innovation

open access: yesAtlantic Review of Economics, 2018
Higher education is considered as an engine for development and growth in the knowledge society, because of its benefits to boost research, knowledge and technological innovation.
Mabrouka Bouhajeb   +2 more
doaj  

COINTEGRATION VECTOR ESTIMATION BY DOLS FOR A THREE-DIMENSIONAL PANEL [PDF]

open access: yes
This paper extends the asymptotic results of the dynamic ordinary least squares (DOLS) cointegration vector estimator of Mark and Sul (2003) to a three-dimensional panel. We use a balanced panel of N and M lengths observed over T time periods.
Dagoberto Saboyá   +2 more
core  

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