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Essays on panel cointegration testing
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
Greenhouse Gas Emissions, Energy Consumption and Economic Growth: A Panel Cointegration Analysis for 16 Asian Countries. [PDF]
Lu WC.
europepmc +1 more source
The empirics of the Solow growth model: Long-term evidence [PDF]
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
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Money Demand and Disinflation in Selected CEECs during the Accession to the EU [PDF]
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
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UK Covered Warrants and Their Underlying Shares: A Panel Cointegration Approach
Christian de Peretti, Chia Ying Chan
openalex +1 more source
Effect of Exchange Rate on Trade Balance in Major East African Countries: Evidence from Panel Cointegration [PDF]
Kedir Bekeru Genemo
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Energy Consumption and Economic Growth Revisited in African Countries [PDF]
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
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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]
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
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