Efficiency measurement with nonstationary variables: an application of panel cointegration techniques [PDF]
In this paper, we apply panel cointegration tests and estimation techniques to obtain efficiency measures when it is uncertain whether the underlying technological relationship is structural or spurious due to possible non-stationarity of the data.
Dimitris Christopoulos +1 more
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Financial Integration in the Pacific Basin Region: RIP by PANIC Attack? [PDF]
We exploit advances in panel data econometrics to test whether real interest parity holds in the Pacific Basin region. We test for a unit root in the difference between either the US, Japanese or Euro area real interest rate and the real interest rates ...
Carl Bonham, Somchai Amornthum
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Panel cointegration tests of the sustainability hypothesis in rich OECD countries
Joakim Westerlund, Silika Prohl
openalex +2 more sources
Foreign Direct Investment Inflows and Financial Development in Central and Eastern European Union Countries: A Panel Cointegration and Causality [PDF]
Yılmaz Bayar, Marius Dan Gavriletea
openalex +1 more source
Fiscal Causal Hypotheses and Panel Cointegration Analysis for Sustainable Economic Growth in ASEAN [PDF]
Maran Marimuthu +2 more
openalex +1 more source
Retraction: Intersecting paths: Corporate and green innovation in Chinese firms-A panel cointegration analysis. [PDF]
PLOS One Editors.
europepmc +1 more source
Investigating the Relationship between Health and Economic Growth: Empirical Evidence from a Panel of 5 Asian Countries [PDF]
In this paper, we investigate the relationship between health and economic growth through including investment, exports, imports, and research and development (R&D), for 5 Asian countries using panel unit root, panel cointegration with structural breaks ...
Paresh Kumar Narayan +2 more
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On the influence of oil prices on stock markets: Evidence from panel analysis in GCC countries. [PDF]
This paper implements recent bootstrap panel cointegration techniques and Seemingly Unrelated regression (SUR) methods to investigate the existence of a long-run relationship between oil prices and Gulf Corporation Countries (GCC) stock markets.
Christophe Rault, Mohamed El Hedi AROURI
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