Results 231 to 240 of about 51,987 (271)

Human capital, technological progress and industrial restructuring. [PDF]

PLoS One
Zhao K, Zhang L.
europepmc   +1 more source

Nonlinear error correction based panel cointegration test

, 2020
openaire   +1 more source

Panel Cointegration Analysis with Xtpedroni [PDF]

The Stata Journal, 2014
In this article, I introduce the new command xtpedroni, which implements the Pedroni (1999, Oxford Bulletin of Economics and Statistics 61: 653–670; 2004, Econometric Theory 20: 597–625) panel cointegration test and the Pedroni (2001, Review of Economics and Statistics 83: 727–731) group-mean panel-dynamic ordinary least-squares estimator.
Timothy Neal
exaly   +3 more sources

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New Simple Tests for Panel Cointegration

Econometric Reviews, 2005
In this paper, two new simple residual-based panel data tests are proposed for the null of no cointegration. The tests are simple because they do not require any correction for the temporal dependencies of the data. Yet they are able to accommodate individual specific short-run dynamics, individual specific intercept and trend terms, and individual ...
Joakim Westerlund
exaly   +2 more sources

A panel bootstrap cointegration test

Economics Letters, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Westerlund, Joakim, Edgerton, David L.
openaire   +2 more sources

Inference in Panel Cointegration Models With Long Panels

Journal of Business & Economic Statistics, 2007
This article presents a general likelihood-based framework for inference in panel vector autoregressive (VAR) models with cointegration restrictions. The cointegrating relationships are restricted to each cross section while the rest of the model is unrestricted. The homogeneous restriction of common cointegrating space is also considered.
Larsson, Rolf, Lyhagen, Johan
openaire   +2 more sources

Cointegration Testing in Panels with Common Factors*

Oxford Bulletin of Economics and Statistics, 2006
AbstractPanel unit‐root and no‐cointegration tests that rely on cross‐sectional independence of the panel unit experience severe size distortions when this assumption is violated, as has, for example, been shown by Banerjee, Marcellino and Osbat [Econometrics Journal (2004), Vol. 7, pp. 322–340; Empirical Economics (2005), Vol. 30, pp. 77–91] via Monte
Gengenbach, C., Palm, F.C., Urbain, J.R.Y.J.   +2 more
openaire   +2 more sources

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
openaire   +1 more source

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.
openaire   +4 more sources

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 ...
Bildirici, Melike, Ersin, Ozgur Omer, Kokdener, Meltem   +2 more
openaire   +4 more sources