Results 1 to 10 of about 3,959,626 (304)
Truncated Product Methods for Panel Unit Root Tests. [PDF]
Oxf Bull Econ Stat, 2013 AbstractThis paper proposes two new panel unit root tests based on Zaykin et al. (2002)’s truncated product method. The first one assumes constant correlation between P‐values and the second one uses sieve bootstrap to allow for general forms of cross‐section dependence in the panel units.
Sheng X, Yang J.
europepmc +5 more sources
Missing Values in Panel Data Unit Root Tests
Econometrics, 2022 Missing data or missing values are a common phenomenon in applied panel data research and of great interest for panel data unit root testing. The standard approach in the literature is to balance the panel by removing units and/or trimming a common time ...
Yiannis Karavias +2 more
doaj +3 more sources
Shortfalls of panel unit root testing [PDF]
Economics Letters, 2003 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jack Strauss
exaly +5 more sources
Panel Unit-root Tests for Heteroskedastic Panels
The Stata Journal, 2018 In this article, we describe the command xtpurt, which implements the heteroskedasticity-robust panel unit-root tests suggested in Herwartz and Siedenburg (2008, Computational Statistics and Data Analysis 53: 137–150), Demetrescu and Hanck (2012a, Economics Letters 117: 10–13), and, recently, Herwartz, Maxand, and Walle (2017, Center for European ...
Yabibal M Walle +2 more
exaly +3 more sources
A Monte Carlo study on the size and power of panel unit root tests: Limitations in small data sets
Croatian Operational Research Review, 2023 The aim of this paper is to explore the properties of various panel unit root tests in terms of their power and size regarding different panel data structures, with a special focus on small data samples.
Ivana Mravak
doaj +1 more source
Unit Roots and Cointegration in Panels [PDF]
, 2005 This paper provides a review of the literature on unit roots and ...
Jörg Breitung, M. Hashem Pesaran
openaire +7 more sources
Trade, Environment, Human Capital and Services Sector in Developing Countries: A Panel Data Analysis
Journal of Accounting and Finance in Emerging Economies, 2021 This study aims to examine the influence of Trade Liberalization, Environmental Quality (CO2 Emission) on Services Sector Growth in some selected developing. The estimation of the study considers panel data unit root and panel data ARDL approach.
Ismat Nasim +3 more
doaj +1 more source
Reflections on “Testing for Unit Roots in Heterogeneous Panels”
SSRN Electronic Journal, 2023 This article is our personal perspective on the IPS test and the subsequent developments of unit root and cointegration tests in dynamic panels with and without cross-section dependence. In this note, we discuss the main idea behind the test and the publication process that led to Im, Pesaran and Shin (2003).
Im, K S., Pesaran, M. H., Shin, Y.
openaire +4 more sources
The Structural Convergence of New Members of the European Union: An Input-Output Perspective
Economies, 2023 This paper aims to approach the topic of structural convergence for new member states from the perspective of input-output analysis. Using a set of input-output measures, based on the OECD RStan database, and a number of unit-root tests, both for ...
Petre Caraiani
doaj +1 more source
Ekoist Journal of Econometrics and Statistics, 2021 Unemployment continues to be one of the important macroeconomic problems, its negative effects are not only seen at the economic level, but also in all societies at the social level. According to December 2020 data, the unemployment rate among the member
Melike Dedeoğlu
doaj +1 more source