Results 21 to 30 of about 3,959,626 (304)
Heteroskedasticity-Robust Unit Root Testing for Trending Panels [PDF]
SSRN Electronic Journal, 2017 Time‐varying volatility and linear trends are common features of several macroeconomic time series. Recent articles have proposed panel unit root tests (PURTs) that are pivotal in the presence of volatility shifts, excluding linear trends, however.
Maxand, Simone +2 more
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Technological and Economic Development of Economy, 2010 Applying the new panel unit root test developed in this paper, we can overcome the pitfalls of old‐fashioned panel unit root tests making it possible for researchers testing individual series for a unit root while taking contemporaneous cross‐sectional ...
Mehmet Huseyin Bilgin +2 more
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On The Panel Unit Root Tests Using Nonlinear Instrumental Variables [PDF]
, 2004 This paper re-examines the panel unit root tests proposed by Chang (2002). She establishes asymptotic independence of the t-statistics when integrable functions of lagged dependent variable are used as instruments even if the original series are cross ...
core +2 more sources
An alternative test of the trade-off theory of capital structure
Contemporary Economics, 2014 The purpose of this paper is to investigate the stochastic behavior of corporate debt ratios utilizing a balanced panel of 2,556 publicly traded U.S. firms during the period 1997-2010.
Giorgio Canarella +2 more
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An Intersection Test for Panel Unit Roots [PDF]
Econometric Reviews, 2012 This paper proposes a new panel unit root test based on Simes’ [Biometrika 1986, “An Improved Bonferroni Procedure for Multiple Tests of Significance”] classical intersection test. The test is robust to general patterns of cross-sectional dependence and yet straightforward to implement, only requiring p-values of time series unit root tests of the ...
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Energies, 2013 China has witnessed a fast economic growth in the recent two decades. However, the heavy energy exploitation seems to show a negative relation to regional economic growth.
Yaobin Liu
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Hybrid Rank-Based Panel Unit Root Tests
SSRN Electronic Journal, 2023 We study optimality of unit root tests in a semiparametric panel setting with both large time-series and cross-sectional dimension. While, with finite cross-sectional dimension, the limit experiments are locally asymptotically Brownian functional (LABF), we find the classical locally asymptotically normal (LAN) structure with large cross-sectional ...
van den Akker, Ramon +2 more
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Ekoist Journal of Econometrics and Statistics, 2023 Nowadays, even regional conflicts can lead to political and military crises on a global scale, and military expenditures have become more important in countries’ budgets.
İbrahim Sezer Belliler
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A PANEL COINTEGRATION ANALYSIS: AN APPLICATION TO INTERNATIONAL TOURISM DEMAND OF THAILAND [PDF]
Annals of the University of Petrosani: Economics, 2010 This paper sought to find the long-run relationships between international tourist arrivals in Thailand and economic variables such as GDP, transportation cost and exchange rates during period of 1986 to 2007.
CHUKIAT CHAIBOONSRI +4 more
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Investigating the Relationship on CO2, Energy Consumption and Economic Growth: a Panel Data Approach
Chemical Engineering Transactions, 2018 In this study, empirical analysis is conducted to reveal the relationship between three variables: energy consumption, GDP and CO2. The analysis is based on 13 oil importing countries and 11 oil exporting countries.
Sayed Kushairi B. Sayed Nordin +1 more
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