Results 31 to 40 of about 3,959,626 (304)
bootUR: An R Package for Bootstrap Unit Root Tests
Journal of Statistical Software, 2023 Unit root tests form an essential part of any time series analysis. We provide practitioners with a single, unified framework for comprehensive and reliable unit root testing in the R package bootUR.
Stephan Smeekes, Ines Wilms
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Incidental Trends and the Power of Panel Unit Root Tests [PDF]
Journal of Econometrics, 2003 The asymptotic local powers of various panel unit root tests are investigated. The power envelope is obtained under homogeneous and heterogeneous alternatives. It is compared with asymptotic power functions of the pooled t-test, the Ploberger-Phillips (2002) test, and a point optimal test in neighborhoods of unity that are of order n^{-1/4}T^{-1} and n^
Hyungsik Roger Moon +2 more
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Heteroscedasticity Robust Panel Unit Root Tests [PDF]
Journal of Business & Economic Statistics, 2014 This article proposes new unit root tests for panels where the errors may be not only serial and/or cross-correlated, but also unconditionally heteroscedastic. Despite their generality, the test statistics are shown to be very simple to implement, requiring only minimal corrections and still the limiting distributions under the null hypothesis are ...
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PROFIT RATE CONVERGENCE IN THE EUROPEAN ECONOMIC AREA: A PANEL DATA ANALYSIS [PDF]
Economic HorizonsThis paper examines profitability disparities across the European economies using the aggregate and sectoral data for the period from 1995 to 2019 and applying a combination of panel unit root tests and the club convergence procedure.
Ivan D. Trofimov
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Mathematics, 2022 For the last three decades, ASEAN has been facing a persistent fiscal deficit. However, the impact of fiscal deficit on the current account deficit in the sub-groups of ASEAN is still unknown.
Maran Marimuthu +2 more
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Generalized fixedâT panel unit root tests [PDF]
Scandinavian Journal of Statistics, 2019 AbstractPanel data unit root tests, which can be applied to data that do not have many time series observations, are based on very restrictive error and deterministic component specification assumptions. In this paper, we develop a new, doubly modified estimator, based on which we propose a panel unit root test that allows for multiple structural ...
Yiannis Karavias, Elias Tzavalis
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Bootstrap innovational outlier unit root tests in dependent panels [PDF]
, 2012 In this paper, we propose new simple innovational outlier (IO) panel unit root tests with a break. A bootstrap method for dealing with cross-sectional dependence is provided and small sample properties of the bootstrap tests are investigated by Monte ...
Gutierrez, L +8 more
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The linkage between oil and agricultural commodity prices in the light of the perceived global risk
Agricultural Economics (AGRICECON), 2014 The paper examines a systematic interrelationship between the world oil and agricultural commodity prices, taking the role of the USD and the perceived global market risks into consideration for the period from January 1990 to June 2013.
Giray GOZGOR, Baris KABLAMACI
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European Journal of Social Impact and Circular Economy, 2022 The main purpose of this paper is to investigate relationship between foreign direct investment and economic growth for MENA countries from 1990 to 2014. We firstly tested heterogeneity and cross sectional dependence and found that all series have
adel nsib adel
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The Effect of Urbanization on Population Health: Evidence From China
Frontiers in Public Health, 2021 This paper explores the relationship between urbanization rate and death incidence by applying panel threshold regression model to the inland provinces of China.
Tuan-Biao Jiang +4 more
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