Results 11 to 20 of about 10,160,813 (305)
A Simple Panel‐CADF Test for Unit Roots* [PDF]
Oxford Bulletin of Economics and Statistics, 2012 AbstractIn this paper, we propose a simple extension to the panel case of the covariate‐augmented Dickey–Fuller (CADF) test for unit roots developed in Hansen (1995). The panel test we propose is based on a P values combination approach that takes into account cross‐section dependence.
COSTANTINI M, LUPI C
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Testing for causality between the foreign direct investment, current account deficit, GDP and total credit: Evidence from G7 [PDF]
Panoeconomicus, 2013 In this study, countries were analyzed between 1990 and 2011 in order to determine whether a causal relationship exists among current account deficit, GDP, foreign direct investment, and total credits of G7.
Akbas Yusuf Ekrem +2 more
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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
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Optimal panel unit root testing with covariates [PDF]
The Econometrics Journal, 2018 SummaryThis paper provides asymptotic optimality results for panel unit root tests with covariates by deriving the Gaussian power envelope. The main conclusion is that the use of covariates holds considerable promise in the panel data context, much more so than in the time series context.
Juodis, Artūras, Westerlund, Joakim
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Panel unit root tests and spatial dependence [PDF]
Journal of Applied Econometrics, 2006 AbstractThis paper studies the performance of panel unit root tests when spatial effects are present that account for cross‐section correlation. Monte Carlo simulations show that there can be considerable size distortions in panel unit root tests when the true specification exhibits spatial error correlation. These tests are applied to a panel data set
Baltagi, Badi H. +2 more
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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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The law of the single price within one country: the example of Benin
Вестник университета, 2023 This article aims to test the hypothesis of the law of the single price within one country on the example of the regions of Benin. The checking of the hypothesis was carried out empirically and is based on unit root tests for panel data on consumer ...
N.C.C. Vikou
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The heterogeneous effect of democracy, economic and political globalisation on renewable energy [PDF]
E3S Web of Conferences, 2021 This paper summarises the arguments and counterarguments within the scientific discussion on international cooperation’s role in combatting climate change and its impacts.
Lyulyov Oleksiy +3 more
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Truncated Product Methods for Panel Unit Root Tests* [PDF]
Oxford Bulletin of Economics and Statistics, 2012 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.
Xuguang Sheng, Jingyun Yang
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Unemployment hysteresis in the “Nordic Kitten”: Evidence from five Estonian regions [PDF]
Panoeconomicus, 2015 Unemployment hysteresis is a much discussed and researched topic in macroeconomics. The present paper examined unemployment hysteresis in five Estonian regions.
Furuoka Fumitaka
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