Results 11 to 20 of about 6,571,164 (297)
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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Are PPP tests erratically behaved? Some panel evidence [PDF]
, 2006 This paper examines whether, in addition to standard unit root and cointegration tests, panel approaches also produce test statistics behaving erratically when applied to PPP.
Hanck, C, Caporale, GM
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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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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
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Comparative Economic Research, 2021 Suicides represent an encompassing measure of psychological wellbeing, emotional stability as well as life satisfaction, and they have been recently identified by the World Health Organization (WHO) as a major global health concern.
Izunna Anyikwa +2 more
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Does Gibrat’s law hold in the insurance industry of china? A test with sequential panel selection method [PDF]
Panoeconomicus, 2012 This study applies the Sequential Panel Selection Method to investigate whether the growth rate of total insurance premium is independent of their size, as postulated by Robert Gibrat’s (1931) Law of Proportionate Effects.
Pan Guochen +2 more
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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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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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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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