Results 21 to 30 of about 6,571,164 (297)
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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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 ...
openaire +4 more sources
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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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
doaj +1 more source
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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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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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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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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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 ...
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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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