Results 31 to 40 of about 6,571,164 (297)
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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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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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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Generalized fixed‐T 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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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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Panel Unit Root Tests by Combining Dependent 𝑃 Values: A Comparative Study
Journal of Probability and Statistics, 2011 We conduct a systematic comparison of the performance of four commonly used 𝑃 value combination methods applied to panel unit root tests: the original Fisher test, the modified inverse normal method, Simes test, and the modified truncated product method (
Xuguang Sheng, Jingyun Yang
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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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Purchasing power parity in ASEAN+3: an application of panel unit root tests
Croatian Review of Economic, Business and Social Statistics, 2018 The paper assesses the existence of purchasing power parity (PPP) in ASEAN+3 economies taking into account EUR and USD as reference currencies. The research refers to the period from January 2000 to June 2017 and there are three points of view: we tested
Boršič Darja, Bekő Jani
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Causal Relationship Between the Spread of the COVID-19 and Geopolitical Risks in Emerging Economies
Frontiers in Public Health, 2020 This study investigates the causality between the spread of the COVID-19 pandemic (measured by new cases per million and new deaths per million) and geopolitical risks (measured by the index of geopolitical risks).
Liangjun Wang +3 more
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Unemployment Hysteresis: Attached or Mismatched?
Scientific Annals of Economics and Business, 2021 This paper investigates the empirical significance of the unemployment problem whether it is structural or temporary on the basis of region-based, income-based and aggregate classifications of different countries for the yearly data from 1991 to 2018. In
Onur Özdemir
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