Results 201 to 210 of about 3,182 (237)

Long Run Macroeconomic Relations in the Global Economy

open access: yesEconomics: Journal Articles, 2007
Stephane Dees   +3 more
doaj  

可変パラメータ・モデルによる期待物価上昇率の計測―Anderson=Pesaran法に代えて―

open access: yes可変パラメータ・モデルによる期待物価上昇率の計測―Anderson=Pesaran法に代えて―
openaire  

ARDL bounds test for cointegration: Replicating the Pesaran et al. (2001) results for the UK earnings equation using R

Journal of Applied Econometrics, 2022
SummaryThis paper replicates the UK earnings equation using the autoregressive distributed lag (ARDL) modeling approach and the bounds test for cointegration by Pesaran et al. (Journal of Applied Econometrics, 2001, 16(3), 289–326). The findings from the narrow sense fully replicate the original results using the open‐source language R and the ARDL ...
Natsiopoulos, Kleanthis   +1 more
exaly   +3 more sources

Extensions of the Pesaran, Shin and Smith (2001) Bounds Testing Procedure [PDF]

open access: possibleSSRN Electronic Journal, 2020
We replicate the Pesaran, Shin and Smith (2001) bounds testing procedure (BTP), and extend it with 6 new cases, 4 of which involve a quadratic trend. We provide critical values for the BTP of the lagged regressors in levels under the framework of unrestricted error-correction models (UECMs) to account for degenerate cases of co-integration. Further, we
Georgios Bertsatos   +2 more
openaire   +1 more source

Renewable Energy, Energy Efficiency, and CO2 emissions in Developing Countries: Evidence from the Pesaran (2006) Common Correlated Effects Model.

SSRN Electronic Journal, 2020
While global warming has emerged as a major concern to be addressed, energy efficiency and renewable energy have been identified as two key solutions to slow it down. This study investigates the contribution of these two factors on CO2 emissions using economic growth, industrial share and population as additional variables. Extending Ozbugday and Erbas
Nicolas SCHNEIDER, Nicolas Schneider
openaire   +2 more sources

The ET Interview: Professor Hashem Pesaran

SSRN Electronic Journal, 2018
Since graduating with a PhD in Economics from Cambridge, Hashem Pesaran has been a prominent contributor to the theoretical econometrics literature, undertaking work on testing of non-nested models, cointegration, forecasting in the presence of model instability, forecasting of multinomial data, and estimation and testing of time-series and panel data ...
openaire   +1 more source

Global and National Macroeconometric Modelling ‐ by Anthony Garratt, Kevin Lee, M. Hashem Pesaran and Yongcheol Shin

Economic Record, 2008
The article reviews the book "Global and National Macroeconometric Modelling," by Anthony Garratt, Kevin Lee, M. Hashem Pesaran and Yongcheol Shin.
openaire   +1 more source

Home - About - Disclaimer - Privacy