Results 31 to 40 of about 11,663 (162)
Results of Im Pesaran Shin (IPS) and Levin-Lin-Chu unit-root test at level.
, 2023 Results of Im Pesaran Shin (IPS) and Levin-Lin-Chu unit-root test at level.
Isubalew Daba Ayana (17457534) +2 more
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La ley de Okun en Ecuador. Un análisis de cointegración, 2007-2019.
Innova Research Journal, 2020 El estudio analiza la ley de Okun para Ecuador durante 2007.I-2019.IV con dos metodologías de cointegración, el método de Johansen & Juselius (1990) y el enfoque Autorregresivo de Rezago Distribuido (ARDL) propuesto por Pesaran & Shin (1995) y Pesaran ...
Diego Ontaneda Jiménez
doaj +1 more source
Results of Im Pesaran Shin (IPS) and Levin-Lin-Chu unit-root tests at I(1).
, 2023 Results of Im Pesaran Shin (IPS) and Levin-Lin-Chu unit-root tests at I(1).
Isubalew Daba Ayana (17457534) +2 more
core +1 more source
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
doaj +1 more source
Weak and strong cross-section dependence and estimation of large panels
, 2011 This paper introduces the concepts of time-specific weak and strong cross-section dependence, and investigates how these notions are related to the concepts of weak, strong and semi-strong common factors, frequently used for modelling residual cross ...
Tosetti E., Chudik A., Pesaran M. H.
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Oil investment in the North Sea
, 1994 Investment in oil production on the UK continental shelf (UKCS) involves three separate but highly interrelated activities: exploration, development and extraction.
FAVERO, CARLO AMBROGIO, PESARAN M. H.
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Model Averaging in Risk Management with an Application to Futures Markets [PDF]
, 2008 This paper considers the problem of model uncertainty in the case of multi-asset volatility models and discusses the use of model averaging techniques as a way of dealing with the risk of inadvertently using false models in portfolio management ...
M. HASHEM PESARAN +4 more
core +2 more sources
Testing weak cross-sectional dependence in large panels [PDF]
, 2012 This paper considers testing the hypothesis that errors in a panel data model are weakly Cross-sectionally dependent (CD), using the exponent of cross-sectional dependence introduced recently in Bailey, Kapetanios and Pesaran (2012). It is shown that the
Pesaran, Hashem, Pesaran, M. Hashem
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Macroeconometric Modelling with a Global Perspective [PDF]
, 2006 This paper provides a synthesis and further development of a global modelling approach introduced in Pesaran, Schuermann and Weiner (2004), where country specific models in the form of VARX* structures are estimated relating a vector of domestic ...
Smith, Ron P. +4 more
core +2 more sources
Panels with Nonstationary Multifactor Error Structures [PDF]
, 2006 The presence of cross-sectionally correlated error terms invalidates much inferential theory of panel data models. Recent work by Pesaran (2006) suggests a method which makes use of cross-sectional averages to provide valid inference for stationary panel
Pesaran, Mohammad Hashem +3 more
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