Search Results - subject:"unit-root tests"

Unit-root tests in high-dimensional panels

Wichret, Oliver - 2022

Persistent link: https://www.econbiz.de/10013191550

Inflation dynamics and persistence : the importance of the uncertainty channel

Canepa, Alessandra - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014534818

House price bubbles under the COVID-19 pandemic

Hansen, Jacob Hald; Møller, Stig Vinther; Pedersen, … - In: Journal of empirical finance 75 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014491882

The Persistence of Suicides in G20 Countries between 1990 and 2017: an SPSM Approach to Three Generations of Unit Root Tests

Anyikwa, Izunna; Hamman, Nicolene; Phiri, Andrew - In: Comparative Economic Research. Central and Eastern Europe 24 (2021) 2, pp. 153-173

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. The G20 countries represent the powerhouse of global economic...

Persistent link: https://www.econbiz.de/10013204672

The persistence of suicides in G20 countries between 1990 and 2017 : an SPSM approach to three generations of unit root tests

Anyikwa, Izunna; Hamman, Nicolene; Phiri, Andrew - In: Comparative economic research : Central and Eastern Europe 24 (2021) 2, pp. 153-173

Persistent link: https://www.econbiz.de/10012666866

Reflections on "Testing for Unit Roots in Heterogeneous Panels"

Im, Kyung So; Pesaran, M. Hashem; Shin, Yongcheol - 2023

This article is our personal perspective on the IPS test and the subsequent developments of unit root and cointegration tests in dynamic panels with and without cross-section dependence. In this note, we discuss the main idea behind the test and the publication process that led to Im, Pesaran...

Persistent link: https://www.econbiz.de/10014290138

Reflections on "testing for unit roots in heterogeneous panels"

Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - 2023

Persistent link: https://www.econbiz.de/10013494205

Reflections on "testing for unit roots in heterogeneous panels"

Im, KyungSo; Pesaran, M. Hashem; Shin, Yongcheol - 2023

Persistent link: https://www.econbiz.de/10013530823

Catching-up effects in the logistics industry and the dynamic linkages with international trade and economic growth : empirical evidence from an international panel dataset

Katrakylidis, Ioannis; Madas, Michael - In: Economics and Business Letters : EBL 9 (2020) 3, pp. 197-205

Persistent link: https://www.econbiz.de/10012420675

Missing values in panel data unit root tests

Karavias, Yiannis; Tzavalis, Elias; Zhang, Haotian - In: Econometrics : open access journal 10 (2022) 1, pp. 1-11

unit root tests could be extended to the case of unbalanced panels, but this is often difficult because the missing … two popular panel unit root tests to allow for missing values, and secondly, it employs asymptotic local power functions …

Persistent link: https://www.econbiz.de/10013041203

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