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Testing slope homogeneity in large panels

Pesaran, Mohammad Hashem; Yamagata, Takashi - 2005

This paper proposes a modified version of Swamy's test of slope homogeneity for panel data models where the cross section dimension (N) could be large relative to the time series dimension (T). The proposed test exploits the cross section dispersion of individual slopes weighted by their...

Persistent link: https://www.econbiz.de/10010276162

General diagnostic tests for cross section dependence in panels

Pesaran, Mohammad Hashem - 2004

This paper proposes simple tests of error cross section dependence which are applicable to a variety of panel data models, including stationary and unit root dynamic heterogeneous panels with short T and large N. The proposed tests are based on average of pair-wise correlation coefficients of...

Persistent link: https://www.econbiz.de/10010276163

General Diagnostic Tests for Cross Section Dependence in Panels

Pesaran, Mohammad Hashem - 2004

Persistent link: https://www.econbiz.de/10010276182

Diagnostic tests of cross section independence for nonlinear panel data models

Hsiao, Cheng; Pesaran, Mohammad Hashem; Pick, Andreas - 2007

In this paper we discuss tests for residual cross section dependence in nonlinear panel data models. The tests are based on average pair-wise residual correlation coefficients. In nonlinear models, the definition of the residual is ambiguous and we consider two approaches: deviations of the...

Persistent link: https://www.econbiz.de/10010276209

Diagnostic tests of cross section independence for nonlinear panel data models

Hsiao, Cheng; Pesaran, Mohammad Hashem; Pick, Andreas - 2007

Persistent link: https://www.econbiz.de/10010276260

Econometric analysis of high dimensional VARs featuring a dominant unit

Pesaran, Mohammad Hashem; Chudik, Alexander - 2010

This paper extends the analysis of infinite dimensional vector autoregressive models (IVAR) proposed in Chudik and Pesaran (2010) to the case where one of the variables or the cross section units in the IVAR model is dominant or pervasive. This extension is not straightforward and involves...

Persistent link: https://www.econbiz.de/10010276270

What if the UK had joined the euro in 1999? : An empirical evaluation using a Global VAR

Pesaran, Mohammad Hashem; Smith, L. Vanessa; Smith, Ron P. - 2005

macroeconometric models. As an application we consider UK entry to the euro. Entry involves a long-term commitment to restrict UK … nominal exchange rates and interest rates to be the same as those of the euro area. We derive conditional probability … distributions for the difference between the future realisations of variables of interest (e.g UK and euro area output and prices …

Persistent link: https://www.econbiz.de/10010276168

Parents and Children Talk : The Family Dynamics of English Language Proficiency

Chiswick, Barry R.; Lee, Yew Liang; Miller, Paul W. - 2004

This paper extends the analysis of the acquisition of destination language proficiency among immigrants by explicitly incorporating dynamics among family members – mother, father and children. Single equation, bivariate, and four-state (multivariate) probit analyses are employed. Immigrant...

Persistent link: https://www.econbiz.de/10010261966

Where Immigrants Settle in the United States

Chiswick, Barry R.; Miller, Paul W. - 2004

This paper is concerned with the location of immigrants in the United States, as reported in the 1990 Census. Where they settle has implications for the economic, social and political impact of immigrants. Immigrants are highly geographically concentrated. Compared to the native born they are...

Persistent link: https://www.econbiz.de/10010261987

Immigrants' Language Skills: The Australian Experience in a Longitudinal Survey

Chiswick, Barry R.; Lee, Yew Liang; Miller, Paul W. - 2002

This paper is concerned with the determinants of English language proficiency (speaking, reading and writing) among immigrants. It presents a model of immigrant destination language acquisition based on economic incentives, exposure to the destination language, and efficiency in second language...

Persistent link: https://www.econbiz.de/10010262738