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Panel Tests for Unit Roots in Hours Worked
Kappler, Marcus - 2006
-stationarity of hours worked. In addition, taking these results together, there is no indication of cointegration among the individual …
Persistent link: https://www.econbiz.de/10010297530
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Panel Tests for Unit Roots in Hours Worked
Kappler, Marcus - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2006
-stationarity of hours worked. In addition, taking these results together, there is no indication of cointegration among the individual …
Persistent link: https://www.econbiz.de/10005097595
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Is health care a necessary or luxury product for Asian countries? : an answer using panel approach
Abdullah, S. M.; Siddiqua, Salina; Huque, Rumana - In: Health economics review 7 (2017) 4, pp. 1-12
addressed the issue of cross section dependence and used Westerlund (2007) panel cointegration test which is robust against … cross section dependence and heterogeneity for detecting the presence of panel cointegration. By applying Fully Modified OLS …
Persistent link: https://www.econbiz.de/10011633663
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Is health care a necessary or luxury product for Asian countries? An answer using panel approach
Abdullah, S. M.; Siddiqua, Salina; Huque, Rumana - In: Health Economics Review 7 (2017) 4, pp. 1-12
addressed the issue of cross section dependence and used Westerlund (2007) panel cointegration test which is robust against … cross section dependence and heterogeneity for detecting the presence of panel cointegration. By applying Fully Modified OLS …
Persistent link: https://www.econbiz.de/10011803087
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Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence
Phillips, Peter C.B.; Sul, Donggyu - Cowles Foundation for Research in Economics, Yale University - 2003
Explicit asymptotic bias formulae are given for dynamic panel regression estimators as the cross section sample size N approaching infinity. The results extend earlier work by Nickell (1981) and later authors in several directions that are relevant for practical work, including models with unit...
Persistent link: https://www.econbiz.de/10005593226
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Estimating long run effects and the exponent of cross-sectional dependence : an update to xtdcce2
Ditzen, Jan - 2021
Persistent link: https://www.econbiz.de/10013179176
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A Bootstrap Cointegration Rank Test for Panels of VAR Models
Callot, Laurent A.F. - School of Economics and Management, University of Aarhus - 2010
This paper proposes a sequential procedure to determine the common cointegration rank of panels of cointegrated VARs …
Persistent link: https://www.econbiz.de/10008752898
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Hysteresis and stochastic convergence in Eurozone unemployment rates : evidence from panel unit roots with smooth breaks and asymmetric dynamics
Corakci, Aysegul; Omay, Tolga; Hasanov, Mübariz - In: Oeconomia Copernicana 13 (2022) 1, pp. 11-55
Persistent link: https://www.econbiz.de/10013255717
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Financial development and economic growth in selected Asian economies : a dynamic panel ARDL test
Shravani; Sharma, Supran Kumar - In: Contemporary economics 14 (2020) 2, pp. 201-218
financial development and economic growth. The results of panel cointegration analysis suggest that there is two …-way cointegration relationship from GDP to GCF and BM in short-run as well as in long-run however, the relationship is one-way, that is …
Persistent link: https://www.econbiz.de/10012237407
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Financial development and economic growth : evidence from a panel of 16 African and non-African low-income countries
Bist, Jagadish Prasad - In: Cogent economics & finance 6 (2018) 1, pp. 1-17
unit root and panel cointegration analysis in 16 selected low-income countries for the period of 20 years from 1995 to 2014 … exists a cross-sectional dependence across the countries. The Pedroni’s panel cointegration analysis provides clear support …
Persistent link: https://www.econbiz.de/10011904249