Narrow search
Showing 1 - 10 of 8,010
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
A panel data analysis for the greenhouse effects in fifteen countries of European Union.
Giovanis, Eleftherios - Volkswirtschaftliche Fakultät, … - 2008
This paper examines how some factors affect the greenhouse effect of fifteen countries in European Union with fixed and random effects, while we also investigate the case of the Arch effects presentation. Finally we estimate a neural network model to examine how all the factors affect the...
Persistent link: https://www.econbiz.de/10005616950
Cover Image
Assessment of Monetary Union in SADC: Evidence from Cointegration and Panel Unit Root Tests
Zehirun, Mulatu F.; Breitenbach, Marthinus C.; Kemegue, … - Department of Economics, Faculty of Economic and … - 2015
area (OCA) theory. We apply Johansen’s multivariate co-integration technique, panel unit root tests, Pedroni’s residual … cointegration test and error correction based panel cointegration tests. The findings from this study confirm that GPPP holds among … SADC member countries included in this study on account of cointegration and stationarity in real exchange rate series. The …
Persistent link: https://www.econbiz.de/10011165590
Cover Image
Assessment of Monetary Union in SADC: Evidence from Cointegration and Panel Unit Root Tests
Zerihun, Mulatu F; Breitenbach, Marthinus C; Kemegue, … - Economic Research Southern Africa (ERSA) - 2015
area (OCA) theory. We apply Johansen’s multivariate co-integration technique, panel unit root tests, Pedroni’s residual … cointegration test and error correction based panel co-integration tests. The findings from this study confirm that GPPP holds among … SADC member countries included in this study on account of cointegration and stationarity in real exchange rate series. The …
Persistent link: https://www.econbiz.de/10011165826