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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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Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence
Arsova, Antonia; Karaman Örsal, Deniz Dilan - 2013
This paper proposes a new likelihood-based panel cointegration rank test which extends the test of Örsal & Droge (2012 …This paper proposes a new likelihood-based panel cointegration rank test which extends the test of Orsal and Droge …) (henceforth Panel SL test) to allow for cross-sectional dependence. The dependence is modelled by unobserved common factors which …
Persistent link: https://www.econbiz.de/10010187855
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Budget deficit sustainability and revenue expenditure linkages in major South Asian economies
Shastri, Shruti; Giri, Arun Kumar; Mohapatra, Geetilaxmi - In: Eurasian journal of business and economics : EJBE 10 (2017) 19, pp. 37-59
Persistent link: https://www.econbiz.de/10011720747
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ARCO : an artificial counterfactual approach for high-dimensional panel time-series data
Carvalho, Carlos C.; Masini, Ricardo; Medeiros, Marcelo C. - 2016
-econometric and panel data models. …
Persistent link: https://www.econbiz.de/10011523575
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A Bayesian analysis of complete multiple breaks in a panel autoregressive (CMB-PAR(1)) time series model
Agiwal, Varun; Kumar, Jitendra; Shangodoyin, Dahud Kehinde - In: Statistics in transition : an international journal of … 21 (2020) 5, pp. 133-149
paper discusses a panel autoregressive model with multiple breaks present in all parameters, i.e. in the autoregressive …
Persistent link: https://www.econbiz.de/10012655765
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Integration of stock markets using autoregressive distributed lag bounds test approach
Patel, Nikunj; Patel, Bhavesh - In: Global business & economics review 26 (2022) 1, pp. 37-64
Persistent link: https://www.econbiz.de/10012798071
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Dynamic econometrics in action: a biography of David F. Hendry
Ericsson, Neil R. - 2021
Persistent link: https://www.econbiz.de/10012589414
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Modelling nonlinearities in cointegration relationships
Schweikert, Karsten - 2017
Persistent link: https://www.econbiz.de/10012795244
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Financial time series: methods and models
Caporin, Massimiliano; Storti, Giuseppe - In: Journal of risk and financial management : JRFM 13 (2020) 5/86, pp. 1-3
The statistical analysis of financial time series is a rich and diversified research field whose inherent complexity requires an interdisciplinary approach, gathering together several disciplines, such as statistics, economics, and computational sciences. This special issue of the Journal of...
Persistent link: https://www.econbiz.de/10012304649
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Is there a stable long-run relationship between unemployment and productivity?
Jalles, João Tovar - In: Comparative economic research : Central and Eastern Europe 18 (2015) 2, pp. 57-75
This paper assesses whether productivity and unemployment have a stable long-run relationship. We explore a panel of 19 …
Persistent link: https://www.econbiz.de/10011862509