Narrow search
Showing 1 - 10 of 75
Cover Image
Unit roots and cointegration in panels
Breitung, Jörg; Pesaran, Mohammad Hashem - 2005
This paper provides a review of the literature on unit roots and cointegration in panels where the time dimension (T … degrees, the dependence that might prevail across the different units in the panel. In the analysis of cointegration the … hypothesis testing and estimation problems are further complicated by the possibility of cross section cointegration which could …
Persistent link: https://www.econbiz.de/10010276171
Cover Image
Panel unit root tests in the presence of a multifactor error structure
Pesaran, Mohammad Hashem; Smith, L. Vanessa; Yamagata, … - 2008
This paper extends the cross sectionally augmented panel unit root test proposed by Pesaran (2007) to the case of a multifactor error structure. The basic idea is to exploit information regarding the unobserved factors that are shared by other time series in addition to the variable under...
Persistent link: https://www.econbiz.de/10010276216
Cover Image
Panel Unit Root Tests in the Presence of a Multifactor Error Structure
Pesaran, M. Hashem; Smith, L. Vanessa; Yamagata, Takashi - 2021
This paper extends the cross sectionally augmented panel unit root test proposed by Pesaran (2007) to the case of a multifactor error structure. The basic idea is to exploit information regarding the unobserved factors that are shared by other time series in addition to the variable under...
Persistent link: https://www.econbiz.de/10013316613
Cover Image
Heterogeneous Autoregressions in Short T Panel Data Models
Pesaran, M. Hashem; Yang, Liying - 2023
This paper considers a first-order autoregressive panel data model with individual-specific effects and a heterogeneous autoregressive coefficient. It proposes estimators for the moments of the cross-sectional distribution of the autoregressive coefficients, with a focus on the first two...
Persistent link: https://www.econbiz.de/10014347822
Cover Image
Remittances and energy consumption : a panel data analysis for MENA countries
Ari, Ayse - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 1, pp. 120-125
Persistent link: https://www.econbiz.de/10013169341
Cover Image
The demand for electricity in Kuwait : a cointegration analysis
Alfalah, Osama; Alhumaidan, Lama; Baglan, Deniz - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 6, pp. 9-13
Persistent link: https://www.econbiz.de/10012507084
Cover Image
Causal relationship between energy consumption, economic growth and CO2 emissions : a dynamic panel data approach
Dritsaki, Chaido; Dritsaki, Melina - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 2, pp. 125-136
Persistent link: https://www.econbiz.de/10011285523
Cover Image
The impact of foreign trade, energy consumption and income on CO2 emissions
Akin, Cemil Serhat - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 3, pp. 465-475
Persistent link: https://www.econbiz.de/10011286181
Cover Image
Renewable energy and economic growth : evidence from the sign of panel long-run causality
Apergēs, Nikolaos; Danuletiu, Dan Constantin - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 4, pp. 578-587
Persistent link: https://www.econbiz.de/10011286672
Cover Image
Oil-growth nexus in oil producing countries : macro panel evidence
Fuinhas, José Alberto; Marques, António Cardoso; … - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 1, pp. 148-163
Persistent link: https://www.econbiz.de/10011287081