corruption on economic growth of AFTZ member states. The study employed a panel data analysis for the period 2010-2016, using … the determining variable. The usual 3 panel models were run for each group, with efficiency noted from the reported …

This paper proposes a new panel unit root test based on the generalized method of moments approach for panels with a …

The paper proposes statistics to test the null hypothesis of no cointegration in panel data when common factors drive …

–2004, particularly focusing on considering the presence of multiple structural breaks in the provincial-level panel data. First, the … panel-based unit root test that allows for occurrence of multiple breaks at various break dates across provinces is … each province, which are combined to construct the panel unit root test, this study assumes three data generating processes …

bootstrap test for panel cointegration robust to short- and long-run dependence across units. Thid test provides evidence of a …

particular, I propose the use of heteroskedasticity-autocorrelation consistent (HAC) covariance estimators for panel data, which … correlation likely present in econometric models. Through Monte Carlo experiments I explore the properties of three panel HAC …