setting using newly developed panel unit root, cointegration, and long-run dynamic estimation approaches. This study employed … behavior in India. This paper also discusses issues related to panel data, such as cross-section dependency and slope …-run relationship between share price and dividends using panel data. However, the application of recently established panel econometric …

This paper elucidates the influence of stock market volatility on U.S. consumption using pooled mean group (PMG …) estimation of 46 states over the period from 1998 to 2017. The findings confirm that the PMG estimates of the effect of stock … market volatility on consumption are robust to the lag order, lag selection criteria, and outliers compared with the mean …

of factor jumps. Such jump dependence is implied by standard linear factor models. Our inference is based on a panel of … restriction on the relative magnitude of these two dimensions of the panel. The test is formed from the high‐frequency returns at …

the stock market by using panel data in selected countries in Asia (Iran, Saudi Arabia, India, China, Singapore, Malaysia …