bootstrap. Simulation evidence shows that the proposed panel tests improve considerably on asymptotic tests applied to … individual series. As an empirical illustration we examined investment and saving for a panel of 14 European countries over the … cases do not reject the null of stability, the bootstrap panel tests lead to the more plausible conclusion that the long …

bootstrap. Simulation evidence shows that the proposed panel tests improve considerably on asymptotic tests applied to … individual series. As an empirical illustration we examined investment and saving for a panel of European countries over the 1960 … reject the null of stability, the bootstrap panel tests lead to the more plausible conclusion that the long-run relationship …

bootstrap. Simulation evidence shows that the proposed panel tests improve considerably on asymptotic tests applied to … individual series. As an empirical illustration we examined investment and saving for a panel of 14 European countries over the … cases do not reject the null of stability, the bootstrap panel tests lead to the more plausible conclusion that the long …

New multivariate panel cointegration methods are used to analyze nominal exchange rates and prices in four major … economies in Europe; France, Germany, Italy and the United Kingdom for the post-Bretton Woods period. We test for purchasing …

root and Westerlund (2007) cointegration tests that account for cross-sectional dependence in the series, and three panel … a panel of 28 European economies during the 1995-2018 period. The hypothesis is verified using Pesaran (2007) panel unit …' integration, heterogeneous balanced panels and cases of limited evidence of cointegration. The empirical results suggested that …

observations, quite a unique a pproach in the panel data analysis, that can lead to erroneous conclusions when using the classical … trimmed squares (LTS). In its second part we apply this method on the panel data of 28 countries in 2002-2008 testing for the … hypothesis that micro and small businesses in Europe use different strategies for their growth. We run a series of econometric …

household survey data (mostly panel), including subjective attitudinal questions. Using over one million observations, it …