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Unit Root and Cointegration Tests for Cross-Sectionally Correlated Panels. Estimating Regional Production Functions
Basile, Roberto; Costantini, Mauro; Destefanis, Sergio - 2006
This paper employs recently developed non stationary panel methodologies that assume some cross-section dependence to … (FMOLS) estimators developed by Pedroni (1996, 2000, 2001) and the Panel Dynamic OLS (PDOLS) estimator proposed by Mark and …
Persistent link: https://www.econbiz.de/10014055387
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A note on the estimation of long-run relationships in panel equations with cross-section linkages
Di Iorio, Francesca; Fachin, Stefano - 2012
We address the issue of estimation and inference in dependent non-stationary panels of small cross-section dimensions … compared to the cross-section dimension. -- Panel cointegration ; FM-OLS ; FM-SUR ; DOLS ; DSUR …
Persistent link: https://www.econbiz.de/10009409345
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A note on the estimation of long-run relationships in panel equations with cross-section linkages
Di Iorio, Francesca; Fachin, Stefano - 2012
The authors address the issue of estimation and inference in dependent non-stationary panels of small cross …. -- panel cointegration ; fully modified ordinary least squares ; fully modified seemingly unrelated regression ; dynamic …
Persistent link: https://www.econbiz.de/10009544380
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Fixed-b Estimation and Inference in Heterogenous Dynamic Cointegrated Panels
Sender, Samuel J. - 2017
We study semi-parametric estimation and inference in cointegrated panels with endogenous feedback, allowing for general … Phillips and Hansen (1990) that use a spectral [non-parametric] estimation of the residual asymptotic covariance matrix to …
Persistent link: https://www.econbiz.de/10012970628
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Improving the Finite-Sample Estimators of Cointegrated Panel Models
Sender, Samuel J. - 2014
which N can grow simultaneously to T for the tests statistics of panel group-mean of time-series estimators to be …
Persistent link: https://www.econbiz.de/10013064659
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Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels
Chudik, Alexander; Pesaran, M. Hashem; Smith, Ron P. - 2023
This paper, using the Bewley (1979) transformation of the autoregressive distributed lag model, proposes a novel pooled Bewley (PB) estimator of long-run coefficients for dynamic panels with heterogeneous short-run dynamics, in the same setting as the widely used Pooled Mean Group (PMG)...
Persistent link: https://www.econbiz.de/10014357208
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Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2011
In this paper, we propose an estimation and testing framework for parameter instability in cointegrated panel …
Persistent link: https://www.econbiz.de/10014183168
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On the Estimation and Inference of a Cointegrated Regression in Panel Data
Kao, Chihwa; Chiang, Min-Hsien - 1997
(DOLS) estimators in cointegrated regression models in panel data. We show that the OLS, FM, and DOLS estimators are all …
Persistent link: https://www.econbiz.de/10014149909
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A Note on the Estimation of Long-Run Relationships in Panel Equations with Cross-Section Linkages
Di Iorio, Francesca - 2012
We address the issue of estimation and inference in dependent non-stationary panels of small cross-section dimensions …
Persistent link: https://www.econbiz.de/10013112206
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The impact of private sector credit on income inequalities in European Union (15 member states)
Jianu, Ionuţ - 2017
panel data technique with 15 cross-sections for the first 15 Member States of the European Union, applying generalized error …
Persistent link: https://www.econbiz.de/10012123400