Narrow search
Showing 1 - 10 of 1,503
Cover Image
Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity
Yang, Zhenlin - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 51-92
Persistent link: https://www.econbiz.de/10012488887
Cover Image
Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011431067
Cover Image
Testing weak exogeneity in cointegrated panels
Moral-Benito, Enrique; Servén, Luis - In: Applied economics 47 (2015) 28/30, pp. 3116-3228
Persistent link: https://www.econbiz.de/10011289328
Cover Image
The monetary exchange rate model as a long-run phenomenon
Groen, Jan J. J. - 1998
Pure time series-based tests fail to find empirical support formonetary exchange rate models. In this paper we apply … residuals of our pooled estimated modelare stationary. This indicates that on a pooled time series levelthere is cointegration …
Persistent link: https://www.econbiz.de/10011299983
Cover Image
Likelihood-based cointegration analysis in panels of vector error correction models
Groen, Jan J. J.; Kleibergen, Frank - 1999 - This version: July 28, 1999
We propose in this paper a likelihood-based framework forcointegration analysis in panels of a fixed number of vector errorcorrection models. Maximum likelihood estimators of thecointegrating vectors are constructed using iterated GeneralizedMethod of Moments estimators. Using these estimators...
Persistent link: https://www.econbiz.de/10011302148
Cover Image
Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - 2000
derive unit root and cointegration tests in panels with short time dimension; these tests have the attractive feature that … hypothesis and cointegration tests based on it perform well in small sample; this is in marked contrast to the small sample …
Persistent link: https://www.econbiz.de/10009786715
Cover Image
Separation, weak exogeneity and P-T decomposition in cointegrated VAR systems with common features
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 2002
investigate the relationships between separation in cointegration and separation in serial correlation common features. Loosely … are considered. Likelihood ratio type tests for the different hypotheses under study are proposed. An empirical analysis …
Persistent link: https://www.econbiz.de/10011409009
Cover Image
Shocks and rigidities as determinants of CEE labour markets' performance : a panel SVECM approach
Bukowski, Maciej; Koloch, Grzegorz; Lewandowski, Piotr - In: The economics of transition 21 (2013) 3, pp. 553-581
Persistent link: https://www.econbiz.de/10010234752
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
ICT adoption and stock market development in Africa : an application of the panel ARDL bounds testing procedure
Igwilo, Jerry Ikechukwu; Sibindi, Athenia Bongani - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-15
cointegration and examine the causal relationship between ICT adoption and stock market development. The dependent variable employed …
Persistent link: https://www.econbiz.de/10012799415