Showing 1 - 10 of 2,492
This paper develops a consistent series-based specification test for semiparametric panel data models with fixed …
Persistent link: https://www.econbiz.de/10012862375
A new panel data test for Granger causality is presented that can be applied to panels with more time series …
Persistent link: https://www.econbiz.de/10014183231
This paper deals with cross section dependence, homogeneity restrictions and small sample bias issues in dynamic panel … regressions. To address the bias problem we develop a panel approach to median unbiased estimation that takes account of cross … with panel data. Some simulations investigating the finite sample performance of the estimation and test procedures are …
Persistent link: https://www.econbiz.de/10014116710
panel data occurred at some unknown time or not. Panel data of our interest consist of a moderate or relatively large number …-ratio one by keeping the significance level under the null, mainly when stronger dependence within the panel is taken into …
Persistent link: https://www.econbiz.de/10014125734
This paper considers the problem of testing cross-sectional correlation in large panel data models with serially …
Persistent link: https://www.econbiz.de/10011650378
A new panel data model is proposed to represent the behavior of economies in transition allowing for a wide range of … formulated as a nonlinear time varying factor model. When applied to a micro panel, the decomposition provides flexibility in … idiosyncratic behavior over time and across section, while retaining some commonality across the panel by means of an unknown common …
Persistent link: https://www.econbiz.de/10012778068
empirical illustration to examine the Kuznets' U curve hypothesis with balanced panel data of Indian states is also provided …
Persistent link: https://www.econbiz.de/10013026751
We consider the problem of testing for slope homogeneity in high-dimensional panel data models with cross …
Persistent link: https://www.econbiz.de/10013039865
This paper argues that cross-sectional dependence (CSD) is an indicator of misspecification in panel quantile … regression (QR) rather than just a nuisance that may be accounted for with panel-robust standard errors. This motivates the … development of a novel test for panel QR misspecification based on detecting CSD. The test possesses a standard normal limiting …
Persistent link: https://www.econbiz.de/10014366629
In this paper, we develop tests for structural change in cointegrated panel regressions with common and idiosyncratic …
Persistent link: https://www.econbiz.de/10013127390