pooled timeseries estimation on a forward-looking monetary model, resulting inparameter estimates which are in compliance … residuals of our pooled estimated modelare stationary. This indicates that on a pooled time series levelthere is cointegration …

, observational data computations, and Monte Carlo simulations to assess the use of various estimation methodologies, including … standard dynamic panel regression and cointegration techniques that have been used in earlier research. The findings reveal … massive bias in system GMM estimation of the dynamic panel regression parameters, which arise from fixed effect heterogeneity …

that most traditional theoretical models share the feature of pair-wise cointegration among the main variables. An …- stationary panel techniques on two groups of countries to show that pair- wise cointegration exists among GDP, physical capital …

investigation of the cointegration relationships of German migration stocks and flows since 1967. We find that (i) panel-unit root … migration stocks and the explanatory variables are all I(1) variables, and (ii) the hypothesis of cointegration cannot be … rejected for the stock model. -- international migration ; temporary migration ; panel cointegration …

-Migrationsmodellen zu bestätigen. -- International migration ; temporary migration ; panel cointegration …

under consideration. Using a cointegration approach, they find strong evidence pointing towards a long-run relationship … evidence of cointegration once the finite sample bias is taken into account. Moreover, there is only weak evidence of a …