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A simple panel-CADF text for unit roots
Costantini, Mauro; Lupi, Claudio - 2011
Persistent link: https://www.econbiz.de/10008902988
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Efficient importance sampling in applied econometrics
Moura, Guilherme Valle - 2009
Persistent link: https://www.econbiz.de/10003963709
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Endogeneity and panel data in growth regressions : a bayesian model averaging approach
Leon-Gonzalez, Roberto; Montolio, Daniel - 2012
Persistent link: https://www.econbiz.de/10009618450
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A panel data test for poverty traps
Galvão Júnior, Antônio Fialho; Montes-Rojas, Gabriel; … - In: Applied economics 45 (2013) 13/15, pp. 1943-1952
Persistent link: https://www.econbiz.de/10009758487
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Investigating the stationarity of insurance premiums : international evidence
Lee, Chien-chiang; Tsong, Ching-chuan; Yang, Shih-jui; … - In: The European journal of finance 19 (2013) 3/4, pp. 276-297
Persistent link: https://www.econbiz.de/10010243644
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EM estimation of dynamic panel data models with heteroskedastic random coefficients
Nocera, Andrea - 2016
Persistent link: https://www.econbiz.de/10011556233
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A simple panel-CADF test for unit roots
Costantini, Mauro; Lupi, Claudio - 2011
In this paper we propose a simple extension to the panel case of the covariate-augmented Dickey Fuller (CADF) test for … with respect to other popular panel approaches. A procedure to compute the asymptotic p-values of Hansen’s CADF test is … hypothesis and the presence of a unit root in international industrial production indices. -- unit root ; panel data …
Persistent link: https://www.econbiz.de/10009686159
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Bayesian nonlinear panel cointegration : an empirical application to the EKC hypothesis
Polemis, Michael; Tsionas, Efthymios G. - In: Letters in spatial and resource sciences : LSRS 12 (2019) 2, pp. 113-120
Persistent link: https://www.econbiz.de/10012109664
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A reassessment of the finance & growth nexus using Monte Carlo evidence
Franz, Thorsten - In: Essays on empirical macro-finance, (pp. 86-123). 2018
Persistent link: https://www.econbiz.de/10012169601
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Export sophistication : a dynamic panel data approach
Kočenda, Evžen; Poghosyan, Karen - In: Emerging markets finance & trade : a journal of the … 54 (2018) 10/11/12, pp. 2799-2814
Persistent link: https://www.econbiz.de/10012125142