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Heterogeneous technology and the technological catching-up hypothesis : theory and assessment in the case of MENA countries
Serranito, Francisco - In: Economic modelling 30 (2013), pp. 685-697
Persistent link: https://www.econbiz.de/10009708820
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Is real per capita state personal income stationary? : new nonlinear, asymmetric panel-data evidence
Emirmahmutoglu, Furkan; Gupta, Rangan; Miller, Stephen M.; … - 2016
Persistent link: https://www.econbiz.de/10011547691
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Revisiting Kuznets Hypothesis : A Time Series and Panel Data Approach
Khasru, Syed Munir - 2012
uses log quadratic model and level quadratic model, autoregressive time series analysis and panel analysis, expands the …
Persistent link: https://www.econbiz.de/10012755086
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Nonstationary-volatility robust panel unit root tests and the great moderation
Hanck, Christoph; Czudaj, Robert - 2013
This paper argues that typical applications of panel unit root tests should take possible nonstationarity in the … volatility process of the innovations of the panel time series into account. Nonstationarity volatility arises for instance when … enjoyed by many industrialized countries, known as the "Great Moderation". It also proposes a new testing approach for panel …
Persistent link: https://www.econbiz.de/10009779045
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Evidence from Panel Unit Root and Cointegration Tests that the Environmental Kuznets Curve Does Not Exist
Perman, Roger; Stern, David I. - 2013
cointegration analysis to test the EKC hypothesis using a panel dataset of sulfur emissions and GDP data for 74 countries over a … cointegrates and that sulfur emissions are a concave function of income. Individual and panel cointegration tests cast doubt on the …
Persistent link: https://www.econbiz.de/10014075733
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Stochastic convergence of per capita greenhouse gas emissions : new unit root tests with breaks and a factor structure
Payne, James E.; Lee, Junsoo; Islam, Md. Towhidul; … - In: Energy economics 113 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013540483
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Nonstationary-volatility robust panel unit root tests and the great moderation : conference paper
Hanck, Christoph; Czudaj, Robert - 2013
This paper argues that typical applications of panel unit root tests should take possible nonstationarity in the … volatility process of the innovations of the panel time series into account. Nonstationarity volatility arises for instance when … enjoyed by many industrialized countries, known as the `Great Moderation.' It also proposes a new testing approach for panel …
Persistent link: https://www.econbiz.de/10010343777
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Convergence of per capita income : the case of U.S. metropolitan statistical areas
El Montasser, Ghassen; Gupta, Rangan; Smithers, Devon - In: Economics, management and financial markets 11 (2016) 4, pp. 11-32
Persistent link: https://www.econbiz.de/10011814273
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Exploration of relationship between FDI and GDP : a comparison between India and its neighbouring countries
Sengupta, Pooja; Puri, Roma - In: Global business review 21 (2020) 2, pp. 473-489
Persistent link: https://www.econbiz.de/10012211304
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The real convergence of CEE countries : a study of real GDP per capita
Zárembová, Andrea; Lyócsa, Štefan; Baumöhl, Eduard - 2012
The paper examines the unconditional sigma and time-series convergence of real GDP per capita (measured in national currencies and euros) for CEE8 countries during the 1995 : Q1 - 2011 : Q1 period by applying the unit root framework using the DF-GLS test and the Lee and Strazicich (2003; 2004) test,...
Persistent link: https://www.econbiz.de/10011638347