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Does a shrinking labor force reduce FDI inflows in OECD countries?

Mitra, Rajarshi; Abedin, Md. Thasinul - In: Applied economics letters 29 (2022) 17, pp. 1654-1658

Persistent link: https://www.econbiz.de/10013412250

Are the current accounts of Asian-5 economies mean-reverting? : new evidence from Fourier panel stationarity tests

Husein, Jamal; Kara, S. Murat; Pier, Chuck - In: Cogent economics & finance 11 (2023) 2, pp. 1-11

mainly employed traditional unit-root tests, our research stands out for its use of novel panel stationarity tests that …

Persistent link: https://www.econbiz.de/10014501140

Herwartz, Helmut; Maxand, Simone; Yabibal Mulualem Walle - In: Econometric reviews 42 (2023) 1, pp. 28-53

Persistent link: https://www.econbiz.de/10014305436

Smooth structural changes and common factors in nonstationary panel data : an analysis of healthcare expenditures†

Nazlıoğlu, Şaban; Lee, Junsoo; Tieslau, Margie A.; … - In: Econometric reviews 42 (2023) 1, pp. 78-97

Persistent link: https://www.econbiz.de/10014305439

Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing

Omay, Tolga; Iren, Perihan - In: Computational economics 61 (2023) 1, pp. 233-265

Persistent link: https://www.econbiz.de/10014228424

Econometric analysis of non-stationary spatial panel data

Beenstock, Michael; Felzenshtain, Daniyel - 2019

Persistent link: https://www.econbiz.de/10011952653

The nexus between prices, employment and output growth : a global and national evidence

Caporale, Guglielmo Maria; Škare, Marinko - In: Journal of business economics and management 15 (2014) 2, pp. 197-211

Persistent link: https://www.econbiz.de/10010375899

On combining evidence from heteroskedasticity robust panel unit root tests in pooled regressions

Arnold, Martin C.; Hanck, Christoph - In: Journal of risk and financial management : JRFM 12 (2019) 3/117, pp. 1-22

Volatility break robust panel unit root tests (PURTs) recently proposed by Herwartz and Siedenburg (Computational … reinvestigates whether there is a unit root in OECD inflation rates. We find evidence that inflation is stationary for long …

Persistent link: https://www.econbiz.de/10012027060

Aggregation and unit roots in economic time series

Hornok, Attila; Mátyás, László - In: Panel data econometrics : future directions : papers in …, (pp. 213-234). 2000

Persistent link: https://www.econbiz.de/10001488083

Understanding temporal aggregation effects on kurtosis in financial indices

Lieberman, Offer; Phillips, Peter C. B. - 2018

Indices of ﬁnancial returns typically display sample kurtosis that declines towards the Gaussian value 3 as the sampling interval increases. This paper uses stochastic unit root (STUR) and continuous time analysis to explain the phenomenon. Limit theory for the sample kurtosis reveals that...

Persistent link: https://www.econbiz.de/10011948760