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-stationarity of hours worked. In addition, taking these results together, there is no indication of cointegration among the individual …
Persistent link: https://www.econbiz.de/10010297530
-stationarity of hours worked. In addition, taking these results together, there is no indication of cointegration among the individual …
Persistent link: https://www.econbiz.de/10005097595
addressed the issue of cross section dependence and used Westerlund (2007) panel cointegration test which is robust against … cross section dependence and heterogeneity for detecting the presence of panel cointegration. By applying Fully Modified OLS …
Persistent link: https://www.econbiz.de/10011633663
addressed the issue of cross section dependence and used Westerlund (2007) panel cointegration test which is robust against … cross section dependence and heterogeneity for detecting the presence of panel cointegration. By applying Fully Modified OLS …
Persistent link: https://www.econbiz.de/10011803087
Explicit asymptotic bias formulae are given for dynamic panel regression estimators as the cross section sample size N approaching infinity. The results extend earlier work by Nickell (1981) and later authors in several directions that are relevant for practical work, including models with unit...
Persistent link: https://www.econbiz.de/10005593226
Persistent link: https://www.econbiz.de/10005755491
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Persistent link: https://www.econbiz.de/10013179176
Persistent link: https://www.econbiz.de/10012025893
This paper proposes a sequential procedure to determine the common cointegration rank of panels of cointegrated VARs …
Persistent link: https://www.econbiz.de/10008752898