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Panel Tests for Unit Roots in Hours Worked
Kappler, Marcus - 2006
-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
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Do hours worked contain a unit root? Evidence from panel data
Kappler, Marcus - In: Empirical Economics 36 (2009) 3, pp. 531-555
Persistent link: https://www.econbiz.de/10004995478
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Is health care a necessary or luxury product for Asian countries? : an answer using panel approach
Abdullah, S. M.; Siddiqua, Salina; Huque, Rumana - In: Health economics review 7 (2017) 4, pp. 1-12
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
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Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem; Vanessa Smith, L.; Yamagata, Takashi - In: Journal of Econometrics 175 (2013) 2, pp. 94-115
This paper extends the cross-sectionally augmented panel unit root test (CIPS) proposed by Pesaran (2007) to the case of a multifactor error structure, and proposes a new panel unit root test based on a simple average of cross-sectionally augmented Sargan–Bhargava statistics (CSB). The basic...
Persistent link: https://www.econbiz.de/10011052269
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Unit roots and cointegration in panels
Breitung, Jörg; Pesaran, Mohammad Hashem - 2005
This paper provides a review of the literature on unit roots and cointegration in panels where the time dimension (T … degrees, the dependence that might prevail across the different units in the panel. In the analysis of cointegration the … hypothesis testing and estimation problems are further complicated by the possibility of cross section cointegration which could …
Persistent link: https://www.econbiz.de/10010295787
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Panel Unit Root Tests in the Presence of a Multifactor Error Structure
Pesaran, M. Hashem; Smith, L. Vanessa; Yamagata, Takashi - Department of Economics and Related Studies, University … - 2008
This paper extends the cross sectionally augmented panel unit root test proposed by Pesaran (2007) to the case of a multifactor structure. The basic idea is to exploit information regarding the unobserved factors that are shared by other time series in addition to the variable under...
Persistent link: https://www.econbiz.de/10005524017
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Unit roots and cointegration in panels
Breitung, Jörg; Pesaran, Mohammad Hashem - 2005
This paper provides a review of the literature on unit roots and cointegration in panels where the time dimension (T … degrees, the dependence that might prevail across the different units in the panel. In the analysis of cointegration the … hypothesis testing and estimation problems are further complicated by the possibility of cross section cointegration which could …
Persistent link: https://www.econbiz.de/10010276171
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Panel unit root tests in the presence of a multifactor error structure
Pesaran, Mohammad Hashem; Smith, L. Vanessa; Yamagata, … - 2008
This paper extends the cross sectionally augmented panel unit root test proposed by Pesaran (2007) to the case of a multifactor error structure. The basic idea is to exploit information regarding the unobserved factors that are shared by other time series in addition to the variable under...
Persistent link: https://www.econbiz.de/10010276216
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Panel Unit Root Tests in the Presence of a Multifactor Error Structure
Pesaran, M. Hashem; Smith, L. Vanessa; Yamagata, Takashi - Institute for the Study of Labor (IZA) - 2007
This paper extends the cross sectionally augmented panel unit root test proposed by Pesaran (2007) to the case of a multifactor error structure. The basic idea is to exploit information regarding the unobserved factors that are shared by other time series in addition to the variable under...
Persistent link: https://www.econbiz.de/10005762413
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Unit Roots and Cointegration in Panels
Breitung, J.; Pesaran, M.H. - Faculty of Economics, University of Cambridge - 2005
This paper provides a review of the literature on unit roots and cointegration in panels where the time dimension (T … degrees, the dependence that might prevail across the different units in the panel. In the analysis of cointegration the … hypothesis testing and estimation problems are further complicated by the possibility of cross section cointegration which could …
Persistent link: https://www.econbiz.de/10005783752