Showing 65,141 - 65,150 of 66,028
In this paper we examine long-run house price convergence across US states using a novel econometric approach advocated by Pesaran (2007) and Pesaran et al. (2009). Our empirical modelling strategy employs a probabilistic test statistic for convergence based on the percentage of unit root...
Persistent link: https://www.econbiz.de/10009142663
disaggregated French panel data from 2003 to 2006. It incorporates household price responsiveness that differs across income groups …
Persistent link: https://www.econbiz.de/10008793313
monetary policies (through deficit and seigniorage respectively) deform the GLC. An empirical section based on a panel of …
Persistent link: https://www.econbiz.de/10008793465
This paper proposes a very simple test of Granger (1969) non-causality for hetero- geneous panel data models. Our test … the moments of Wald statistics is hence proposed. Third, Monte Carlo experiments show that our standardized panel …
Persistent link: https://www.econbiz.de/10008793616
innovative econometric method which is based on a panel test of the Granger non causality hypothesis. We implement various tests …
Persistent link: https://www.econbiz.de/10008793833
This article analyses the complementarity between various dimensions of corporate social responsibility (CSR) and financial performance. We hypothesise that the absence of consensus in the empirical literature on the CSR-financial performance relationship may be explained by the existence of...
Persistent link: https://www.econbiz.de/10008793868
rate of nominal money. We use a panel data framework instead of the usual time series methods on aggregate Euro data. …
Persistent link: https://www.econbiz.de/10008793951
requirements on the return of invested funds. In order to check these assumptions, we have made tests on panel data, starting from …
Persistent link: https://www.econbiz.de/10008794003
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 …
Persistent link: https://www.econbiz.de/10008794545
recently proposed in the panel data literature, such as PANIC analysis and cointegration in common factor models. Our results …
Persistent link: https://www.econbiz.de/10008794722